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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+0.62%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$176B
AUM Growth
-$2.46B
Cap. Flow
-$1.77B
Cap. Flow %
-1%
Top 10 Hldgs %
22.59%
Holding
3,741
New
183
Increased
2,026
Reduced
1,369
Closed
140

Top Buys

Rank Stock Value
1
GE icon
GE Aerospace
GE
+$255M
2
TSLA icon
Tesla
TSLA
+$187M
3
AMZN icon
Amazon
AMZN
+$162M
4
MSFT icon
Microsoft
MSFT
+$149M
5
VONV icon
Vanguard Russell 1000 Value ETF
VONV
+$136M

Top Sells

Rank Stock Value
1
PFE icon
Pfizer
PFE
+$284M
2
VOO icon
Vanguard S&P 500 ETF
VOO
+$227M
3
IEMG icon
iShares Core MSCI Emerging Markets ETF
IEMG
+$189M
4
GILD icon
Gilead Sciences
GILD
+$182M
5
AMGN icon
Amgen
AMGN
+$174M

Sector Composition

Rank Sector Weight
1 Technology 23.38%
2 Financials 13.69%
3 Healthcare 12.46%
4 Consumer Discretionary 10.78%
5 Communication Services 9.17%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
VONV icon
51
Vanguard Russell 1000 Value ETF
VONV
$20.7B
$606M 0.34%
8,819,686
+1,938,740
+28% +$136M
BMY icon
52
Bristol-Myers Squibb
BMY
$133B
$584M 0.33%
9,871,400
+224,620
+2% +$14.8M
CVX icon
53
Chevron
CVX
$392B
$576M 0.33%
5,679,902
-52,649
-0.9% -$5.25M
HON icon
54
Honeywell
HON
$77B
$554M 0.31%
2,768,316
+1,571
+0.1% +$335K
XOM icon
55
ExxonMobil
XOM
$644B
$540M 0.31%
9,175,717
-936,422
-9% -$53.4M
QCOM icon
56
Qualcomm
QCOM
$155B
$535M 0.3%
4,148,755
-840,574
-17% -$119M
AMAT icon
57
Applied Materials
AMAT
$403B
$526M 0.3%
4,087,236
-412,813
-9% -$56M
UNP icon
58
Union Pacific
UNP
$174B
$526M 0.3%
2,683,705
-139,334
-5% -$30.1M
SBUX icon
59
Starbucks
SBUX
$120B
$526M 0.3%
4,764,068
+133,783
+3% +$15.7M
MS icon
60
Morgan Stanley
MS
$331B
$515M 0.29%
5,297,300
+125,825
+2% +$12.5M
AMGN icon
61
Amgen
AMGN
$208B
$509M 0.29%
2,395,237
-753,985
-24% -$174M
CVS icon
62
CVS Health
CVS
$133B
$479M 0.27%
5,647,740
+245,525
+5% +$20.6M
T icon
63
AT&T
T
$159B
$475M 0.27%
23,265,225
-1,067,966
-4% -$22.4M
SPGI icon
64
S&P Global
SPGI
$121B
$472M 0.27%
1,111,075
+10,802
+1% +$4.68M
PM icon
65
Philip Morris
PM
$297B
$472M 0.27%
4,974,158
-192,614
-4% -$19.4M
BLK icon
66
Blackrock
BLK
$169B
$468M 0.27%
557,831
+11,385
+2% +$10.2M
AMT icon
67
American Tower
AMT
$80.8B
$459M 0.26%
1,730,021
+84,834
+5% +$24.2M
C icon
68
Citigroup
C
$222B
$455M 0.26%
6,477,189
-566,202
-8% -$39.6M
UPS icon
69
United Parcel Service
UPS
$88.6B
$447M 0.25%
2,452,299
+187,175
+8% +$36.9M
LIN icon
70
Linde
LIN
$221B
$438M 0.25%
1,493,515
-93,451
-6% -$28.4M
GS icon
71
Goldman Sachs
GS
$300B
$428M 0.24%
1,132,386
+55,419
+5% +$21.6M
AMD icon
72
Advanced Micro Devices
AMD
$776B
$427M 0.24%
4,152,828
+319,118
+8% +$32.6M
ISRG icon
73
Intuitive Surgical
ISRG
$127B
$427M 0.24%
1,288,923
+44,982
+4% +$15.1M
RTX icon
74
RTX Corp
RTX
$290B
$425M 0.24%
4,943,143
+397,419
+9% +$34M
WFC icon
75
Wells Fargo
WFC
$261B
$421M 0.24%
9,064,993
-1,376,282
-13% -$63.7M
1 2
3
4 5

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MCM
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PSUF
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Parametric Portfolio Associates's Q3 2021 Portfolio in Review

As of Q3 2021, Parametric Portfolio Associates held 3,741 positions worth $176B, down 1.4% from $178B the previous quarter. Its ten largest holdings account for 23% of the portfolio.

Parametric Portfolio Associates's Q3 2021 filing shows 183 new, 2,026 increased, 1,369 reduced and 140 closed positions. Its largest new stake was GE Aerospace: 3,968,435 shares worth $255M. The largest sale was Pfizer, an estimated $284M.

By sector, the portfolio is most concentrated in Technology at 23% of assets, up from 23% a quarter earlier, followed by Financials and Healthcare.

  • Parametric Portfolio Associates's largest Q3 2021 buy was GE Aerospace: 3,968,435 shares worth $255M.
  • Parametric Portfolio Associates added most to Tesla in Q3 2021, an estimated $187M increase.
  • Parametric Portfolio Associates's biggest Q3 2021 reduction was Pfizer, cutting an estimated $284M.
  • Parametric Portfolio Associates fully exited Alexion Pharmaceuticals in Q3 2021, selling an estimated $143M.
  • Parametric Portfolio Associates's ten largest holdings make up 23% of its $176B portfolio in Q3 2021.
  • Parametric Portfolio Associates opened 183 new positions and closed 140 in Q3 2021.
  • Parametric Portfolio Associates's portfolio value fell 1.4% quarter-over-quarter to $176B.

Based on Parametric Portfolio Associates's 13F filing for Q3 2021, filed 15 Nov 2021.