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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
AXP icon
76
American Express
AXP
$227B
$413M 0.23%
2,464,238
+98,320
+4% +$16.4M
NOW icon
77
ServiceNow
NOW
$115B
$409M 0.23%
3,288,855
+206,805
+7% +$25M
ADP icon
78
Automatic Data Processing
ADP
$106B
$407M 0.23%
2,034,257
+66,042
+3% +$13.6M
CHTR icon
79
Charter Communications
CHTR
$17.3B
$405M 0.23%
556,842
+10,692
+2% +$8.11M
ASML icon
80
ASML
ASML
$626B
$404M 0.23%
542,005
+25,560
+5% +$20.1M
MMM icon
81
3M
MMM
$90.9B
$396M 0.22%
2,698,091
-147,014
-5% -$23.8M
MCO icon
82
Moody's
MCO
$82.8B
$382M 0.22%
1,074,477
+19,527
+2% +$7.36M
SCHW
83
Charles Schwab
SCHW
$183B
$371M 0.21%
5,090,259
+270,602
+6% +$19.3M
ZTS icon
84
Zoetis
ZTS
$32.4B
$366M 0.21%
1,884,722
+84,716
+5% +$17.1M
DE icon
85
Deere & Co
DE
$160B
$346M 0.2%
1,033,554
+29,975
+3% +$10.8M
ADI icon
86
Analog Devices
ADI
$179B
$342M 0.19%
2,039,247
+454,600
+29% +$76.3M
PLD icon
87
Prologis
PLD
$135B
$337M 0.19%
2,683,328
+88,349
+3% +$11.5M
SHW icon
88
Sherwin-Williams
SHW
$82.7B
$333M 0.19%
1,191,931
+27,824
+2% +$8.14M
CAT icon
89
Caterpillar
CAT
$375B
$331M 0.19%
1,725,371
-58,516
-3% -$12.2M
TJX icon
90
TJX Companies
TJX
$174B
$331M 0.19%
5,013,410
+87,549
+2% +$6.11M
IEFA icon
91
iShares Core MSCI EAFE ETF
IEFA
$190B
$330M 0.19%
4,448,538
-53,399
-1% -$4.06M
ELV icon
92
Elevance Health
ELV
$81.5B
$330M 0.19%
884,506
-52,749
-6% -$20M
BA icon
93
Boeing
BA
$171B
$324M 0.18%
1,475,175
-19,175
-1% -$4.28M
MRSH
94
Marsh
MRSH
$90.5B
$319M 0.18%
2,107,384
+51,892
+3% +$7.85M
LRCX icon
95
Lam Research
LRCX
$367B
$316M 0.18%
5,550,210
-362,250
-6% -$22M
MDLZ icon
96
Mondelez International
MDLZ
$79.5B
$313M 0.18%
5,383,056
-217,496
-4% -$13.5M
MRNA icon
97
Moderna
MRNA
$21.8B
$312M 0.18%
810,252
+369,004
+84% +$136M
VTI icon
98
Vanguard Morningstar Total Stock Market ETF
VTI
$660B
$312M 0.18%
1,402,914
+5,021
+0.4% +$1.14M
MO icon
99
Altria Group
MO
$114B
$310M 0.18%
6,812,959
-204,369
-3% -$9.87M
ETN icon
100
Eaton
ETN
$161B
$302M 0.17%
2,023,223
-59,632
-3% -$9.53M
2 3
4
5 6

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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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.