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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
USB icon
101
US Bancorp
USB
$98.2B
$300M 0.17%
5,049,858
+203,507
+4% +$11.6M
SYK icon
102
Stryker
SYK
$125B
$298M 0.17%
1,130,629
+44,524
+4% +$11.9M
PNC icon
103
PNC Financial Services
PNC
$99.7B
$298M 0.17%
1,522,877
+45,345
+3% +$8.57M
IBM icon
104
IBM
IBM
$211B
$295M 0.17%
2,221,045
-588,600
-21% -$78.7M
AZN icon
105
AstraZeneca
AZN
$263B
$293M 0.17%
2,436,238
+666,473
+38% +$77.6M
TFC icon
106
Truist Financial
TFC
$63.3B
$292M 0.17%
4,976,326
+161,923
+3% +$9.05M
ITW icon
107
Illinois Tool Works
ITW
$82.6B
$291M 0.17%
1,408,429
-24,460
-2% -$5.51M
COP icon
108
ConocoPhillips
COP
$147B
$286M 0.16%
4,213,018
-828,754
-16% -$47.8M
GILD icon
109
Gilead Sciences
GILD
$162B
$284M 0.16%
4,070,025
-2,587,674
-39% -$182M
DG icon
110
Dollar General
DG
$28B
$284M 0.16%
1,338,212
-38,975
-3% -$8.8M
BKNG icon
111
Booking.com
BKNG
$149B
$284M 0.16%
2,987,075
-477,125
-14% -$42.8M
DUK icon
112
Duke Energy
DUK
$97.8B
$281M 0.16%
2,884,210
+105,608
+4% +$10.9M
CCI icon
113
Crown Castle
CCI
$33.3B
$280M 0.16%
1,616,172
+48,400
+3% +$9.36M
LMT icon
114
Lockheed Martin
LMT
$134B
$273M 0.16%
790,364
-18,183
-2% -$6.58M
EL icon
115
Estee Lauder
EL
$30.4B
$270M 0.15%
901,767
+26,619
+3% +$8.7M
MU icon
116
Micron Technology
MU
$930B
$268M 0.15%
3,769,812
+73,888
+2% +$5.55M
BDX icon
117
Becton Dickinson
BDX
$45.6B
$267M 0.15%
1,113,616
+48,996
+5% +$12M
EW icon
118
Edwards Lifesciences
EW
$49.6B
$266M 0.15%
2,347,169
+89,382
+4% +$10.2M
VNQ icon
119
Vanguard Real Estate ETF
VNQ
$39.2B
$264M 0.15%
2,595,600
+54,592
+2% +$5.79M
KR icon
120
Kroger
KR
$35.4B
$264M 0.15%
6,530,711
-2,192,689
-25% -$92.1M
COF icon
121
Capital One
COF
$128B
$260M 0.15%
1,602,339
-240,954
-13% -$39.3M
ICE icon
122
Intercontinental Exchange
ICE
$85.6B
$256M 0.15%
2,233,166
+80,550
+4% +$9.56M
APD icon
123
Air Products & Chemicals
APD
$65.7B
$256M 0.15%
998,778
-15,023
-1% -$4.16M
HCA icon
124
HCA Healthcare
HCA
$87.2B
$255M 0.14%
1,050,366
-196,394
-16% -$48M
GE icon
125
GE Aerospace
GE
$374B
$255M 0.14%
+3,968,435
New +$255M
3 4
5
6 7

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MCM
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PSUF
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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.