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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
MSFT icon
1
Microsoft
MSFT
$3.45T
$9.43B 5.36%
33,448,568
+512,611
+2% +$149M
AAPL icon
2
Apple
AAPL
$4.54T
$7.75B 4.4%
54,739,705
-647,088
-1% -$95.3M
AMZN icon
3
Amazon
AMZN
$2.92T
$4.79B 2.72%
29,181,860
+942,020
+3% +$162M
VOO icon
4
Vanguard S&P 500 ETF
VOO
$979B
$3.61B 2.05%
9,144,220
-560,025
-6% -$227M
META icon
5
Meta Platforms (Facebook)
META
$1.42T
$3.21B 1.82%
9,462,291
+329,372
+4% +$119M
GOOGL icon
6
Alphabet (Google) Class A
GOOGL
$4.36T
$3.08B 1.75%
23,037,480
+502,460
+2% +$68.4M
GOOG icon
7
Alphabet (Google) Class C
GOOG
$4.36T
$2.5B 1.42%
18,744,300
+762,520
+4% +$105M
JPM icon
8
JPMorgan Chase
JPM
$935B
$1.82B 1.03%
11,116,024
+345,693
+3% +$54.2M
NVDA icon
9
NVIDIA
NVDA
$4.86T
$1.78B 1.01%
86,007,660
+4,329,340
+5% +$89.9M
TSLA icon
10
Tesla
TSLA
$1.23T
$1.78B 1.01%
6,884,613
+795,342
+13% +$187M
JNJ icon
11
Johnson & Johnson
JNJ
$618B
$1.75B 0.99%
10,810,207
-223,610
-2% -$38.1M
V icon
12
Visa
V
$684B
$1.61B 0.91%
7,222,851
+178,679
+3% +$41.9M
UNH icon
13
UnitedHealth
UNH
$376B
$1.57B 0.89%
4,019,828
+145,008
+4% +$60.1M
BRK.B icon
14
Berkshire Hathaway Class B
BRK.B
$1.1T
$1.48B 0.84%
5,419,236
+130,235
+2% +$36.6M
HD icon
15
Home Depot
HD
$331B
$1.35B 0.77%
4,115,328
+115,493
+3% +$37.9M
ADBE icon
16
Adobe
ADBE
$99.5B
$1.27B 0.72%
2,202,171
+65,065
+3% +$41M
PG icon
17
Procter & Gamble
PG
$336B
$1.23B 0.7%
8,772,818
-153,491
-2% -$21.8M
MA icon
18
Mastercard
MA
$502B
$1.2B 0.68%
3,440,826
+29,126
+0.9% +$10.6M
PYPL icon
19
PayPal
PYPL
$48.9B
$1.16B 0.66%
4,460,386
+77,045
+2% +$21.9M
BAC icon
20
Bank of America
BAC
$435B
$1.1B 0.63%
25,909,061
+323,679
+1% +$13M
DIS icon
21
Walt Disney
DIS
$167B
$1.04B 0.59%
6,142,267
+118,036
+2% +$21M
CMCSA icon
22
Comcast
CMCSA
$85B
$964M 0.55%
17,228,870
+597,418
+4% +$34.8M
CSCO icon
23
Cisco
CSCO
$457B
$927M 0.53%
17,033,952
-1,683,932
-9% -$94.5M
CRM icon
24
Salesforce
CRM
$151B
$909M 0.52%
3,352,331
+239,514
+8% +$60.8M
NFLX icon
25
Netflix
NFLX
$299B
$906M 0.51%
14,843,300
+646,290
+5% +$35.6M
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.