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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
KIM icon
651
Kimco Realty
KIM
$17.2B
$36.9M 0.02%
1,777,873
+411,792
+30% +$8.8M
BNS icon
652
Scotiabank
BNS
$107B
$36.8M 0.02%
597,292
+30,385
+5% +$1.9M
CPRI icon
653
Capri Holdings
CPRI
$1.83B
$36.7M 0.02%
758,558
-72,527
-9% -$3.95M
MKTX icon
654
MarketAxess Holdings
MKTX
$5.71B
$36.7M 0.02%
87,205
+4,664
+6% +$2.14M
VNO icon
655
Vornado Realty Trust
VNO
$7.41B
$36.7M 0.02%
873,143
-6,891
-0.8% -$297K
PBCT
656
DELISTED
People's United Financial Inc
PBCT
$36.7M 0.02%
2,098,599
-413,467
-16% -$6.72M
BPOP icon
657
Popular Inc
BPOP
$11.2B
$36.5M 0.02%
469,418
-426
-0.1% -$31.7K
KKR icon
658
KKR & Co
KKR
$91.1B
$36.5M 0.02%
598,848
+69,295
+13% +$4.35M
SABA
659
Saba Capital Income & Opportunities Fund II
SABA
$220M
$36.5M 0.02%
3,388,152
-13,812
-0.4% -$152K
VOD icon
660
Vodafone
VOD
$36.3B
$36.4M 0.02%
2,357,838
-90,063
-4% -$1.49M
LSTR icon
661
Landstar System
LSTR
$5.93B
$36.2M 0.02%
229,412
+3,332
+1% +$532K
E icon
662
ENI
E
$80.5B
$35.9M 0.02%
1,343,214
+159,855
+14% +$3.9M
ATO icon
663
Atmos Energy
ATO
$28.8B
$35.9M 0.02%
407,025
-14,633
-3% -$1.42M
CVNA icon
664
Carvana
CVNA
$68.6B
$35.8M 0.02%
594,290
+67,735
+13% +$4.5M
ENB icon
665
Enbridge
ENB
$119B
$35.6M 0.02%
895,459
+55,252
+7% +$2.18M
GT icon
666
Goodyear
GT
$2B
$35.6M 0.02%
2,011,170
-2,040,053
-50% -$33.1M
WU icon
667
Western Union
WU
$1.98B
$35.5M 0.02%
1,754,485
+286,512
+20% +$6.33M
CGNX icon
668
Cognex
CGNX
$10.9B
$35.4M 0.02%
441,209
+36,731
+9% +$3.16M
MGA icon
669
Magna International
MGA
$18.7B
$35.3M 0.02%
468,786
+5,424
+1% +$446K
ALLY icon
670
Ally Financial
ALLY
$13.2B
$35.2M 0.02%
690,395
-320,395
-32% -$16.6M
CHKP icon
671
Check Point Software Technologies
CHKP
$13B
$35.2M 0.02%
311,771
+1,867
+0.6% +$227K
THG icon
672
Hanover Insurance
THG
$8.1B
$35.2M 0.02%
271,210
+8,024
+3% +$1.09M
NXST icon
673
Nexstar Media Group
NXST
$5.82B
$35.1M 0.02%
231,043
+6,493
+3% +$957K
MPT
674
Medical Properties Trust
MPT
$2.77B
$35M 0.02%
1,746,372
+110,095
+7% +$2.26M
HSIC icon
675
Henry Schein
HSIC
$9.77B
$35M 0.02%
459,165
+27,845
+6% +$2.14M
25 26
27
28 29

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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.