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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
STMP
801
DELISTED
Stamps.com, Inc.
STMP
$26.5M 0.02%
80,260
-4,983
-6% -$1.58M
GXO icon
802
GXO Logistics
GXO
$5.75B
$26.3M 0.01%
+335,147
New +$26.3M
MHK icon
803
Mohawk Industries
MHK
$8B
$26.1M 0.01%
147,404
+8,326
+6% +$1.61M
HXL icon
804
Hexcel
HXL
$7.71B
$26.1M 0.01%
439,377
+20,629
+5% +$1.19M
MFC icon
805
Manulife Financial
MFC
$74B
$26.1M 0.01%
1,353,961
+79,144
+6% +$1.54M
XPO icon
806
XPO
XPO
$23.3B
$26M 0.01%
550,474
-393,930
-42% -$19.7M
ICLR icon
807
Icon
ICLR
$12.1B
$26M 0.01%
99,218
+17,763
+22% +$4.32M
WMS icon
808
Advanced Drainage Systems
WMS
$11B
$26M 0.01%
239,975
+1,185
+0.5% +$136K
MASI
809
DELISTED
Masimo
MASI
$25.9M 0.01%
95,802
+3,340
+4% +$906K
VEDL
810
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
$25.9M 0.01%
1,697,138
+66,776
+4% +$1.05M
OGE icon
811
OGE Energy
OGE
$9.83B
$25.9M 0.01%
785,821
+10,387
+1% +$359K
CIT
812
DELISTED
CIT Group Inc.
CIT
$25.8M 0.01%
496,363
-377,617
-43% -$19.3M
AEG icon
813
Aegon
AEG
$14B
$25.7M 0.01%
5,277,647
+547,255
+12% +$2.37M
MCR
814
DELISTED
MFS Charter Income Trust
MCR
$25.7M 0.01%
2,984,321
+105,728
+4% +$915K
CNO icon
815
CNO Financial Group
CNO
$5.27B
$25.6M 0.01%
1,089,575
+14,073
+1% +$329K
CNK icon
816
Cinemark Holdings
CNK
$4.41B
$25.6M 0.01%
1,332,730
+428,045
+47% +$7.28M
AMH icon
817
American Homes 4 Rent
AMH
$12.4B
$25.5M 0.01%
669,593
-9,214
-1% -$377K
IGD
818
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$513M
$25.4M 0.01%
4,307,109
+126,679
+3% +$767K
TTEK icon
819
Tetra Tech
TTEK
$8.63B
$25.3M 0.01%
848,070
+55,295
+7% +$1.52M
WSO icon
820
Watsco Inc
WSO
$13B
$25.2M 0.01%
95,223
+4,356
+5% +$1.22M
IHG icon
821
InterContinental Hotels
IHG
$23.3B
$25.2M 0.01%
391,831
+23,489
+6% +$1.52M
CASY icon
822
Casey's General Stores
CASY
$31.9B
$25.1M 0.01%
133,190
+878
+0.7% +$172K
THO icon
823
Thor Industries
THO
$3.99B
$25M 0.01%
203,565
+38,490
+23% +$4.39M
ORI icon
824
Old Republic International
ORI
$10.5B
$25M 0.01%
1,079,466
-24,653
-2% -$610K
PPBI
825
DELISTED
Pacific Premier Bancorp
PPBI
$25M 0.01%
602,292
+2,809
+0.5% +$110K
31 32
33
34 35

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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.