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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
DLB icon
851
Dolby
DLB
$5.56B
$23.3M 0.01%
265,257
+1,034
+0.4% +$100K
JHG
852
DELISTED
Janus Henderson
JHG
$23.3M 0.01%
563,829
-44,299
-7% -$1.84M
EAD
853
Allspring Income Opportunities Fund
EAD
$375M
$23.3M 0.01%
2,644,695
-629,077
-19% -$5.62M
TGNA
854
DELISTED
TEGNA Inc
TGNA
$23.3M 0.01%
1,179,633
-71,192
-6% -$1.29M
MTDR icon
855
Matador Resources
MTDR
$6.12B
$23.2M 0.01%
609,239
+2,003
+0.3% +$61.4K
OC icon
856
Owens Corning
OC
$11.5B
$23.1M 0.01%
270,230
+8,202
+3% +$771K
BHK icon
857
BlackRock Core Bond Trust
BHK
$648M
$23M 0.01%
1,389,745
+34,794
+3% +$577K
MDU icon
858
MDU Resources
MDU
$4.19B
$22.9M 0.01%
2,028,585
-744,647
-27% -$8.92M
POR icon
859
Portland General Electric
POR
$5.92B
$22.9M 0.01%
486,726
+4,466
+0.9% +$220K
LVS icon
860
Las Vegas Sands
LVS
$30.3B
$22.8M 0.01%
624,049
-102,429
-14% -$4.39M
CMC icon
861
Commercial Metals
CMC
$7.72B
$22.8M 0.01%
748,317
-58,888
-7% -$1.88M
HE icon
862
Hawaiian Electric Industries
HE
$2.19B
$22.7M 0.01%
556,693
-30,602
-5% -$1.31M
FND icon
863
Floor & Decor
FND
$6.05B
$22.7M 0.01%
188,137
+18,209
+11% +$2.17M
AIF
864
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$22.7M 0.01%
1,436,451
-17,140
-1% -$268K
VST icon
865
Vistra
VST
$52.3B
$22.6M 0.01%
1,323,674
-238,183
-15% -$4.4M
EEFT icon
866
Euronet Worldwide
EEFT
$2.78B
$22.6M 0.01%
177,281
+7,186
+4% +$953K
W icon
867
Wayfair
W
$11.8B
$22.5M 0.01%
88,222
-6,476
-7% -$1.83M
BGY icon
868
BlackRock Enhanced International Dividend Trust
BGY
$527M
$22.5M 0.01%
3,663,919
+10,280
+0.3% +$65.4K
WTRG icon
869
Essential Utilities
WTRG
$11.1B
$22.5M 0.01%
488,785
+60,832
+14% +$2.95M
NVAX icon
870
Novavax
NVAX
$1.23B
$22.4M 0.01%
108,172
+26,645
+33% +$5.87M
NUAN
871
DELISTED
Nuance Communications, Inc.
NUAN
$22.4M 0.01%
407,124
-38,684
-9% -$2.13M
FHB icon
872
First Hawaiian
FHB
$3.42B
$22.4M 0.01%
762,884
+79,865
+12% +$2.22M
SLG icon
873
SL Green Realty
SLG
$3.84B
$22.4M 0.01%
315,926
-13,835
-4% -$1.01M
USFD icon
874
US Foods
USFD
$22B
$22.4M 0.01%
645,314
-337,688
-34% -$11.6M
RITM icon
875
Rithm Capital
RITM
$5.6B
$22.2M 0.01%
2,022,625
+50,504
+3% +$519K
33 34
35
36 37

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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.