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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
VB icon
926
Vanguard Morningstar Small-Cap ETF
VB
$80.7B
$20.1M 0.01%
92,004
-246
-0.3% -$54.7K
VSH icon
927
Vishay Intertechnology
VSH
$5.43B
$20.1M 0.01%
1,000,082
+230,925
+30% +$4.99M
CABO icon
928
Cable One
CABO
$254M
$20M 0.01%
11,033
+719
+7% +$1.41M
CACI icon
929
CACI
CACI
$11.3B
$20M 0.01%
76,287
+228
+0.3% +$58.9K
AAWW
930
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$19.9M 0.01%
243,911
+10,424
+4% +$750K
CCOI icon
931
Cogent Communications
CCOI
$663M
$19.9M 0.01%
280,972
+5,635
+2% +$419K
EVR icon
932
Evercore
EVR
$12.3B
$19.9M 0.01%
148,665
-1,975
-1% -$268K
ALSN icon
933
Allison Transmission
ALSN
$9.65B
$19.9M 0.01%
562,258
+193,266
+52% +$7.37M
RRX icon
934
Regal Rexnord
RRX
$14.1B
$19.9M 0.01%
132,084
+2,623
+2% +$376K
PRGO icon
935
Perrigo
PRGO
$1.48B
$19.8M 0.01%
419,331
+110,884
+36% +$4.93M
NVST icon
936
Envista
NVST
$4.45B
$19.8M 0.01%
473,376
+4,409
+0.9% +$186K
AGNC icon
937
AGNC Investment
AGNC
$12.4B
$19.7M 0.01%
1,248,536
+59,577
+5% +$965K
LYG icon
938
Lloyds Banking Group
LYG
$90.8B
$19.7M 0.01%
8,027,099
+1,587,540
+25% +$3.89M
AGR
939
DELISTED
Avangrid, Inc.
AGR
$19.6M 0.01%
403,568
-11,075
-3% -$583K
HRB icon
940
H&R Block
HRB
$5.73B
$19.6M 0.01%
782,342
+4,630
+0.6% +$115K
BIDU icon
941
Baidu
BIDU
$38.3B
$19.5M 0.01%
127,149
-12,525
-9% -$2.06M
TNL icon
942
Travel + Leisure Co
TNL
$4.72B
$19.5M 0.01%
357,569
-57,469
-14% -$3.14M
HI
943
DELISTED
Hillenbrand
HI
$19.5M 0.01%
456,208
-54,651
-11% -$2.4M
NOV icon
944
NOV
NOV
$6.94B
$19.4M 0.01%
1,483,247
+39,781
+3% +$537K
BFAM icon
945
Bright Horizons
BFAM
$4.01B
$19.4M 0.01%
139,374
+7,514
+6% +$1.1M
NMRK icon
946
Newmark Group
NMRK
$2.72B
$19.4M 0.01%
1,356,657
+111,130
+9% +$1.43M
TMHC
947
DELISTED
Taylor Morrison
TMHC
$19.3M 0.01%
749,841
+24,670
+3% +$653K
WYNN icon
948
Wynn Resorts
WYNN
$10.2B
$19.3M 0.01%
228,086
+4,340
+2% +$428K
WPM icon
949
Wheaton Precious Metals
WPM
$50.8B
$19.2M 0.01%
511,591
+3,348
+0.7% +$146K
MATX icon
950
Matsons
MATX
$6.28B
$19.2M 0.01%
237,635
+25,621
+12% +$1.89M
36 37
38
39 40

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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.