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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
IART icon
1101
Integra LifeSciences
IART
$1.39B
$14.7M 0.01%
215,344
+43,288
+25% +$3.06M
IWM icon
1102
iShares Russell 2000 ETF
IWM
$81.5B
$14.7M 0.01%
67,288
-7,182
-10% -$1.59M
IPGP icon
1103
IPG Photonics
IPGP
$3.7B
$14.7M 0.01%
92,833
+4,277
+5% +$786K
GENI icon
1104
Genius Sports
GENI
$1.89B
$14.7M 0.01%
787,617
+277,701
+54% +$5.08M
AVLR
1105
DELISTED
Avalara, Inc.
AVLR
$14.7M 0.01%
84,043
+12,261
+17% +$2.11M
MEDP icon
1106
Medpace
MEDP
$16B
$14.7M 0.01%
77,459
-1,273
-2% -$232K
PLUG icon
1107
Plug Power
PLUG
$2.9B
$14.7M 0.01%
573,601
-13,234
-2% -$355K
VTV icon
1108
Vanguard Morningstar Value ETF
VTV
$189B
$14.6M 0.01%
108,113
-19,205
-15% -$2.67M
EPR icon
1109
EPR Properties
EPR
$4.69B
$14.6M 0.01%
296,284
+7,887
+3% +$400K
TECK icon
1110
Teck Resources
TECK
$29.5B
$14.6M 0.01%
586,824
+23,781
+4% +$545K
ONTO icon
1111
Onto Innovation
ONTO
$13.4B
$14.5M 0.01%
200,407
+31,498
+19% +$2.27M
LECO icon
1112
Lincoln Electric
LECO
$14.6B
$14.5M 0.01%
112,207
+1,961
+2% +$267K
REZI icon
1113
Resideo Technologies
REZI
$5.49B
$14.4M 0.01%
581,970
-143,541
-20% -$4.17M
CBSH icon
1114
Commerce Bancshares
CBSH
$8.59B
$14.4M 0.01%
263,564
-4,585
-2% -$253K
FMS icon
1115
Fresenius Medical Care
FMS
$13.6B
$14.4M 0.01%
411,290
-22,761
-5% -$889K
SAM icon
1116
Boston Beer
SAM
$1.94B
$14.3M 0.01%
27,999
+760
+3% +$517K
FAF icon
1117
First American
FAF
$7.7B
$14.3M 0.01%
212,655
+2,679
+1% +$179K
GDDY icon
1118
GoDaddy
GDDY
$11.7B
$14.3M 0.01%
204,519
-6,650
-3% -$515K
CRI icon
1119
Carter's
CRI
$1.47B
$14.2M 0.01%
146,479
-29,231
-17% -$2.95M
TEI
1120
Templeton Emerging Markets Income Fund
TEI
$315M
$14.2M 0.01%
1,837,679
-335,851
-15% -$2.65M
VSXY
1121
Victoria's Secret
VSXY
$7.08B
$14.2M 0.01%
+257,157
New +$15.6M
PCG icon
1122
PG&E
PCG
$38.4B
$14.2M 0.01%
1,475,572
+155,837
+12% +$1.47M
SPR
1123
DELISTED
Spirit AeroSystems
SPR
$14.1M 0.01%
319,992
-763,503
-70% -$32M
ABG icon
1124
Asbury Automotive
ABG
$4.24B
$14.1M 0.01%
71,865
-7,619
-10% -$1.44M
BHF icon
1125
Brighthouse Financial
BHF
$3.55B
$14.1M 0.01%
311,183
-4,694
-1% -$212K
43 44
45
46 47

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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.