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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
VICR icon
1326
Vicor
VICR
$9.85B
$10.5M 0.01%
78,375
+15,832
+25% +$1.89M
STAA icon
1327
STAAR Surgical
STAA
$1.21B
$10.5M 0.01%
81,775
+3,550
+5% +$497K
UNF icon
1328
Unifirst Corp
UNF
$5.27B
$10.5M 0.01%
49,316
+4,088
+9% +$900K
DOC
1329
DELISTED
PHYSICIANS REALTY TRUST
DOC
$10.5M 0.01%
595,056
+88,751
+18% +$1.64M
COKE icon
1330
Coca-Cola Consolidated
COKE
$12B
$10.5M 0.01%
265,260
+7,210
+3% +$287K
RCI icon
1331
Rogers Communications
RCI
$18.4B
$10.4M 0.01%
223,999
+6,924
+3% +$349K
VRTS icon
1332
Virtus Investment Partners
VRTS
$1.13B
$10.4M 0.01%
33,479
+943
+3% +$280K
UI icon
1333
Ubiquiti
UI
$33.2B
$10.4M 0.01%
34,765
-405
-1% -$125K
APPS icon
1334
Digital Turbine
APPS
$1.09B
$10.3M 0.01%
150,160
+5,716
+4% +$354K
WING icon
1335
Wingstop
WING
$3.55B
$10.3M 0.01%
62,916
+7,454
+13% +$1.26M
HSKA
1336
DELISTED
Heska Corp
HSKA
$10.3M 0.01%
39,870
+2,912
+8% +$742K
CVET
1337
DELISTED
Covetrus, Inc. Common Stock
CVET
$10.3M 0.01%
566,848
-242,330
-30% -$5.56M
INN
1338
Summit Hotel Properties
INN
$749M
$10.3M 0.01%
1,067,132
+28,258
+3% +$259K
NVCR icon
1339
NovoCure
NVCR
$1.78B
$10.2M 0.01%
88,211
-14,058
-14% -$2.13M
KTB icon
1340
Kontoor Brands
KTB
$4.68B
$10.2M 0.01%
204,921
-51,530
-20% -$2.86M
ARGO
1341
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$10.2M 0.01%
195,772
-2,668
-1% -$140K
FCNCA icon
1342
First Citizens BancShares
FCNCA
$25.3B
$10.2M 0.01%
12,097
-892
-7% -$741K
SSD icon
1343
Simpson Manufacturing
SSD
$7.91B
$10.2M 0.01%
95,091
+5,246
+6% +$581K
SBRA icon
1344
Sabra Healthcare REIT
SBRA
$5.2B
$10.2M 0.01%
690,409
+76,888
+13% +$1.3M
NCZ
1345
Virtus Convertible & Income Fund II
NCZ
$296M
$10.2M 0.01%
489,382
+86,310
+21% +$1.84M
OPEN icon
1346
Opendoor
OPEN
$3.8B
$10.2M 0.01%
511,199
+414,285
+427% +$6.7M
STAG icon
1347
STAG Industrial
STAG
$7.44B
$10.1M 0.01%
258,277
+23,991
+10% +$980K
FFIN icon
1348
First Financial Bankshares
FFIN
$5.08B
$10.1M 0.01%
220,445
+6,559
+3% +$311K
AEM icon
1349
Agnico Eagle Mines
AEM
$74.6B
$10.1M 0.01%
195,311
+12,094
+7% +$704K
GATX icon
1350
GATX Corp
GATX
$6.37B
$10.1M 0.01%
113,003
-13,786
-11% -$1.23M
52 53
54
55 56

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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.