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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
BBT
1351
Beacon Financial Corp
BBT
$2.69B
$10.1M 0.01%
373,895
+9,387
+3% +$248K
BDC icon
1352
Belden
BDC
$4.8B
$10.1M 0.01%
172,524
+54,237
+46% +$2.91M
LGND icon
1353
Ligand Pharmaceuticals
LGND
$5.85B
$10M 0.01%
115,575
+29,839
+35% +$2.31M
ARI
1354
Apollo Commercial Real Estate
ARI
$892M
$10M 0.01%
676,095
+17,849
+3% +$273K
LGIH icon
1355
LGI Homes
LGIH
$1.3B
$10M 0.01%
70,588
+2,141
+3% +$338K
IWR icon
1356
iShares Russell Mid-Cap ETF
IWR
$56.3B
$9.99M 0.01%
127,756
+3,706
+3% +$297K
FLR icon
1357
Fluor
FLR
$7.01B
$9.99M 0.01%
625,358
-1,899,135
-75% -$31.2M
PEN icon
1358
Penumbra
PEN
$12.7B
$9.98M 0.01%
37,462
+1,231
+3% +$331K
BRSL
1359
Brightstar Lottery PLC
BRSL
$1.86B
$9.98M 0.01%
379,301
-80,970
-18% -$1.72M
QSR icon
1360
Restaurant Brands International
QSR
$25.3B
$9.96M 0.01%
162,792
+16,138
+11% +$1.03M
KEX icon
1361
Kirby Corp
KEX
$6.98B
$9.96M 0.01%
207,647
+8,269
+4% +$459K
PIPR icon
1362
Piper Sandler
PIPR
$5.13B
$9.95M 0.01%
287,552
+50,620
+21% +$1.7M
RAVN
1363
DELISTED
Raven Industries Inc
RAVN
$9.95M 0.01%
172,696
+13,476
+8% +$781K
NEOG icon
1364
Neogen
NEOG
$2.59B
$9.93M 0.01%
228,610
+11,852
+5% +$516K
CDK
1365
DELISTED
CDK Global, Inc.
CDK
$9.93M 0.01%
233,282
-12,635
-5% -$569K
SLAB icon
1366
Silicon Laboratories
SLAB
$7.19B
$9.88M 0.01%
70,501
-656
-0.9% -$98.4K
ADAM
1367
Adamas Trust
ADAM
$848M
$9.88M 0.01%
579,558
+9,366
+2% +$163K
VRA icon
1368
Vera Bradley
VRA
$99.2M
$9.87M 0.01%
1,049,357
+343,976
+49% +$3.77M
AMED
1369
DELISTED
Amedisys
AMED
$9.87M 0.01%
66,187
-3,227
-5% -$671K
IGV icon
1370
iShares Expanded Tech-Software Sector ETF
IGV
$13.8B
$9.87M 0.01%
123,575
+5,805
+5% +$474K
BDN
1371
Brandywine Realty Trust
BDN
$541M
$9.86M 0.01%
734,348
+5,967
+0.8% +$82.1K
MNDT
1372
DELISTED
Mandiant, Inc. Common Stock
MNDT
$9.84M 0.01%
553,047
+87,411
+19% +$1.66M
ANAT
1373
DELISTED
American National Group, Inc. Common Stock
ANAT
$9.82M 0.01%
51,945
-2,917
-5% -$518K
RLJ icon
1374
RLJ Lodging Trust
RLJ
$1.87B
$9.81M 0.01%
660,157
-96,394
-13% -$1.38M
DFIN icon
1375
Donnelley Financial Solutions
DFIN
$1.2B
$9.79M 0.01%
282,729
+37,908
+15% +$1.25M
53 54
55
56 57

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AF
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MCM
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PSUF
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IA
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SCC
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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.