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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
KAMN
1576
DELISTED
Kaman Corp
KAMN
$7.22M ﹤0.01%
202,498
-32,999
-14% -$1.36M
TRIP icon
1577
TripAdvisor
TRIP
$1.67B
$7.21M ﹤0.01%
212,839
-6,156
-3% -$221K
NTNX icon
1578
Nutanix
NTNX
$16.6B
$7.19M ﹤0.01%
190,779
-2,890
-1% -$109K
BBD icon
1579
Banco Bradesco
BBD
$37.9B
$7.18M ﹤0.01%
2,063,320
-12,470
-0.6% -$49.7K
MAT icon
1580
Mattel
MAT
$4.32B
$7.17M ﹤0.01%
386,270
+36,890
+11% +$765K
HOUS
1581
DELISTED
Anywhere Real Estate
HOUS
$7.16M ﹤0.01%
408,272
-692,101
-63% -$12.2M
AKR icon
1582
Acadia Realty Trust
AKR
$2.97B
$7.15M ﹤0.01%
350,417
+102,066
+41% +$2.15M
VCSH icon
1583
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$7.11M ﹤0.01%
86,295
– –
WHD icon
1584
Cactus
WHD
$5.39B
$7.11M ﹤0.01%
188,535
-3,498
-2% -$126K
NWBI icon
1585
Northwest Bancshares
NWBI
$2.34B
$7.11M ﹤0.01%
535,136
+58,994
+12% +$775K
MLKN icon
1586
MillerKnoll
MLKN
$1.66B
$7.1M ﹤0.01%
188,442
-23,846
-11% -$1.02M
ESI icon
1587
Element Solutions
ESI
$9.48B
$7.07M ﹤0.01%
326,143
-109,895
-25% -$2.51M
CHGG icon
1588
Chegg
CHGG
$115M
$7.05M ﹤0.01%
103,620
-21,384
-17% -$1.74M
VRNS icon
1589
Varonis Systems
VRNS
$4.98B
$7.05M ﹤0.01%
115,792
-14,845
-11% -$931K
ODP
1590
DELISTED
ODP
ODP
$7.03M ﹤0.01%
175,069
-24,300
-12% -$1.09M
NXRT
1591
NexPoint Residential Trust
NXRT
$623M
$7.01M ﹤0.01%
113,320
+13,754
+14% +$837K
ITUB icon
1592
Itaú Unibanco
ITUB
$90.3B
$7.01M ﹤0.01%
1,827,003
+45,609
+3% +$187K
XLP icon
1593
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
$7M ﹤0.01%
101,750
+3,978
+4% +$284K
MTOR
1594
DELISTED
MERITOR, Inc.
MTOR
$7M ﹤0.01%
328,511
+49,597
+18% +$1.16M
IAU icon
1595
iShares Gold Trust
IAU
$63.3B
$6.98M ﹤0.01%
208,915
+21,652
+12% +$738K
CALX icon
1596
Calix
CALX
$2.49B
$6.97M ﹤0.01%
141,093
-15,670
-10% -$723K
SAIC icon
1597
Saic
SAIC
$5.09B
$6.97M ﹤0.01%
81,513
+3,852
+5% +$330K
AQUA
1598
DELISTED
Evoqua Water Technologies Corp. Common Stock
AQUA
$6.97M ﹤0.01%
185,680
+13,352
+8% +$482K
DIN icon
1599
Dine Brands
DIN
$442M
$6.97M ﹤0.01%
85,859
+16,389
+24% +$1.32M
ALEX
1600
DELISTED
Alexander & Baldwin
ALEX
$6.95M ﹤0.01%
296,605
+23,530
+9% +$483K
62 63
64
65 66

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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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ACI
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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.