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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
VNOM icon
1701
Viper Energy
VNOM
$8.53B
$6.06M ﹤0.01%
277,181
+96,884
+54% +$1.79M
KOF icon
1702
Coca-Cola Femsa
KOF
$22.5B
$6.05M ﹤0.01%
107,594
-4,903
-4% -$274K
VIR icon
1703
Vir Biotechnology
VIR
$1.55B
$6.05M ﹤0.01%
139,105
-752
-0.5% -$32.6K
IRWD icon
1704
Ironwood Pharmaceuticals
IRWD
$728M
$6.05M ﹤0.01%
463,155
+89,669
+24% +$1.16M
KMT icon
1705
Kennametal
KMT
$2.75B
$6.04M ﹤0.01%
176,527
-33,451
-16% -$1.2M
WOR icon
1706
Worthington Enterprises
WOR
$2.78B
$6.03M ﹤0.01%
185,688
-23,336
-11% -$841K
VRTV
1707
DELISTED
VERITIV CORPORATION
VRTV
$6.02M ﹤0.01%
67,239
+19,404
+41% +$1.48M
HNP
1708
DELISTED
Huaneng Power Intl, Inc.
HNP
$6M ﹤0.01%
285,539
+34,040
+14% +$583K
CCS icon
1709
Century Communities
CCS
$1.96B
$5.99M ﹤0.01%
97,506
+7,616
+8% +$505K
CET
1710
Central Securities Corp
CET
$1.61B
$5.99M ﹤0.01%
141,726
+680
+0.5% +$28.8K
CPNG icon
1711
Coupang
CPNG
$30.1B
$5.98M ﹤0.01%
214,738
-21,903
-9% -$757K
KMPR icon
1712
Kemper
KMPR
$1.72B
$5.97M ﹤0.01%
89,325
-2,869
-3% -$195K
RRR icon
1713
Red Rock Resorts
RRR
$3.76B
$5.96M ﹤0.01%
116,371
-8,406
-7% -$367K
BEPC icon
1714
Brookfield Renewable
BEPC
$6.34B
$5.96M ﹤0.01%
153,549
+50,832
+49% +$2.13M
EPAY
1715
DELISTED
Bottomline Technologies Inc
EPAY
$5.95M ﹤0.01%
151,412
+55,716
+58% +$2.25M
UVV icon
1716
Universal Corp
UVV
$1.3B
$5.93M ﹤0.01%
122,628
-21,609
-15% -$1.1M
AMX icon
1717
America Movil
AMX
$74.9B
$5.9M ﹤0.01%
333,727
-3,731
-1% -$64.3K
IQI icon
1718
Invesco Quality Municipal Securities
IQI
$521M
$5.9M ﹤0.01%
447,339
-400,089
-47% -$5.47M
CWST icon
1719
Casella Waste Systems
CWST
$5.82B
$5.89M ﹤0.01%
77,544
+19,377
+33% +$1.37M
SHAK icon
1720
Shake Shack
SHAK
$2.67B
$5.89M ﹤0.01%
75,054
+3,118
+4% +$284K
CVBF icon
1721
CVB Financial
CVBF
$4.07B
$5.84M ﹤0.01%
286,493
+13,763
+5% +$272K
HLIO icon
1722
Helios Technologies
HLIO
$2.65B
$5.83M ﹤0.01%
71,015
+5,446
+8% +$444K
LFC
1723
DELISTED
China Life Insurance Company Ltd.
LFC
$5.83M ﹤0.01%
714,199
-35,421
-5% -$303K
EGHT icon
1724
8x8 Inc
EGHT
$318M
$5.82M ﹤0.01%
248,618
+21,663
+10% +$543K
ENS icon
1725
EnerSys
ENS
$6.88B
$5.8M ﹤0.01%
77,885
-5,918
-7% -$525K
67 68
69
70 71

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MCM
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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.