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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
AN icon
976
AutoNation
AN
$7.21B
$18.3M 0.01%
150,288
-32,275
-18% -$3.64M
PTON icon
977
Peloton Interactive
PTON
$2.79B
$18.2M 0.01%
209,510
-14,050
-6% -$1.55M
LAMR icon
978
Lamar Advertising Co
LAMR
$16B
$18.1M 0.01%
159,956
+7,778
+5% +$851K
BCX icon
979
BlackRock Resources & Commodities Strategy Trust
BCX
$904M
$18.1M 0.01%
2,025,872
+580,230
+40% +$5.31M
DK icon
980
Delek US
DK
$4.05B
$18.1M 0.01%
1,006,430
+121,166
+14% +$2.06M
XRX icon
981
Xerox
XRX
$411M
$18M 0.01%
893,516
-726,438
-45% -$16.5M
BCPC
982
Balchem Corp
BCPC
$5.58B
$17.9M 0.01%
123,514
+8,025
+7% +$1.09M
MC icon
983
Moelis & Co
MC
$5.08B
$17.9M 0.01%
289,359
+10,457
+4% +$626K
CCJ icon
984
Cameco
CCJ
$39.1B
$17.9M 0.01%
823,320
+8,321
+1% +$157K
GAM
985
General American Investors Company
GAM
$1.58B
$17.8M 0.01%
414,453
+30,618
+8% +$1.34M
MTN icon
986
Vail Resorts
MTN
$5.32B
$17.8M 0.01%
53,398
+1,692
+3% +$522K
MGY icon
987
Magnolia Oil & Gas
MGY
$5.96B
$17.8M 0.01%
1,001,991
+41,399
+4% +$626K
NFG icon
988
National Fuel Gas
NFG
$7.87B
$17.8M 0.01%
338,330
-166,078
-33% -$8.6M
ICL icon
989
ICL Group
ICL
$6.56B
$17.8M 0.01%
2,442,972
+123,294
+5% +$870K
EME icon
990
Emcor
EME
$36.1B
$17.7M 0.01%
153,571
-11,890
-7% -$1.42M
IIPR icon
991
Innovative Industrial Properties
IIPR
$1.7B
$17.7M 0.01%
76,390
+8,267
+12% +$1.87M
WIW
992
Western Asset Inflation-Linked Opportunities & Income Fund
WIW
$507M
$17.7M 0.01%
1,328,760
+146,981
+12% +$1.96M
VALE icon
993
Vale
VALE
$62B
$17.6M 0.01%
1,264,501
-24,330
-2% -$477K
WBS icon
994
Webster Financial
WBS
$12.6B
$17.6M 0.01%
322,970
+9,044
+3% +$450K
BC icon
995
Brunswick
BC
$5.16B
$17.6M 0.01%
184,294
+9,570
+5% +$953K
NAVI icon
996
Navient
NAVI
$830M
$17.5M 0.01%
887,689
-943,990
-52% -$20.3M
MUSA icon
997
Murphy USA
MUSA
$10.9B
$17.5M 0.01%
104,464
-2,140
-2% -$323K
CELH icon
998
Celsius Holdings
CELH
$7.22B
$17.4M 0.01%
580,449
+70,776
+14% +$1.82M
TTC icon
999
Toro Company
TTC
$9.06B
$17.4M 0.01%
178,142
+2,454
+1% +$268K
WAL icon
1000
Western Alliance Bancorporation
WAL
$9.04B
$17.4M 0.01%
159,456
+5,213
+3% +$507K
38 39
40
41 42

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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.