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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
SSNC icon
1026
SS&C Technologies
SSNC
$18.6B
$16.8M 0.01%
241,636
+29,453
+14% +$2.18M
HWC icon
1027
Hancock Whitney
HWC
$6.26B
$16.8M 0.01%
355,724
+15,994
+5% +$709K
SKX
1028
DELISTED
Skechers
SKX
$16.6M 0.01%
395,268
-3,039
-0.8% -$150K
ALE
1029
DELISTED
Allete
ALE
$16.6M 0.01%
279,561
+10,786
+4% +$729K
MMSI icon
1030
Merit Medical Systems
MMSI
$5.11B
$16.5M 0.01%
229,643
+34,833
+18% +$2.36M
COLM icon
1031
Columbia Sportswear
COLM
$3B
$16.5M 0.01%
171,683
+17,133
+11% +$1.73M
VIAV icon
1032
Viavi Solutions
VIAV
$9.31B
$16.4M 0.01%
1,044,143
+14,074
+1% +$231K
LITE icon
1033
Lumentum
LITE
$60.7B
$16.4M 0.01%
196,300
+16,291
+9% +$1.37M
AVTR icon
1034
Avantor
AVTR
$9.25B
$16.3M 0.01%
398,510
+81,790
+26% +$3.2M
BYD icon
1035
Boyd Gaming
BYD
$6.16B
$16.3M 0.01%
257,189
-7,263
-3% -$431K
HRI icon
1036
Herc Holdings
HRI
$5.48B
$16.3M 0.01%
99,464
+4,466
+5% +$566K
CUBE icon
1037
CubeSmart
CUBE
$9.47B
$16.2M 0.01%
335,069
+38,501
+13% +$1.94M
FLS icon
1038
Flowserve
FLS
$9.78B
$16.2M 0.01%
467,910
-40,937
-8% -$1.6M
UFPI icon
1039
UFP Industries
UFPI
$5.18B
$16.1M 0.01%
237,136
+10,186
+4% +$740K
IMO icon
1040
Imperial Oil
IMO
$61.1B
$16.1M 0.01%
509,929
+25,437
+5% +$704K
R icon
1041
Ryder
R
$10.1B
$16.1M 0.01%
194,418
+51,552
+36% +$3.97M
FCF icon
1042
First Commonwealth Financial
FCF
$2.2B
$16M 0.01%
1,176,245
-49,340
-4% -$658K
HOPE icon
1043
Hope Bancorp
HOPE
$1.81B
$16M 0.01%
1,109,504
+159,293
+17% +$2.17M
LYFT icon
1044
Lyft
LYFT
$6.22B
$16M 0.01%
298,934
+13,294
+5% +$705K
NTRA icon
1045
Natera
NTRA
$38.7B
$16M 0.01%
143,585
+57,699
+67% +$6.61M
REXR icon
1046
Rexford Industrial Realty
REXR
$8.4B
$16M 0.01%
281,300
+13,659
+5% +$824K
LSXMK
1047
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
$15.9M 0.01%
431,815
-371,667
-46% -$13.6M
SEM
1048
DELISTED
Select Medical
SEM
$15.9M 0.01%
813,849
-67,189
-8% -$1.33M
PENN icon
1049
PENN Entertainment
PENN
$2.67B
$15.8M 0.01%
218,597
+20,603
+10% +$1.51M
KLIC icon
1050
Kulicke & Soffa
KLIC
$4.72B
$15.8M 0.01%
271,768
+56,922
+26% +$3.54M
40 41
42
43 44

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MCM
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PSUF
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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.