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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
GPI icon
1126
Group 1 Automotive
GPI
$3.48B
$14M 0.01%
74,530
-4,547
-6% -$772K
OLED icon
1127
Universal Display
OLED
$3.67B
$14M 0.01%
81,720
+1,357
+2% +$281K
DCI icon
1128
Donaldson
DCI
$11.1B
$14M 0.01%
243,310
-2,264
-0.9% -$146K
RPAI
1129
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$13.9M 0.01%
1,083,000
-71,022
-6% -$887K
GRUB
1130
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$13.9M 0.01%
959,322
+385,390
+67% +$6.74M
X
1131
DELISTED
US Steel
X
$13.9M 0.01%
633,985
-426,626
-40% -$10.7M
PZZA icon
1132
Papa John's
PZZA
$1.02B
$13.9M 0.01%
109,624
+28,633
+35% +$3.46M
SAIA icon
1133
Saia
SAIA
$9.61B
$13.9M 0.01%
58,458
-17,202
-23% -$3.98M
VT icon
1134
Vanguard Total World Stock ETF
VT
$78B
$13.9M 0.01%
136,438
-225,522
-62% -$23.6M
UNFI icon
1135
United Natural Foods
UNFI
$2.87B
$13.9M 0.01%
286,442
+4,662
+2% +$165K
CNXC icon
1136
Concentrix
CNXC
$1.52B
$13.8M 0.01%
78,236
+4,971
+7% +$824K
CATY icon
1137
Cathay General Bancorp
CATY
$4.27B
$13.8M 0.01%
334,514
+14,319
+4% +$558K
ISBC
1138
DELISTED
Investors Bancorp, Inc.
ISBC
$13.8M 0.01%
915,071
-587,332
-39% -$8.19M
SMG icon
1139
ScottsMiracle-Gro
SMG
$3.97B
$13.8M 0.01%
94,260
-20,829
-18% -$3.41M
SWAV
1140
DELISTED
Shockwave Medical, Inc. Common Stock
SWAV
$13.8M 0.01%
66,963
+11,902
+22% +$2.34M
NGVT icon
1141
Ingevity
NGVT
$2.52B
$13.8M 0.01%
193,110
+5,573
+3% +$440K
VVR icon
1142
Invesco Senior Income Trust
VVR
$457M
$13.8M 0.01%
3,093,578
-47,600
-2% -$207K
PINC
1143
DELISTED
Premier
PINC
$13.8M 0.01%
354,778
+24,896
+8% +$917K
AZTA icon
1144
Azenta
AZTA
$1.38B
$13.7M 0.01%
134,044
-25,679
-16% -$2.3M
MD icon
1145
Pediatrix Medical
MD
$2.16B
$13.7M 0.01%
482,386
-196,169
-29% -$5.98M
WLK icon
1146
Westlake Corp
WLK
$8.95B
$13.7M 0.01%
150,302
+3,161
+2% +$271K
CADE
1147
DELISTED
Cadence Bancorporation
CADE
$13.7M 0.01%
622,872
-145,543
-19% -$2.97M
SHC icon
1148
Sotera Health
SHC
$5.13B
$13.7M 0.01%
522,991
+80,566
+18% +$1.95M
PDCO
1149
DELISTED
Patterson Companies, Inc.
PDCO
$13.6M 0.01%
452,169
-135,581
-23% -$4.12M
SMTC icon
1150
Semtech
SMTC
$11.1B
$13.6M 0.01%
174,513
+8,501
+5% +$582K
44 45
46
47 48

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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.