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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
ALGT icon
1226
Allegiant Air
ALGT
$2.78B
$12.1M 0.01%
61,994
+2,235
+4% +$429K
AWR icon
1227
American States Water
AWR
$3.32B
$12.1M 0.01%
141,664
+20,115
+17% +$1.77M
SRCL
1228
DELISTED
Stericycle Inc
SRCL
$12.1M 0.01%
178,072
+16,679
+10% +$1.15M
LPX icon
1229
Louisiana-Pacific
LPX
$5.15B
$12.1M 0.01%
196,937
-39,002
-17% -$2.3M
FLO icon
1230
Flowers Foods
FLO
$1.53B
$12.1M 0.01%
511,417
+5,582
+1% +$133K
VRNT
1231
DELISTED
Verint Systems
VRNT
$12.1M 0.01%
269,593
+20,238
+8% +$880K
KMF
1232
DELISTED
Kayne Anderson NextGen Energy & Infrastructure, Inc.
KMF
$12.1M 0.01%
1,658,690
+391,043
+31% +$2.84M
CVLT icon
1233
Commault Systems
CVLT
$5.18B
$12M 0.01%
159,851
-3,568
-2% -$277K
ACHC icon
1234
Acadia Healthcare
ACHC
$2.85B
$12M 0.01%
188,597
-47,657
-20% -$3.01M
QDEL icon
1235
QuidelOrtho
QDEL
$1.14B
$12M 0.01%
84,951
+16,506
+24% +$2.22M
AEO icon
1236
American Eagle Outfitters
AEO
$2.99B
$11.9M 0.01%
462,290
-138,619
-23% -$4.41M
FUL icon
1237
H.B. Fuller
FUL
$3.07B
$11.9M 0.01%
184,109
-11,342
-6% -$735K
MOD icon
1238
Modine Manufacturing
MOD
$10.7B
$11.8M 0.01%
1,043,115
+897
+0.1% +$12.5K
ASAN icon
1239
Asana
ASAN
$1.97B
$11.8M 0.01%
113,760
-12,127
-10% -$1.01M
TRN icon
1240
Trinity Industries
TRN
$2.49B
$11.8M 0.01%
434,590
-36,056
-8% -$995K
PBR icon
1241
Petrobras
PBR
$123B
$11.8M 0.01%
1,141,559
-50,809
-4% -$541K
DEI icon
1242
Douglas Emmett
DEI
$1.99B
$11.8M 0.01%
372,010
+4,290
+1% +$141K
ROIC
1243
DELISTED
Retail Opportunity Investments Corp.
ROIC
$11.7M 0.01%
673,429
-649
-0.1% -$11.4K
CYBR
1244
DELISTED
CyberArk
CYBR
$11.7M 0.01%
74,240
+8,614
+13% +$1.31M
UCB
1245
United Community Banks
UCB
$4.24B
$11.7M 0.01%
356,946
+21,105
+6% +$633K
FMX icon
1246
Fomento Económico Mexicano
FMX
$42.8B
$11.7M 0.01%
135,044
+9,847
+8% +$847K
BOOT icon
1247
Boot Barn
BOOT
$4.8B
$11.7M 0.01%
131,586
+8,072
+7% +$696K
NLSN
1248
DELISTED
Nielsen Holdings plc
NLSN
$11.7M 0.01%
609,043
-503,562
-45% -$11.2M
GPK icon
1249
Graphic Packaging
GPK
$3.36B
$11.7M 0.01%
612,236
-9,399
-2% -$179K
IWF icon
1250
iShares Russell 1000 Growth ETF
IWF
$124B
$11.6M 0.01%
169,768
+8,220
+5% +$581K
48 49
50
51 52

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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.