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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
SPT icon
1301
Sprout Social
SPT
$514M
$10.8M 0.01%
88,446
+20,145
+29% +$2.19M
NNN icon
1302
NNN REIT
NNN
$9.03B
$10.8M 0.01%
249,403
+2,522
+1% +$119K
BMI icon
1303
Badger Meter
BMI
$3.97B
$10.8M 0.01%
106,447
+11,808
+12% +$1.21M
APO icon
1304
Apollo Global Management
APO
$74.6B
$10.8M 0.01%
174,763
+123,981
+244% +$7.45M
SFM icon
1305
Sprouts Farmers Market
SFM
$8.28B
$10.8M 0.01%
464,283
-139,764
-23% -$3.4M
SXI icon
1306
Standex International
SXI
$3.78B
$10.8M 0.01%
108,721
+11,141
+11% +$1.06M
NTB icon
1307
Bank of N.T. Butterfield & Son
NTB
$2.46B
$10.7M 0.01%
302,463
-12,903
-4% -$434K
CAR icon
1308
Avis
CAR
$4.91B
$10.7M 0.01%
92,149
-7,066
-7% -$623K
LBTYA icon
1309
Liberty Global Class A
LBTYA
$3.71B
$10.7M 0.01%
358,652
+5,019
+1% +$139K
QVCGA
1310
DELISTED
QVC Group Inc Series A
QVCGA
$10.7M 0.01%
20,975
-64,223
-75% -$36.1M
AL
1311
DELISTED
Air Lease Corp
AL
$10.7M 0.01%
271,574
+10,164
+4% +$414K
BDJ icon
1312
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.73B
$10.7M 0.01%
1,090,141
+58,618
+6% +$592K
WDFC icon
1313
WD-40
WDFC
$3.05B
$10.7M 0.01%
46,104
-34,558
-43% -$8.29M
CIB icon
1314
Grupo Cibest SA
CIB
$21.6B
$10.7M 0.01%
307,927
+23,418
+8% +$728K
TPL icon
1315
Texas Pacific Land
TPL
$28B
$10.7M 0.01%
79,254
+63,855
+415% +$9.93M
UFS
1316
DELISTED
DOMTAR CORPORATION (New)
UFS
$10.6M 0.01%
195,210
-123,825
-39% -$6.79M
JJSF icon
1317
J&J Snack Foods
JJSF
$1.48B
$10.6M 0.01%
69,489
+101
+0.1% +$16.4K
BL icon
1318
BlackLine
BL
$1.92B
$10.6M 0.01%
89,920
+3,275
+4% +$376K
OMF icon
1319
OneMain Financial
OMF
$7.44B
$10.6M 0.01%
191,571
-24,337
-11% -$1.42M
STNE icon
1320
StoneCo
STNE
$2.76B
$10.6M 0.01%
304,312
-55,260
-15% -$2.87M
IIM icon
1321
Invesco Value Municipal Income Trust
IIM
$589M
$10.6M 0.01%
647,575
-451,806
-41% -$7.62M
AFT
1322
DELISTED
Apollo Senior Floating Rate Fund Inc.
AFT
$10.6M 0.01%
668,436
-61,945
-8% -$974K
ITGR icon
1323
Integer Holdings
ITGR
$4.23B
$10.6M 0.01%
118,101
+8,929
+8% +$836K
SQM icon
1324
Sociedad Química y Minera de Chile
SQM
$19.1B
$10.6M 0.01%
196,408
-2,949
-1% -$150K
SGOL icon
1325
abrdn Physical Gold Shares ETF
SGOL
$6.91B
$10.5M 0.01%
625,116
-7,740
-1% -$133K
51 52
53
54 55

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AF
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MCM
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PSUF
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IA
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SCC
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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.