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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
SAH icon
1726
Sonic Automotive
SAH
$2.76B
$5.78M ﹤0.01%
110,032
-11,007
-9% -$558K
TUP
1727
DELISTED
Tupperware Brands Corporation
TUP
$5.78M ﹤0.01%
273,553
-35,072
-11% -$786K
CBRL icon
1728
Cracker Barrel
CBRL
$1.29B
$5.77M ﹤0.01%
41,266
-697
-2% -$97.6K
ENV
1729
DELISTED
ENVESTNET, INC.
ENV
$5.75M ﹤0.01%
71,720
+6,733
+10% +$514K
KAI icon
1730
Kadant
KAI
$3.83B
$5.74M ﹤0.01%
28,122
+4,101
+17% +$808K
COTY icon
1731
Coty
COTY
$2.46B
$5.74M ﹤0.01%
729,900
+13,879
+2% +$119K
ASR icon
1732
Grupo Aeroportuario del Sureste
ASR
$8.36B
$5.73M ﹤0.01%
30,664
+2,122
+7% +$383K
HLIT icon
1733
Harmonic Inc
HLIT
$1.28B
$5.73M ﹤0.01%
654,795
+294,789
+82% +$2.64M
PLNT icon
1734
Planet Fitness
PLNT
$4.45B
$5.72M ﹤0.01%
72,863
+3,821
+6% +$290K
PSB
1735
DELISTED
PS Business Parks, Inc.
PSB
$5.72M ﹤0.01%
36,496
-187
-0.5% -$28.9K
GBCI icon
1736
Glacier Bancorp
GBCI
$6.57B
$5.71M ﹤0.01%
103,228
+688
+0.7% +$36.2K
ILPT
1737
Industrial Logistics Properties Trust
ILPT
$584M
$5.69M ﹤0.01%
224,053
+22,022
+11% +$588K
INVA icon
1738
Innoviva
INVA
$1.53B
$5.69M ﹤0.01%
340,665
+34,529
+11% +$517K
MRCY icon
1739
Mercury Systems
MRCY
$6.35B
$5.69M ﹤0.01%
119,911
+23,910
+25% +$1.33M
AMCX icon
1740
AMC Global Media
AMCX
$479M
$5.67M ﹤0.01%
121,731
-4,264
-3% -$218K
NSLR
1741
Neostellar Capital Corp
NSLR
$278M
$5.65M ﹤0.01%
437,798
+20,558
+5% +$270K
EEMA icon
1742
iShares MSCI Emerging Markets Asia ETF
EEMA
$858M
$5.64M ﹤0.01%
66,771
+3,666
+6% +$320K
CBZ icon
1743
CBIZ
CBZ
$2.99B
$5.61M ﹤0.01%
173,498
+7,563
+5% +$246K
OGS icon
1744
ONE Gas
OGS
$4.92B
$5.6M ﹤0.01%
88,396
-131,821
-60% -$9.4M
CRS icon
1745
Carpenter Technology
CRS
$27B
$5.6M ﹤0.01%
171,057
-13,388
-7% -$474K
IPAR icon
1746
Interparfums
IPAR
$4B
$5.6M ﹤0.01%
74,880
+11,485
+18% +$840K
PPC icon
1747
Pilgrim's Pride
PPC
$6.65B
$5.6M ﹤0.01%
192,479
-509,269
-73% -$12.8M
B
1748
DELISTED
Barnes Group Inc.
B
$5.59M ﹤0.01%
134,029
-23,090
-15% -$1.1M
BB icon
1749
BlackBerry
BB
$5.2B
$5.56M ﹤0.01%
571,576
+38,941
+7% +$408K
TENB icon
1750
Tenable Holdings
TENB
$3.86B
$5.56M ﹤0.01%
120,501
-12,215
-9% -$536K
68 69
70
71 72

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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.