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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
BCO icon
1951
Brink's
BCO
$4.77B
$4.25M ﹤0.01%
67,188
+3,201
+5% +$241K
AIR icon
1952
AAR Corp
AIR
$5.86B
$4.25M ﹤0.01%
131,055
-18,998
-13% -$653K
SBCF icon
1953
Seacoast Banking Corp of Florida
SBCF
$3.39B
$4.24M ﹤0.01%
125,439
+15,169
+14% +$480K
PEGA icon
1954
Pegasystems
PEGA
$5.23B
$4.23M ﹤0.01%
66,560
+7,354
+12% +$489K
CSR
1955
Centerspace
CSR
$956M
$4.23M ﹤0.01%
44,721
+5,671
+15% +$534K
MAXR
1956
DELISTED
Maxar Technologies Inc. Common Stock
MAXR
$4.22M ﹤0.01%
149,144
+203
+0.1% +$6.52K
CSII
1957
DELISTED
Cardiovascular Systems, Inc.
CSII
$4.21M ﹤0.01%
128,277
+2,245
+2% +$83.8K
WABC icon
1958
Westamerica Bancorp
WABC
$1.38B
$4.21M ﹤0.01%
74,817
+13,557
+22% +$762K
SAFT icon
1959
Safety Insurance
SAFT
$1.52B
$4.21M ﹤0.01%
53,070
+1,478
+3% +$117K
WMK icon
1960
Weis Markets
WMK
$1.85B
$4.21M ﹤0.01%
80,010
-25,578
-24% -$1.39M
MCHB
1961
Mechanics Bancorp
MCHB
$3.68B
$4.2M ﹤0.01%
102,108
-6,442
-6% -$252K
GKOS icon
1962
Glaukos
GKOS
$10.1B
$4.19M ﹤0.01%
87,031
+9,143
+12% +$507K
VGM icon
1963
Invesco Trust Investment Grade Municipals
VGM
$554M
$4.17M ﹤0.01%
304,671
-392,322
-56% -$5.52M
CVCO icon
1964
Cavco Industries
CVCO
$4.52B
$4.17M ﹤0.01%
17,606
+1,722
+11% +$414K
XLF icon
1965
State Street Financial Select Sector SPDR ETF
XLF
$58.6B
$4.16M ﹤0.01%
110,873
+13,105
+13% +$490K
WBT
1966
DELISTED
Welbilt, Inc.
WBT
$4.16M ﹤0.01%
179,063
-6,926
-4% -$163K
NUVA
1967
DELISTED
NuVasive, Inc.
NUVA
$4.13M ﹤0.01%
69,072
-3,743
-5% -$231K
MNRL
1968
DELISTED
Brigham Minerals, Inc. Class A Common Stock
MNRL
$4.11M ﹤0.01%
214,242
-1,104
-0.5% -$21.2K
ALTR
1969
DELISTED
Altair Engineering Inc
ALTR
$4.1M ﹤0.01%
59,476
+36,120
+155% +$2.58M
ADUS icon
1970
Addus HomeCare
ADUS
$2.17B
$4.1M ﹤0.01%
51,375
+18,715
+57% +$1.63M
EXTR icon
1971
Extreme Networks
EXTR
$3.43B
$4.09M ﹤0.01%
415,118
+18,196
+5% +$192K
LIVN icon
1972
LivaNova
LIVN
$4.29B
$4.09M ﹤0.01%
51,621
+9,474
+22% +$779K
NMIH icon
1973
NMI Holdings
NMIH
$3.38B
$4.08M ﹤0.01%
180,515
+13,437
+8% +$295K
CPE
1974
DELISTED
Callon Petroleum Company
CPE
$4.08M ﹤0.01%
83,104
-35,155
-30% -$1.36M
CASH icon
1975
Pathward Financial
CASH
$1.89B
$4.08M ﹤0.01%
77,640
+11,662
+18% +$580K
77 78
79
80 81

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MCM
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PSUF
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IA
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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.