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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
MFL
1976
DELISTED
BLACKROCK MUNIHOLDINGS INVESTMENT QUALITY FUND
MFL
$4.06M ﹤0.01%
279,533
-40,697
-13% -$607K
ACI icon
1977
Albertsons Companies
ACI
$5.75B
$4.06M ﹤0.01%
130,297
+31,482
+32% +$828K
BFS
1978
Saul Centers
BFS
$825M
$4.05M ﹤0.01%
91,997
+4,126
+5% +$186K
VC icon
1979
Visteon
VC
$2.79B
$4.05M ﹤0.01%
42,911
-199,080
-82% -$21.5M
CVSA
1980
Covista Inc
CVSA
$4.39B
$4.05M ﹤0.01%
107,015
+39,854
+59% +$1.48M
SEB icon
1981
Seaboard Corp
SEB
$4.12B
$4.03M ﹤0.01%
982
+21
+2% +$84.6K
CWEN icon
1982
Clearway Energy Class C
CWEN
$4.86B
$4.02M ﹤0.01%
132,898
-12,573
-9% -$374K
CIG icon
1983
CEMIG Preferred Shares
CIG
$6.12B
$4.01M ﹤0.01%
2,692,312
+161,821
+6% +$227K
JOYY
1984
JOYY Inc
JOYY
$3.77B
$4.01M ﹤0.01%
73,158
+30,836
+73% +$1.73M
HMHC
1985
DELISTED
Houghton Mifflin Harcourt Company
HMHC
$4.01M ﹤0.01%
298,362
+46,765
+19% +$588K
HVT icon
1986
Haverty Furniture Companies
HVT
$465M
$4M ﹤0.01%
118,583
-12,575
-10% -$468K
WT icon
1987
WisdomTree
WT
$3.37B
$3.99M ﹤0.01%
704,265
-39,996
-5% -$245K
EOD
1988
Allspring Global Dividend Opportunity Fund
EOD
$283M
$3.99M ﹤0.01%
723,006
+17,385
+2% +$101K
TALO icon
1989
Talos Energy
TALO
$2.37B
$3.99M ﹤0.01%
289,801
+63,190
+28% +$770K
TARO
1990
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$3.99M ﹤0.01%
62,685
+2,140
+4% +$148K
WB icon
1991
Weibo
WB
$1.95B
$3.96M ﹤0.01%
83,395
+6,430
+8% +$347K
GCO icon
1992
Genesco
GCO
$436M
$3.96M ﹤0.01%
68,539
+8,471
+14% +$504K
VRT icon
1993
Vertiv
VRT
$107B
$3.95M ﹤0.01%
163,981
-55,593
-25% -$1.48M
BECN
1994
DELISTED
Beacon Roofing Supply, Inc.
BECN
$3.95M ﹤0.01%
82,649
-10,860
-12% -$563K
OIS icon
1995
Oil States International
OIS
$502M
$3.94M ﹤0.01%
616,204
+116,624
+23% +$701K
EPC icon
1996
Edgewell Personal Care
EPC
$1.35B
$3.93M ﹤0.01%
108,358
-26,387
-20% -$1.08M
PLUS icon
1997
ePlus
PLUS
$2.47B
$3.93M ﹤0.01%
76,528
+14,216
+23% +$702K
MNTV
1998
DELISTED
Momentive Global Inc. Common Stock
MNTV
$3.92M ﹤0.01%
200,089
+10,092
+5% +$205K
CPZ
1999
Calamos Long/Short Equity & Dynamic Income Trust
CPZ
$266M
$3.92M ﹤0.01%
192,533
-886
-0.5% -$17.9K
USNA icon
2000
Usana Health Sciences
USNA
$277M
$3.92M ﹤0.01%
42,479
-11,048
-21% -$1.06M
78 79
80
81 82

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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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ACI
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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.