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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
WOLF icon
1176
Wolfspeed
WOLF
$1.27B
$13.2M 0.01%
163,559
+14,273
+10% +$1.27M
FMBI
1177
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$13.2M 0.01%
693,812
+97,646
+16% +$1.8M
HELE icon
1178
Helen of Troy
HELE
$676M
$13.2M 0.01%
58,687
-331
-0.6% -$75.8K
NSIT icon
1179
Insight Enterprises
NSIT
$3.98B
$13.2M 0.01%
146,350
-29,758
-17% -$2.88M
CW icon
1180
Curtiss-Wright
CW
$27.6B
$13.2M 0.01%
104,387
+7,403
+8% +$885K
SFBS
1181
ServisFirst Bancshares
SFBS
$4.92B
$13.2M 0.01%
169,218
+11,219
+7% +$803K
NEO icon
1182
NeoGenomics
NEO
$2.04B
$13.2M 0.01%
272,796
+37,355
+16% +$1.73M
AYI icon
1183
Acuity Brands
AYI
$10B
$13.1M 0.01%
75,747
-4,546
-6% -$797K
IOVA icon
1184
Iovance Biotherapeutics
IOVA
$1.93B
$13.1M 0.01%
530,781
+263,782
+99% +$6.22M
RHP icon
1185
Ryman Hospitality Properties
RHP
$8.31B
$13.1M 0.01%
155,973
+32,294
+26% +$2.57M
ARCB icon
1186
ArcBest
ARCB
$3.07B
$13M 0.01%
159,500
-5,308
-3% -$350K
TMX
1187
DELISTED
Terminix Global Holdings, Inc.
TMX
$13M 0.01%
312,829
+35,106
+13% +$1.61M
ESLT icon
1188
Elbit Systems
ESLT
$38.9B
$13M 0.01%
89,972
+12,515
+16% +$1.73M
GMED icon
1189
Globus Medical
GMED
$11.1B
$13M 0.01%
170,088
+31,425
+23% +$2.52M
SMCI icon
1190
Super Micro Computer
SMCI
$18.5B
$13M 0.01%
3,549,240
+589,730
+20% +$2.14M
ARGX icon
1191
argenx
ARGX
$52B
$12.9M 0.01%
42,882
+8,079
+23% +$2.56M
SIRI icon
1192
SiriusXM
SIRI
$10.2B
$12.9M 0.01%
211,957
-3,166
-1% -$199K
LXP icon
1193
LXP Industrial Trust
LXP
$3.56B
$12.9M 0.01%
202,779
+11,457
+6% +$751K
SIX
1194
DELISTED
Six Flags Entertainment Corp.
SIX
$12.9M 0.01%
303,645
+16,218
+6% +$674K
ABM icon
1195
ABM Industries
ABM
$2.86B
$12.9M 0.01%
285,739
+8,018
+3% +$371K
CHDN icon
1196
Churchill Downs
CHDN
$5.82B
$12.9M 0.01%
107,064
-11,714
-10% -$1.19M
WTS icon
1197
Watts Water Technologies
WTS
$11.7B
$12.8M 0.01%
76,308
+13,888
+22% +$2.23M
KBH icon
1198
KB Home
KBH
$3.45B
$12.8M 0.01%
329,231
+10,258
+3% +$426K
VEON icon
1199
VEON
VEON
$3.68B
$12.8M 0.01%
245,816
+6,569
+3% +$316K
SC
1200
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$12.7M 0.01%
305,059
+367
+0.1% +$15.1K
46 47
48
49 50

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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.