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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
SFNC icon
1376
Simmons First National
SFNC
$3.44B
$9.76M 0.01%
330,296
-13,186
-4% -$373K
COHR icon
1377
Coherent
COHR
$63.2B
$9.71M 0.01%
163,502
-7,346
-4% -$480K
TXRH icon
1378
Texas Roadhouse
TXRH
$13.8B
$9.7M 0.01%
106,189
-7,814
-7% -$729K
KRA
1379
DELISTED
Kraton Corporation
KRA
$9.69M 0.01%
212,327
+2,318
+1% +$92K
VG
1380
DELISTED
Vonage Holdings Corporation
VG
$9.69M 0.01%
600,917
+33,760
+6% +$489K
JPS
1381
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
$9.64M 0.01%
983,701
+178,249
+22% +$1.78M
AEIS icon
1382
Advanced Energy
AEIS
$13.3B
$9.64M 0.01%
109,841
-10,040
-8% -$939K
INSP icon
1383
Inspire Medical Systems
INSP
$1.82B
$9.64M 0.01%
41,379
+9,008
+28% +$1.88M
TCOM icon
1384
Trip.com Group
TCOM
$29.4B
$9.61M 0.01%
312,485
-16,413
-5% -$472K
TU icon
1385
Telus
TU
$14.7B
$9.58M 0.01%
436,218
+6,439
+1% +$145K
GWB
1386
DELISTED
Great Western Bancorp, Inc.
GWB
$9.49M 0.01%
289,830
-18,533
-6% -$571K
NOVT icon
1387
Novanta
NOVT
$5.5B
$9.48M 0.01%
61,384
+20,773
+51% +$3.02M
ESTC icon
1388
Elastic
ESTC
$7.3B
$9.47M 0.01%
63,566
-709
-1% -$109K
ZTO icon
1389
ZTO Express
ZTO
$18.3B
$9.47M 0.01%
308,780
-16,854
-5% -$484K
EGBN icon
1390
Eagle Bancorp
EGBN
$848M
$9.44M 0.01%
164,172
+17,974
+12% +$1.01M
XLY icon
1391
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.8B
$9.43M 0.01%
105,076
+8,692
+9% +$790K
CUZ icon
1392
Cousins Properties
CUZ
$5.11B
$9.42M 0.01%
252,567
+13,396
+6% +$516K
RPD icon
1393
Rapid7
RPD
$710M
$9.42M 0.01%
83,313
+22,722
+38% +$2.57M
AROC icon
1394
Archrock
AROC
$6.15B
$9.41M 0.01%
1,140,643
+50,776
+5% +$408K
RBA icon
1395
RB Global
RBA
$20.8B
$9.4M 0.01%
152,426
+1,191
+0.8% +$72.8K
SAFM
1396
DELISTED
Sanderson Farms Inc
SAFM
$9.4M 0.01%
49,943
-21,991
-31% -$4.15M
HLF icon
1397
Herbalife
HLF
$1.31B
$9.4M 0.01%
221,702
+21,993
+11% +$1.09M
CWT icon
1398
California Water Service
CWT
$3.03B
$9.39M 0.01%
159,405
+22,235
+16% +$1.37M
PLXS icon
1399
Plexus
PLXS
$7.26B
$9.39M 0.01%
104,998
-4,793
-4% -$426K
FRA icon
1400
BlackRock Floating Rate Income Strategies Fund
FRA
$383M
$9.37M 0.01%
701,005
-64,253
-8% -$856K
54 55
56
57 58

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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.