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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
CHNG
1501
DELISTED
Change Healthcare Inc. Common Stock
CHNG
$8.07M ﹤0.01%
385,387
+87,403
+29% +$1.91M
EVV
1502
Eaton Vance Limited Duration Income Fund
EVV
$1.07B
$8.05M ﹤0.01%
610,530
-1,456,153
-70% -$19.3M
CHX
1503
DELISTED
ChampionX
CHX
$8.04M ﹤0.01%
359,795
+42,580
+13% +$973K
TXG icon
1504
10x Genomics
TXG
$6.07B
$8.04M ﹤0.01%
55,242
+317
+0.6% +$54.4K
TRNO icon
1505
Terreno Realty
TRNO
$7.47B
$8.04M ﹤0.01%
127,165
+3,128
+3% +$208K
ITCI
1506
DELISTED
Intra-Cellular Therapies Inc.
ITCI
$8.02M ﹤0.01%
215,195
-20,676
-9% -$719K
MTZ icon
1507
MasTec
MTZ
$21.8B
$8.02M ﹤0.01%
92,901
-106,542
-53% -$10.1M
TTGT icon
1508
TechTarget
TTGT
$315M
$7.99M ﹤0.01%
96,986
+8,791
+10% +$699K
WKC icon
1509
World Kinect Corp
WKC
$2B
$7.97M ﹤0.01%
236,962
-106,005
-31% -$3.39M
VLY icon
1510
Valley National Bancorp
VLY
$8.23B
$7.95M ﹤0.01%
597,382
+4,817
+0.8% +$62.2K
MSTR icon
1511
Strategy Inc
MSTR
$35.8B
$7.94M ﹤0.01%
137,290
-47,530
-26% -$3.05M
HMN icon
1512
Horace Mann Educators
HMN
$2.09B
$7.93M ﹤0.01%
199,265
+32,113
+19% +$1.27M
MGLN
1513
DELISTED
Magellan Health Services, Inc.
MGLN
$7.93M ﹤0.01%
83,837
-4,506
-5% -$426K
ONB icon
1514
Old National Bancorp
ONB
$10.4B
$7.9M ﹤0.01%
465,913
+41,158
+10% +$679K
ARWR icon
1515
Arrowhead Research
ARWR
$12.6B
$7.87M ﹤0.01%
125,980
-3,811
-3% -$247K
DORM icon
1516
Dorman Products
DORM
$4.43B
$7.87M ﹤0.01%
83,079
-3,728
-4% -$368K
MEOH icon
1517
Methanex
MEOH
$4.14B
$7.86M ﹤0.01%
170,663
+9,341
+6% +$338K
TEX icon
1518
Terex
TEX
$7.56B
$7.84M ﹤0.01%
186,343
-23,076
-11% -$1.09M
MSA icon
1519
Mine Safety
MSA
$7.47B
$7.84M ﹤0.01%
53,812
+325
+0.6% +$51.6K
UCTT
1520
Ultra Clean Holdings
UCTT
$3.81B
$7.84M ﹤0.01%
183,965
-24,470
-12% -$1.15M
PATK icon
1521
Patrick Industries
PATK
$2.88B
$7.83M ﹤0.01%
140,918
+20,825
+17% +$1.12M
BANR icon
1522
Banner Corp
BANR
$2.44B
$7.83M ﹤0.01%
141,739
+17,392
+14% +$937K
MYRG icon
1523
MYR Group
MYRG
$5.29B
$7.82M ﹤0.01%
78,596
+5,170
+7% +$509K
APAM icon
1524
Artisan Partners
APAM
$3.04B
$7.8M ﹤0.01%
159,475
-7,972
-5% -$402K
BCC icon
1525
Boise Cascade
BCC
$3.07B
$7.8M ﹤0.01%
144,472
-33,720
-19% -$1.83M
59 60
61
62 63

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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.