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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
FM
2051
DELISTED
iShares Frontier and Select EM ETF
FM
$3.7M ﹤0.01%
109,238
+678
+0.6% +$22.7K
XLV icon
2052
State Street Health Care Select Sector SPDR ETF
XLV
$42.2B
$3.7M ﹤0.01%
29,061
+1,474
+5% +$195K
LEN.B icon
2053
Lennar Class B
LEN.B
$20.5B
$3.69M ﹤0.01%
50,057
+469
+0.9% +$37.4K
XLI icon
2054
State Street Industrial Select Sector SPDR ETF
XLI
$34B
$3.69M ﹤0.01%
37,691
+4,304
+13% +$442K
VSAT icon
2055
Viasat
VSAT
$10.8B
$3.68M ﹤0.01%
66,875
+6,830
+11% +$349K
ACWI icon
2056
iShares MSCI ACWI ETF
ACWI
$33.5B
$3.67M ﹤0.01%
36,693
-2
-0% -$205
MHI
2057
DELISTED
Pioneer Municipal High Income Fund
MHI
$3.67M ﹤0.01%
302,153
-6,584
-2% -$83.9K
AGYS icon
2058
Agilysys
AGYS
$3.12B
$3.64M ﹤0.01%
69,564
-1,288
-2% -$70.4K
KOP icon
2059
Koppers
KOP
$991M
$3.64M ﹤0.01%
116,301
+17,332
+18% +$540K
GLNG icon
2060
Golar LNG
GLNG
$5B
$3.63M ﹤0.01%
280,205
+12,509
+5% +$144K
PDX
2061
PIMCO Dynamic Income Strategy Fund
PDX
$963M
$3.63M ﹤0.01%
+297,631
New +$3.47M
PAC icon
2062
Grupo Aeroportuario del Pacifico
PAC
$13.1B
$3.63M ﹤0.01%
31,234
+690
+2% +$77.6K
DPG
2063
Duff & Phelps Utility and Infrastructure Fund
DPG
$523M
$3.63M ﹤0.01%
270,286
+15,614
+6% +$223K
LPRO
2064
DELISTED
Open Lending Corp
LPRO
$3.6M ﹤0.01%
99,828
+17,836
+22% +$682K
LDL
2065
DELISTED
Lydall, Inc.
LDL
$3.6M ﹤0.01%
57,999
-295
-0.5% -$18.1K
SLQT icon
2066
SelectQuote
SLQT
$127M
$3.6M ﹤0.01%
278,392
+201,298
+261% +$3.03M
CNR
2067
Core Natural Resources Inc
CNR
$4.22B
$3.6M ﹤0.01%
138,330
+18,033
+15% +$397K
SAFE
2068
DELISTED
Safehold Inc.
SAFE
$3.6M ﹤0.01%
50,044
-8,410
-14% -$713K
CHRD icon
2069
Chord Energy
CHRD
$7.44B
$3.59M ﹤0.01%
36,076
+11,570
+47% +$1.06M
AZZ icon
2070
AZZ Inc
AZZ
$4.62B
$3.58M ﹤0.01%
67,197
+6,777
+11% +$356K
GGB icon
2071
Gerdau
GGB
$9.89B
$3.57M ﹤0.01%
914,683
+83,692
+10% +$364K
HTO
2072
H2O America
HTO
$2.58B
$3.56M ﹤0.01%
53,871
+6,266
+13% +$423K
HCI icon
2073
HCI Group
HCI
$2.3B
$3.56M ﹤0.01%
32,093
+6,379
+25% +$665K
RGR icon
2074
Sturm, Ruger & Co
RGR
$615M
$3.55M ﹤0.01%
48,159
+1,959
+4% +$152K
EIG icon
2075
Employers Holdings
EIG
$910M
$3.55M ﹤0.01%
89,893
-3,093
-3% -$126K
81 82
83
84 85

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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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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.