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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
MAGN
2151
Magnera Corp
MAGN
$489M
$3.13M ﹤0.01%
17,073
+2,655
+18% +$515K
PRK icon
2152
Park National Corp
PRK
$3.8B
$3.13M ﹤0.01%
25,654
+1,680
+7% +$196K
ET icon
2153
Energy Transfer Partners
ET
$70B
$3.12M ﹤0.01%
325,991
-117,520
-26% -$1.13M
CXW icon
2154
CoreCivic
CXW
$3B
$3.12M ﹤0.01%
350,611
+14,946
+4% +$146K
IYT icon
2155
iShares US Transportation ETF
IYT
$2.31B
$3.12M ﹤0.01%
51,320
-196
-0.4% -$12.4K
MGP
2156
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
$3.11M ﹤0.01%
81,297
+9,860
+14% +$386K
HCAT icon
2157
Health Catalyst
HCAT
$163M
$3.11M ﹤0.01%
62,166
+6,133
+11% +$334K
MDLA
2158
DELISTED
Medallia, Inc.
MDLA
$3.1M ﹤0.01%
91,594
-41,476
-31% -$1.38M
UFCS icon
2159
United Fire Group
UFCS
$1.34B
$3.1M ﹤0.01%
134,002
-5,924
-4% -$148K
CARS icon
2160
Cars.com
CARS
$676M
$3.09M ﹤0.01%
244,546
+28,469
+13% +$360K
HSTM icon
2161
HealthStream
HSTM
$828M
$3.07M ﹤0.01%
107,438
+8,429
+9% +$246K
SCHF icon
2162
Schwab International Equity ETF
SCHF
$68.1B
$3.07M ﹤0.01%
158,688
-42,198
-21% -$839K
DLX icon
2163
Deluxe
DLX
$1.23B
$3.06M ﹤0.01%
85,157
-65,789
-44% -$2.67M
EDIT icon
2164
Editas Medicine
EDIT
$425M
$3.04M ﹤0.01%
73,983
+6,108
+9% +$335K
SBI
2165
Western Asset Intermediate Muni Fund
SBI
$107M
$3.02M ﹤0.01%
310,302
-11,323
-4% -$111K
ADTN icon
2166
Adtran
ADTN
$718M
$3M ﹤0.01%
159,714
+23,382
+17% +$492K
KRBN icon
2167
KraneShares Global Carbon Strategy ETF
KRBN
$141M
$3M ﹤0.01%
+72,891
New +$2.75M
RGP icon
2168
Resources Connection
RGP
$153M
$3M ﹤0.01%
189,818
+56,775
+43% +$854K
XLC icon
2169
State Street Communication Services Select Sector SPDR ETF
XLC
$22.6B
$2.99M ﹤0.01%
37,352
+324
+0.9% +$26.8K
EVH icon
2170
Evolent Health
EVH
$350M
$2.98M ﹤0.01%
96,151
+7,418
+8% +$178K
XPEL icon
2171
XPEL
XPEL
$1.24B
$2.98M ﹤0.01%
39,295
-14,021
-26% -$1.15M
WRLD icon
2172
World Acceptance Corp
WRLD
$877M
$2.98M ﹤0.01%
15,717
+772
+5% +$143K
NCNO icon
2173
nCino
NCNO
$2.14B
$2.98M ﹤0.01%
41,897
+3,833
+10% +$256K
SNEX icon
2174
StoneX
SNEX
$9.22B
$2.98M ﹤0.01%
228,648
+38,460
+20% +$495K
JBIO
2175
Jade Biosciences
JBIO
$1.17B
$2.97M ﹤0.01%
+4,047
New +$2.27M
85 86
87
88 89

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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.