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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
WAFD icon
2201
WaFd
WAFD
$2.79B
$2.83M ﹤0.01%
82,461
-13,291
-14% -$433K
DEN
2202
DELISTED
Denbury Inc.
DEN
$2.82M ﹤0.01%
40,184
+908
+2% +$62.7K
EBIX
2203
DELISTED
Ebix Inc
EBIX
$2.82M ﹤0.01%
104,816
+14,868
+17% +$436K
SBSI icon
2204
Southside Bancshares
SBSI
$972M
$2.82M ﹤0.01%
73,626
+10,794
+17% +$397K
ANGO icon
2205
AngioDynamics
ANGO
$627M
$2.81M ﹤0.01%
108,431
-49,276
-31% -$1.32M
TKC icon
2206
Turkcell
TKC
$4.81B
$2.81M ﹤0.01%
646,039
-98,509
-13% -$455K
ASIX icon
2207
AdvanSix
ASIX
$542M
$2.81M ﹤0.01%
70,616
+4,534
+7% +$156K
NBHC icon
2208
National Bank Holdings
NBHC
$1.92B
$2.81M ﹤0.01%
69,315
+10,758
+18% +$393K
CNH
2209
CNH Industrial
CNH
$13.4B
$2.8M ﹤0.01%
193,893
+4,336
+2% +$62.3K
LMND icon
2210
Lemonade
LMND
$4.1B
$2.8M ﹤0.01%
41,776
-10,223
-20% -$824K
ORA icon
2211
Ormat Technologies
ORA
$6.02B
$2.8M ﹤0.01%
41,972
+8,069
+24% +$557K
PNTG icon
2212
Pennant Group
PNTG
$1.4B
$2.8M ﹤0.01%
99,523
+19,897
+25% +$650K
CMCO icon
2213
Columbus McKinnon
CMCO
$580M
$2.79M ﹤0.01%
57,769
+16,850
+41% +$763K
DCOM icon
2214
Dime Commercial Bancshares
DCOM
$1.82B
$2.79M ﹤0.01%
85,493
+13,836
+19% +$449K
HCC icon
2215
Warrior Met Coal
HCC
$4.25B
$2.78M ﹤0.01%
119,619
-48,429
-29% -$979K
UTL icon
2216
Unitil
UTL
$964M
$2.78M ﹤0.01%
64,986
-18,397
-22% -$919K
IGIB icon
2217
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.6B
$2.77M ﹤0.01%
46,130
– –
CLB icon
2218
Core Laboratories
CLB
$491M
$2.77M ﹤0.01%
99,788
+838
+0.8% +$25.5K
HWKN icon
2219
Hawkins
HWKN
$2.76B
$2.77M ﹤0.01%
79,399
+1,433
+2% +$49.6K
INSM icon
2220
Insmed
INSM
$21.3B
$2.77M ﹤0.01%
100,535
+9,738
+11% +$255K
FRO icon
2221
Frontline
FRO
$8.68B
$2.77M ﹤0.01%
295,278
+34,696
+13% +$275K
IEI icon
2222
iShares 3-7 Year Treasury Bond ETF
IEI
$17.8B
$2.77M ﹤0.01%
+21,238
New +$2.79M
INGN icon
2223
Inogen
INGN
$182M
$2.76M ﹤0.01%
64,093
-800
-1% -$49.2K
AMWD
2224
DELISTED
American Woodmark
AMWD
$2.76M ﹤0.01%
42,228
+2,449
+6% +$180K
VHT icon
2225
Vanguard Health Care ETF
VHT
$18.2B
$2.76M ﹤0.01%
11,160
+2,397
+27% +$615K
87 88
89
90 91

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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.