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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
SFL icon
2226
SFL Corp
SFL
$1.65B
$2.76M ﹤0.01%
329,020
+72,990
+29% +$552K
SSP icon
2227
E.W. Scripps
SSP
$258M
$2.75M ﹤0.01%
152,563
-88,152
-37% -$1.63M
FNKO icon
2228
Funko
FNKO
$323M
$2.75M ﹤0.01%
151,051
-35,581
-19% -$672K
NHC icon
2229
National Healthcare
NHC
$3.48B
$2.75M ﹤0.01%
39,228
-3,632
-8% -$264K
MBUU icon
2230
Malibu Boats
MBUU
$548M
$2.74M ﹤0.01%
39,213
+2,393
+6% +$180K
HCSG icon
2231
Healthcare Services Group
HCSG
$1.61B
$2.74M ﹤0.01%
109,594
+48,641
+80% +$1.32M
WIA
2232
Western Asset Inflation-Linked Income Fund
WIA
$185M
$2.73M ﹤0.01%
198,457
+4,632
+2% +$64.9K
ALGM icon
2233
Allegro MicroSystems
ALGM
$7.99B
$2.73M ﹤0.01%
85,524
+48,256
+129% +$1.42M
VEU icon
2234
Vanguard FTSE All-World ex-US ETF
VEU
$68B
$2.73M ﹤0.01%
44,833
+459
+1% +$28.9K
EXE
2235
Expand Energy Corp
EXE
$21.5B
$2.73M ﹤0.01%
+44,334
New +$2.49M
RCM
2236
DELISTED
R1 RCM Inc. Common Stock
RCM
$2.73M ﹤0.01%
124,059
-55,016
-31% -$1.14M
BWIN
2237
Baldwin Insurance Group
BWIN
$2.79B
$2.73M ﹤0.01%
82,016
+36,503
+80% +$1.14M
SHYF
2238
DELISTED
The Shyft Group
SHYF
$2.73M ﹤0.01%
71,755
-15,283
-18% -$619K
CMO
2239
DELISTED
Capstead Mortgage Corp.
CMO
$2.73M ﹤0.01%
407,548
+202,781
+99% +$1.33M
AOSL icon
2240
Alpha and Omega Semiconductor
AOSL
$1.01B
$2.73M ﹤0.01%
86,853
-15,255
-15% -$423K
IBCP icon
2241
Independent Bank Corp
IBCP
$793M
$2.73M ﹤0.01%
126,847
+4,289
+3% +$89.2K
MGNI icon
2242
Magnite
MGNI
$2.8B
$2.72M ﹤0.01%
97,065
+1,171
+1% +$35.2K
CIR
2243
DELISTED
CIRCOR International, Inc
CIR
$2.72M ﹤0.01%
82,336
+9,755
+13% +$313K
CLNE icon
2244
Clean Energy Fuels
CLNE
$410M
$2.71M ﹤0.01%
332,634
+1,564
+0.5% +$12.4K
MYE icon
2245
Myers Industries
MYE
$1.38B
$2.71M ﹤0.01%
138,473
-16,775
-11% -$357K
VRM icon
2246
Vroom Inc
VRM
$37.2M
$2.71M ﹤0.01%
1,534
+279
+22% +$710K
NHI icon
2247
National Health Investors
NHI
$3.68B
$2.7M ﹤0.01%
50,497
-1,969
-4% -$123K
ELF icon
2248
e.l.f. Beauty
ELF
$5.18B
$2.7M ﹤0.01%
92,807
+22,763
+32% +$652K
SDY icon
2249
State Street SPDR S&P Dividend ETF
SDY
$23.8B
$2.69M ﹤0.01%
22,908
-858
-4% -$105K
SPTM icon
2250
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$14B
$2.69M ﹤0.01%
50,788
-106
-0.2% -$5.77K
88 89
90
91 92

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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.