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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
SXC icon
2576
SunCoke Energy
SXC
$717M
$1.55M ﹤0.01%
246,716
+4,714
+2% +$32.4K
GOLF icon
2577
Acushnet Holdings
GOLF
$6.1B
$1.55M ﹤0.01%
33,132
-395
-1% -$20.1K
IBB icon
2578
iShares Biotechnology ETF
IBB
$9.28B
$1.55M ﹤0.01%
9,570
+549
+6% +$92.4K
CSV icon
2579
Carriage Services
CSV
$638M
$1.54M ﹤0.01%
34,587
+29
+0.1% +$1.17K
AZEK
2580
DELISTED
The AZEK Co
AZEK
$1.54M ﹤0.01%
42,155
-566
-1% -$22K
VERI icon
2581
Veritone
VERI
$108M
$1.54M ﹤0.01%
64,442
+33,124
+106% +$676K
EFG icon
2582
iShares MSCI EAFE Growth ETF
EFG
$16.9B
$1.54M ﹤0.01%
+14,436
New +$1.59M
PLXP
2583
DELISTED
PLx Pharma Inc. Common Stock
PLXP
$1.53M ﹤0.01%
+79,541
New +$1.39M
DRNA
2584
DELISTED
Dicerna Pharmaceuticals, Inc.
DRNA
$1.53M ﹤0.01%
76,037
-9,834
-11% -$271K
IRTC icon
2585
iRhythm Holdings
IRTC
$4.13B
$1.53M ﹤0.01%
26,157
+4,568
+21% +$242K
RUBY
2586
DELISTED
Rubius Therapeutics, Inc
RUBY
$1.53M ﹤0.01%
85,709
-51,470
-38% -$1.12M
HHR
2587
DELISTED
HeadHunter Group PLC American Depositary Shares
HHR
$1.53M ﹤0.01%
31,397
-3,499
-10% -$169K
KURA icon
2588
Kura Oncology
KURA
$838M
$1.52M ﹤0.01%
81,251
+52,034
+178% +$980K
ASPN icon
2589
Aspen Aerogels
ASPN
$408M
$1.52M ﹤0.01%
33,068
+26,081
+373% +$1.03M
APPF icon
2590
AppFolio
APPF
$6.77B
$1.52M ﹤0.01%
12,624
-1,388
-10% -$180K
GPRO icon
2591
GoPro
GPRO
$130M
$1.52M ﹤0.01%
162,256
-18,510
-10% -$187K
UPLD icon
2592
Upland Software
UPLD
$12.7M
$1.52M ﹤0.01%
4,541
+717
+19% +$269K
IQ icon
2593
iQIYI
IQ
$1.28B
$1.51M ﹤0.01%
188,691
+48,227
+34% +$500K
KC
2594
Kingsoft Cloud Holdings
KC
$3.79B
$1.51M ﹤0.01%
53,418
+41,297
+341% +$1.23M
FTS icon
2595
Fortis
FTS
$28.9B
$1.51M ﹤0.01%
34,052
+2,662
+8% +$121K
TME icon
2596
Tencent Music
TME
$15.4B
$1.51M ﹤0.01%
208,178
-150,047
-42% -$1.47M
LADR
2597
Ladder Capital
LADR
$1.22B
$1.51M ﹤0.01%
136,418
+32,876
+32% +$368K
KRNY icon
2598
Kearny Financial
KRNY
$610M
$1.5M ﹤0.01%
120,797
+4,531
+4% +$55.9K
ECHO
2599
EchoStar
ECHO
$25B
$1.5M ﹤0.01%
58,870
+15,881
+37% +$392K
WLL
2600
DELISTED
Whiting Petroleum Corporation
WLL
$1.5M ﹤0.01%
25,723
-7,890
-23% -$390K
102 103
104
105 106

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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.