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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
AAL icon
776
American Airlines Group
AAL
$10.6B
$28M 0.02%
1,366,359
-2,542,203
-65% -$51.5M
WIX icon
777
WIX.com
WIX
$2.39B
$28M 0.02%
142,843
-7,711
-5% -$1.91M
AA icon
778
Alcoa
AA
$11.8B
$27.9M 0.02%
570,515
-847,301
-60% -$35.8M
LW icon
779
Lamb Weston
LW
$7.27B
$27.9M 0.02%
454,422
-80,010
-15% -$5.42M
LOGI icon
780
Logitech
LOGI
$15.1B
$27.7M 0.02%
314,111
-545
-0.2% -$58.9K
BAH icon
781
Booz Allen Hamilton
BAH
$8.58B
$27.7M 0.02%
348,789
+73,251
+27% +$6.12M
STWD icon
782
Starwood Property Trust
STWD
$5.88B
$27.7M 0.02%
1,133,071
+4,943
+0.4% +$126K
UHS icon
783
Universal Health Services
UHS
$10.3B
$27.6M 0.02%
199,743
-13,311
-6% -$2.01M
MDB icon
784
MongoDB
MDB
$28.9B
$27.5M 0.02%
58,378
+10,120
+21% +$4.08M
HP icon
785
Helmerich & Payne
HP
$3.39B
$27.5M 0.02%
1,003,481
+47,671
+5% +$1.33M
ELS icon
786
Equity Lifestyle Properties
ELS
$12.7B
$27.5M 0.02%
351,764
+3,380
+1% +$277K
SNV
787
DELISTED
Synovus
SNV
$27.3M 0.02%
621,691
-9,222
-1% -$390K
PTC icon
788
PTC
PTC
$16.2B
$27.3M 0.02%
227,613
+4,766
+2% +$635K
PLTR icon
789
Palantir
PLTR
$301B
$27.2M 0.02%
1,132,608
+509,854
+82% +$12.4M
ACGL icon
790
Arch Capital
ACGL
$34.3B
$27.2M 0.02%
712,931
+30,292
+4% +$1.2M
OVV icon
791
Ovintiv
OVV
$17B
$27.2M 0.02%
827,538
-86,510
-9% -$2.39M
JAZZ icon
792
Jazz Pharmaceuticals
JAZZ
$15.8B
$27.1M 0.02%
208,264
-18,839
-8% -$2.85M
FSD
793
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$27.1M 0.02%
1,702,874
-269,127
-14% -$4.28M
ASX icon
794
ASE Group
ASX
$79.7B
$27M 0.02%
3,435,954
+240,368
+8% +$2.09M
BLD
795
DELISTED
TopBuild
BLD
$26.8M 0.02%
130,998
-311
-0.2% -$65.3K
RNG icon
796
RingCentral
RNG
$4.8B
$26.8M 0.02%
123,147
-35,210
-22% -$8.93M
HRC
797
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$26.8M 0.02%
178,389
-8,858
-5% -$1.2M
BRO icon
798
Brown & Brown
BRO
$23.9B
$26.5M 0.02%
478,353
-18,782
-4% -$1.05M
GNTX icon
799
Gentex
GNTX
$4.99B
$26.5M 0.02%
804,040
+47,634
+6% +$1.54M
EXPO icon
800
Exponent
EXPO
$3.31B
$26.5M 0.02%
234,249
+23,183
+11% +$2.5M
30 31
32
33 34

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MCM
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PSUF
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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.