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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
PBH icon
876
Prestige Consumer Healthcare
PBH
$2.45B
$22.2M 0.01%
396,053
+25,632
+7% +$1.41M
SEDG icon
877
SolarEdge
SEDG
$2.71B
$22.2M 0.01%
83,672
+37,131
+80% +$10.1M
ROL icon
878
Rollins
ROL
$18.3B
$22.2M 0.01%
627,742
+19,120
+3% +$715K
SVC
879
Service Properties Trust
SVC
$1.02B
$22.1M 0.01%
394,693
+39,222
+11% +$2.23M
PODD icon
880
Insulet
PODD
$11.7B
$22.1M 0.01%
77,733
+6,605
+9% +$1.88M
WH icon
881
Wyndham Hotels & Resorts
WH
$5.57B
$22.1M 0.01%
285,718
+8,287
+3% +$595K
BWG
882
BrandywineGLOBAL Global Income Opportunities Fund
BWG
$130M
$22M 0.01%
1,754,281
+264,988
+18% +$3.34M
NTR icon
883
Nutrien
NTR
$31.5B
$21.8M 0.01%
336,846
+16,615
+5% +$1.02M
BWXT icon
884
BWX Technologies
BWXT
$16B
$21.8M 0.01%
403,823
+173
+0% +$9.74K
ATH
885
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$21.7M 0.01%
315,790
-7,248
-2% -$482K
NBIX icon
886
Neurocrine Biosciences
NBIX
$16.9B
$21.7M 0.01%
226,114
+3,698
+2% +$349K
CROX icon
887
Crocs
CROX
$6.5B
$21.7M 0.01%
151,145
-13,155
-8% -$1.81M
TRU icon
888
TransUnion
TRU
$15.3B
$21.7M 0.01%
192,822
+15,278
+9% +$1.8M
TWNK
889
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
$21.6M 0.01%
1,244,530
+148,017
+13% +$2.4M
KFY icon
890
Korn Ferry
KFY
$4.23B
$21.6M 0.01%
297,935
+25,307
+9% +$1.76M
LPLA icon
891
LPL Financial
LPLA
$28.8B
$21.6M 0.01%
137,532
+9,335
+7% +$1.34M
IRDM icon
892
Iridium Communications
IRDM
$5.1B
$21.5M 0.01%
539,627
+59,568
+12% +$2.5M
RH icon
893
RH
RH
$3.31B
$21.4M 0.01%
32,164
+1,075
+3% +$740K
SR icon
894
Spire
SR
$4.73B
$21.4M 0.01%
350,413
-2,276
-0.6% -$156K
EGP icon
895
EastGroup Properties
EGP
$11.2B
$21.4M 0.01%
128,530
+6,986
+6% +$1.21M
IAA
896
DELISTED
IAA, Inc. Common Stock
IAA
$21.3M 0.01%
389,909
+28,059
+8% +$1.56M
JBLU icon
897
JetBlue
JBLU
$2.35B
$21.3M 0.01%
1,390,907
-17,069
-1% -$262K
G icon
898
Genpact
G
$6.02B
$21.3M 0.01%
447,448
+23,667
+6% +$1.18M
DISCK
899
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$21.2M 0.01%
875,507
+33,213
+4% +$887K
COUP
900
DELISTED
Coupa Software Incorporated
COUP
$21.2M 0.01%
96,922
+18,377
+23% +$4.32M
34 35
36
37 38

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MCM
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PSUF
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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.