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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
TRP icon
951
TC Energy
TRP
$68.6B
$19.1M 0.01%
398,058
+3,922
+1% +$190K
EHC icon
952
Encompass Health
EHC
$11.2B
$19.1M 0.01%
320,473
+1,854
+0.6% +$117K
FL
953
DELISTED
Foot Locker
FL
$19.1M 0.01%
417,707
-409,217
-49% -$22.7M
MAC icon
954
Macerich
MAC
$7.34B
$19.1M 0.01%
1,141,132
-145,060
-11% -$2.46M
LPL icon
955
LG Display
LPL
$3.07B
$19M 0.01%
2,387,238
-35,859
-1% -$330K
TY icon
956
TRI-Continental Corp
TY
$1.87B
$18.9M 0.01%
567,249
+8,997
+2% +$308K
PTEN icon
957
Patterson-UTI
PTEN
$3.9B
$18.9M 0.01%
2,094,559
-385,400
-16% -$3.12M
PII icon
958
Polaris
PII
$4.02B
$18.9M 0.01%
157,530
+75,209
+91% +$9.56M
ENSG icon
959
The Ensign Group
ENSG
$10.3B
$18.8M 0.01%
250,954
-2,974
-1% -$246K
ABNB icon
960
Airbnb
ABNB
$89.4B
$18.8M 0.01%
111,777
+55,833
+100% +$8.53M
VUG icon
961
Vanguard Morningstar Growth ETF
VUG
$225B
$18.7M 0.01%
387,066
+69,642
+22% +$3.47M
ASH icon
962
Ashland
ASH
$3.29B
$18.7M 0.01%
209,649
+3,508
+2% +$308K
CONE
963
DELISTED
CyrusOne Inc Common Stock
CONE
$18.7M 0.01%
241,201
+47,923
+25% +$3.6M
WCN
964
Waste Connections
WCN
$42.3B
$18.6M 0.01%
148,055
+3,347
+2% +$423K
VGLT icon
965
Vanguard Long-Term Treasury ETF
VGLT
$10B
$18.6M 0.01%
212,046
+2,420
+1% +$218K
ARMK icon
966
Aramark
ARMK
$14.9B
$18.5M 0.01%
780,910
+36,263
+5% +$897K
WLY icon
967
John Wiley & Sons Class A
WLY
$2.7B
$18.5M 0.01%
354,477
-554
-0.2% -$31.8K
WPC icon
968
W.P. Carey
WPC
$16.6B
$18.5M 0.01%
258,183
+3,534
+1% +$269K
PK icon
969
Park Hotels & Resorts
PK
$3.04B
$18.5M 0.01%
964,061
-1,404,705
-59% -$26.5M
JEF icon
970
Jefferies Financial Group
JEF
$12.8B
$18.4M 0.01%
519,640
-60,078
-10% -$2.01M
FSLR icon
971
First Solar
FSLR
$25B
$18.4M 0.01%
192,943
+5,171
+3% +$480K
VVV icon
972
Valvoline
VVV
$4.95B
$18.4M 0.01%
590,350
-4,966
-0.8% -$154K
AXON
973
Axon Enterprise
AXON
$46.4B
$18.4M 0.01%
105,095
+13,330
+15% +$2.42M
PRFT
974
DELISTED
Perficient Inc
PRFT
$18.4M 0.01%
158,759
+2,492
+2% +$256K
CIEN icon
975
Ciena
CIEN
$55.3B
$18.3M 0.01%
356,762
+10,765
+3% +$598K
37 38
39
40 41

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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.