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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
PAGS icon
1151
PagSeguro Digital
PAGS
$2.68B
$13.6M 0.01%
262,933
-16,195
-6% -$908K
MED icon
1152
Medifast
MED
$108M
$13.6M 0.01%
70,552
-1,723
-2% -$424K
SM icon
1153
SM Energy
SM
$7.66B
$13.6M 0.01%
513,949
-961,844
-65% -$19.4M
PDD icon
1154
Pinduoduo
PDD
$128B
$13.6M 0.01%
149,492
+17,212
+13% +$1.67M
CX icon
1155
Cemex
CX
$17.1B
$13.5M 0.01%
1,887,524
-1,377,853
-42% -$10.9M
DBX icon
1156
Dropbox
DBX
$7.71B
$13.5M 0.01%
462,990
+10,029
+2% +$311K
EWC icon
1157
iShares MSCI Canada ETF
EWC
$6.16B
$13.5M 0.01%
372,637
+51,746
+16% +$1.92M
BJ icon
1158
BJs Wholesale Club
BJ
$12.4B
$13.5M 0.01%
245,870
+43,545
+22% +$2.32M
ZNGA
1159
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$13.5M 0.01%
1,791,755
-532,674
-23% -$4.84M
IGSB icon
1160
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$22.9B
$13.5M 0.01%
246,542
+94,120
+62% +$5.15M
AZPN
1161
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$13.5M 0.01%
109,621
-20,380
-16% -$2.5M
TLK icon
1162
Telkom Indonesia
TLK
$15B
$13.4M 0.01%
528,081
+30,938
+6% +$712K
PCTY icon
1163
Paylocity
PCTY
$7.48B
$13.4M 0.01%
47,826
+6,050
+14% +$1.45M
MTH icon
1164
Meritage Homes
MTH
$4.71B
$13.4M 0.01%
276,366
-17,518
-6% -$902K
SPXC icon
1165
SPX Corp
SPXC
$10.7B
$13.4M 0.01%
250,648
-4,629
-2% -$284K
RYAAY icon
1166
Ryanair
RYAAY
$31.1B
$13.4M 0.01%
303,680
+10,820
+4% +$468K
FN icon
1167
Fabrinet
FN
$16.3B
$13.4M 0.01%
130,390
+27,069
+26% +$2.65M
LHCG
1168
DELISTED
LHC Group LLC
LHCG
$13.4M 0.01%
85,096
-2,122
-2% -$398K
LGF.A
1169
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
$13.3M 0.01%
940,378
+259,059
+38% +$3.79M
TTEC icon
1170
TTEC Holdings
TTEC
$122M
$13.3M 0.01%
142,305
-7,579
-5% -$773K
WTM icon
1171
White Mountains Insurance
WTM
$5.2B
$13.3M 0.01%
12,426
-1,408
-10% -$1.57M
NVT icon
1172
nVent Electric
NVT
$25.8B
$13.3M 0.01%
410,445
-72,272
-15% -$2.34M
GME icon
1173
GameStop
GME
$8.55B
$13.2M 0.01%
301,872
-137,284
-31% -$6.27M
ACH
1174
Accendra Health
ACH
$261M
$13.2M 0.01%
422,522
-130,914
-24% -$5.15M
PFF icon
1175
iShares Preferred and Income Securities ETF
PFF
$13.3B
$13.2M 0.01%
340,465
+90,739
+36% +$3.56M
45 46
47
48 49

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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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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.