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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
ZWS icon
1251
Zurn Elkay Water Solutions
ZWS
$8.49B
$11.6M 0.01%
375,036
+65,776
+21% +$1.84M
IJR icon
1252
iShares Core S&P Small-Cap ETF
IJR
$111B
$11.6M 0.01%
106,338
-390
-0.4% -$42.9K
PBA icon
1253
Pembina Pipeline
PBA
$28B
$11.6M 0.01%
366,285
+41,887
+13% +$1.32M
TDC icon
1254
Teradata
TDC
$3.02B
$11.6M 0.01%
201,791
-84,688
-30% -$4.36M
ADC icon
1255
Agree Realty
ADC
$9.57B
$11.6M 0.01%
174,538
+13,646
+8% +$993K
HHH icon
1256
Howard Hughes
HHH
$3.89B
$11.6M 0.01%
138,069
+4,294
+3% +$371K
RUN icon
1257
Sunrun
RUN
$2.49B
$11.5M 0.01%
261,872
+27,545
+12% +$1.31M
AVT icon
1258
Avnet
AVT
$7.29B
$11.5M 0.01%
311,328
-527,318
-63% -$20.8M
COR
1259
DELISTED
Coresite Realty Corporation
COR
$11.5M 0.01%
83,002
+3,866
+5% +$552K
AIT icon
1260
Applied Industrial Technologies
AIT
$13B
$11.5M 0.01%
127,521
-184
-0.1% -$16.2K
RBC icon
1261
RBC Bearings
RBC
$18.1B
$11.5M 0.01%
54,117
+305
+0.6% +$66.2K
DAN icon
1262
Dana Inc
DAN
$2.97B
$11.5M 0.01%
515,268
-22,249
-4% -$511K
BGC icon
1263
BGC Group
BGC
$5.38B
$11.4M 0.01%
2,193,278
-46,854
-2% -$249K
DDS icon
1264
Dillards
DDS
$9.57B
$11.4M 0.01%
66,235
-172,156
-72% -$32.8M
RPRX icon
1265
Royalty Pharma
RPRX
$25.3B
$11.4M 0.01%
315,648
+76,131
+32% +$2.96M
INOV
1266
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
$11.4M 0.01%
283,041
-60,265
-18% -$2.28M
SHOO icon
1267
Steven Madden
SHOO
$3.49B
$11.4M 0.01%
283,303
+4,318
+2% +$178K
HALO icon
1268
Halozyme
HALO
$9.76B
$11.4M 0.01%
279,325
+3,752
+1% +$157K
CVE icon
1269
Cenovus Energy
CVE
$54.5B
$11.4M 0.01%
1,128,994
+72,211
+7% +$617K
SYNA icon
1270
Synaptics
SYNA
$4.13B
$11.3M 0.01%
62,864
-13,723
-18% -$2.31M
FOXF icon
1271
Fox Factory Holding Corp
FOXF
$785M
$11.3M 0.01%
77,970
-480
-0.6% -$73.7K
NSA
1272
DELISTED
National Storage Affiliates Trust
NSA
$11.2M 0.01%
213,094
+68,055
+47% +$3.75M
ABCB icon
1273
Ameris Bancorp
ABCB
$5.92B
$11.2M 0.01%
216,506
-4,171
-2% -$203K
ST icon
1274
Sensata Technologies
ST
$6.81B
$11.2M 0.01%
204,339
+10,607
+5% +$610K
SANM icon
1275
Sanmina
SANM
$10.4B
$11.2M 0.01%
289,839
-6,445
-2% -$247K
49 50
51
52 53

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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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ACI
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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.