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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
FRME icon
1451
First Merchants
FRME
$2.76B
$8.83M 0.01%
210,985
+9,183
+5% +$373K
TBI
1452
Trueblue
TBI
$231M
$8.82M 0.01%
325,809
+1,295
+0.4% +$34.6K
BVN icon
1453
Compañía de Minas Buenaventura
BVN
$8.09B
$8.81M 0.01%
1,303,017
+227,742
+21% +$1.76M
COIN icon
1454
Coinbase
COIN
$40B
$8.81M 0.01%
38,722
-6,301
-14% -$1.55M
BUSE icon
1455
First Busey Corp
BUSE
$2.62B
$8.79M 0.01%
356,738
-67,020
-16% -$1.58M
MRTX
1456
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
$8.77M 0.01%
49,582
+21,063
+74% +$3.39M
MDY icon
1457
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27.1B
$8.76M 0.01%
18,208
-2,103
-10% -$1.03M
RDN icon
1458
Radian Group
RDN
$5.28B
$8.75M 0.01%
385,233
-19,788
-5% -$449K
SRC
1459
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$8.75M 0.01%
190,022
-21,948
-10% -$1.09M
DSU icon
1460
BlackRock Debt Strategies Fund
DSU
$595M
$8.74M 0.01%
757,450
-58,296
-7% -$663K
LPSN icon
1461
LivePerson
LPSN
$27.6M
$8.7M ﹤0.01%
9,834
+652
+7% +$615K
FBC
1462
DELISTED
Flagstar Bancorp, Inc. New
FBC
$8.7M ﹤0.01%
171,225
-11,263
-6% -$532K
ESRT icon
1463
Empire State Realty Trust
ESRT
$848M
$8.68M ﹤0.01%
865,049
-148,164
-15% -$1.6M
ABEV icon
1464
Ambev
ABEV
$47.3B
$8.66M ﹤0.01%
3,139,577
+163,363
+5% +$517K
AAT
1465
American Assets Trust
AAT
$1.43B
$8.65M ﹤0.01%
231,092
+33,724
+17% +$1.28M
FRPT icon
1466
Freshpet
FRPT
$3.05B
$8.64M ﹤0.01%
60,579
-12,053
-17% -$1.72M
VSTO
1467
DELISTED
Vista Outdoor Inc.
VSTO
$8.6M ﹤0.01%
213,213
-8,359
-4% -$344K
NTCO
1468
DELISTED
Natura &Co Holding S.A. American Depositary Shares (each representing two Common Shares)
NTCO
$8.55M ﹤0.01%
513,479
+20,918
+4% +$428K
SBH icon
1469
Sally Beauty Holdings
SBH
$1.58B
$8.54M ﹤0.01%
506,513
-51,466
-9% -$980K
SWCH
1470
DELISTED
Switch, Inc. Class A Common Stock
SWCH
$8.53M ﹤0.01%
336,097
+36,847
+12% +$864K
ALRM icon
1471
Alarm.com
ALRM
$2.74B
$8.48M ﹤0.01%
108,498
+13,763
+15% +$1.14M
BCAT icon
1472
BlackRock Capital Allocation Term Trust
BCAT
$1.67B
$8.48M ﹤0.01%
+419,827
New +$9.07M
SNX icon
1473
TD Synnex
SNX
$21.4B
$8.46M ﹤0.01%
81,260
-19,096
-19% -$2.28M
PFGC icon
1474
Performance Food Group
PFGC
$17.8B
$8.39M ﹤0.01%
180,606
+68,944
+62% +$3.17M
HIW icon
1475
Highwoods Properties
HIW
$3.65B
$8.39M ﹤0.01%
191,236
+1,890
+1% +$86.5K
57 58
59
60 61

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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.