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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
RMBS icon
1651
Rambus
RMBS
$10.9B
$6.53M ﹤0.01%
293,983
-101,424
-26% -$2.39M
NKTR icon
1652
Nektar Therapeutics
NKTR
$2.46B
$6.51M ﹤0.01%
24,182
+6,639
+38% +$1.6M
CENX icon
1653
Century Aluminum
CENX
$4.66B
$6.5M ﹤0.01%
483,667
+40,334
+9% +$507K
DEA
1654
Easterly Government Properties
DEA
$1.18B
$6.5M ﹤0.01%
125,860
+4,043
+3% +$218K
UMBF icon
1655
UMB Financial
UMBF
$11.3B
$6.49M ﹤0.01%
67,152
-9,024
-12% -$823K
CRNC icon
1656
Cerence
CRNC
$424M
$6.49M ﹤0.01%
67,470
+2,224
+3% +$243K
SNBR
1657
DELISTED
Sleep Number
SNBR
$6.47M ﹤0.01%
69,208
-2,816
-4% -$279K
XLK icon
1658
State Street Technology Select Sector SPDR ETF
XLK
$123B
$6.46M ﹤0.01%
86,594
+188
+0.2% +$14.5K
EFA icon
1659
iShares MSCI EAFE ETF
EFA
$79.3B
$6.46M ﹤0.01%
82,833
+7,799
+10% +$624K
SAGE
1660
DELISTED
Sage Therapeutics
SAGE
$6.46M ﹤0.01%
145,826
-33,293
-19% -$1.53M
SPGM icon
1661
State Street SPDR Portfolio MSCI Global Stock Market ETF
SPGM
$1.77B
$6.46M ﹤0.01%
117,938
-4,364
-4% -$245K
BEKE icon
1662
KE Holdings
BEKE
$18.9B
$6.38M ﹤0.01%
349,427
+238,367
+215% +$5.81M
IRBT
1663
DELISTED
iRobot
IRBT
$6.38M ﹤0.01%
81,287
-4,857
-6% -$414K
KL
1664
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
$6.38M ﹤0.01%
153,393
+9,000
+6% +$366K
FULT icon
1665
Fulton Financial
FULT
$4.76B
$6.37M ﹤0.01%
416,925
-43,221
-9% -$669K
SXT icon
1666
Sensient Technologies
SXT
$5.41B
$6.35M ﹤0.01%
69,704
-124,405
-64% -$10.9M
CIVI
1667
DELISTED
Civitas Resources
CIVI
$6.34M ﹤0.01%
132,459
+25,317
+24% +$1.04M
TV icon
1668
Televisa
TV
$1.45B
$6.34M ﹤0.01%
577,278
-88,296
-13% -$1.14M
BPMC
1669
DELISTED
Blueprint Medicines
BPMC
$6.32M ﹤0.01%
61,509
+3,025
+5% +$282K
MODV
1670
DELISTED
ModivCare
MODV
$6.32M ﹤0.01%
34,802
+1,889
+6% +$336K
MZTI
1671
The Marzetti Company
MZTI
$3.02B
$6.31M ﹤0.01%
37,385
-2,277
-6% -$421K
APLE icon
1672
Apple Hospitality REIT
APLE
$3.91B
$6.31M ﹤0.01%
401,137
-60,055
-13% -$900K
HA
1673
DELISTED
Hawaiian Holdings, Inc.
HA
$6.29M ﹤0.01%
290,320
+20,184
+7% +$413K
KNSL icon
1674
Kinsale Capital Group
KNSL
$8.26B
$6.28M ﹤0.01%
38,816
+1,844
+5% +$320K
MTRN icon
1675
Materion
MTRN
$4.72B
$6.25M ﹤0.01%
91,059
+729
+0.8% +$52.2K
65 66
67
68 69

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MCM
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PSUF
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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.