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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
VIRT icon
1801
Virtu Financial
VIRT
$5.03B
$5.23M ﹤0.01%
214,250
-51,015
-19% -$1.3M
WSBC icon
1802
WesBanco
WSBC
$4.06B
$5.23M ﹤0.01%
153,490
+18,232
+13% +$604K
BSBR icon
1803
Santander
BSBR
$42.5B
$5.2M ﹤0.01%
830,408
-7,932
-0.9% -$57.1K
HGV icon
1804
Hilton Grand Vacations
HGV
$3.59B
$5.2M ﹤0.01%
109,270
-21,279
-16% -$901K
SPTN
1805
DELISTED
SpartanNash
SPTN
$5.19M ﹤0.01%
237,140
-3,010
-1% -$60.5K
WNS
1806
DELISTED
WNS Holdings
WNS
$5.19M ﹤0.01%
63,402
-1,243
-2% -$102K
PLAY icon
1807
Dave & Buster's
PLAY
$369M
$5.16M ﹤0.01%
134,596
-19,993
-13% -$723K
WSFS icon
1808
WSFS Financial
WSFS
$4.21B
$5.15M ﹤0.01%
100,365
+9,441
+10% +$425K
IJH icon
1809
iShares Core S&P Mid-Cap ETF
IJH
$126B
$5.13M ﹤0.01%
97,550
-10
-0% -$538
FATE icon
1810
Fate Therapeutics
FATE
$300M
$5.13M ﹤0.01%
86,488
-4,199
-5% -$329K
CSOD
1811
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$5.12M ﹤0.01%
89,493
-51,534
-37% -$2.8M
CODX
1812
Co-Diagnostics
CODX
$5.56M
$5.12M ﹤0.01%
17,547
+1,220
+7% +$356K
RAMP icon
1813
LiveRamp
RAMP
$2.3B
$5.11M ﹤0.01%
108,115
+18,306
+20% +$826K
JBGS
1814
JBG SMITH
JBGS
$698M
$5.1M ﹤0.01%
172,272
-12,440
-7% -$384K
LZB icon
1815
La-Z-Boy
LZB
$1.67B
$5.09M ﹤0.01%
157,819
-18,755
-11% -$646K
DFAU icon
1816
Dimensional US Core Equity Market ETF
DFAU
$12.8B
$5.07M ﹤0.01%
+168,332
New +$5.2M
PRKS icon
1817
United Parks & Resorts
PRKS
$2.18B
$5.07M ﹤0.01%
91,578
-39,694
-30% -$2M
NVRI icon
1818
Enviri
NVRI
$671M
$5.05M ﹤0.01%
298,239
-10,777
-3% -$199K
CNX icon
1819
CNX Resources
CNX
$5.27B
$5.04M ﹤0.01%
399,782
-46,431
-10% -$562K
CPS icon
1820
Cooper-Standard Automotive
CPS
$546M
$5.04M ﹤0.01%
230,209
+27,095
+13% +$651K
FIX icon
1821
Comfort Systems
FIX
$62.5B
$5.03M ﹤0.01%
70,568
-5,721
-7% -$426K
MDRX
1822
DELISTED
Veradigm Inc. Common Stock
MDRX
$5.03M ﹤0.01%
375,853
-97,773
-21% -$1.58M
CRTO icon
1823
Criteo S.A. Ordinary Shares
CRTO
$1.13B
$5.02M ﹤0.01%
136,978
+4,962
+4% +$191K
XHR
1824
Xenia Hotels & Resorts
XHR
$1.89B
$5M ﹤0.01%
282,088
-90,167
-24% -$1.58M
DAVA icon
1825
Endava
DAVA
$163M
$5M ﹤0.01%
36,790
+2,121
+6% +$274K
71 72
73
74 75

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MCM
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PSUF
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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.