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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
TRMK icon
2001
Trustmark
TRMK
$2.82B
$3.92M ﹤0.01%
121,533
+42,863
+54% +$1.32M
PPTY
2002
US Diversified Real Estate ETF
PPTY
$25.8M
$3.91M ﹤0.01%
111,509
-17,053
-13% -$611K
ADNT icon
2003
Adient
ADNT
$1.61B
$3.91M ﹤0.01%
94,377
-419,310
-82% -$16.7M
EPD icon
2004
Enterprise Products Partners
EPD
$81.2B
$3.91M ﹤0.01%
180,663
-11,347
-6% -$258K
ADEA icon
2005
Adeia
ADEA
$3.36B
$3.91M ﹤0.01%
784,153
-19,713
-2% -$106K
IVR icon
2006
Invesco Mortgage Capital
IVR
$759M
$3.89M ﹤0.01%
123,474
+3,595
+3% +$117K
EIM
2007
Eaton Vance Municipal Bond Fund
EIM
$493M
$3.88M ﹤0.01%
290,108
-420,082
-59% -$5.79M
OEC icon
2008
Orion
OEC
$363M
$3.88M ﹤0.01%
212,691
-7,634
-3% -$137K
ATEN icon
2009
A10 Networks
ATEN
$2.2B
$3.87M ﹤0.01%
287,097
+113,161
+65% +$1.47M
AR icon
2010
Antero Resources
AR
$10.7B
$3.87M ﹤0.01%
205,560
-208,356
-50% -$3.04M
FLGT icon
2011
Fulgent Genetics
FLGT
$527M
$3.87M ﹤0.01%
42,992
+16,119
+60% +$1.47M
ENVA icon
2012
Enova International
ENVA
$6.54B
$3.86M ﹤0.01%
111,833
+13,955
+14% +$455K
PBR.A icon
2013
Petrobras Class A
PBR.A
$106B
$3.86M ﹤0.01%
386,406
+16,763
+5% +$173K
PDM
2014
Piedmont Realty Trust
PDM
$1.19B
$3.86M ﹤0.01%
221,333
+2,689
+1% +$49K
FCBC icon
2015
First Community Bankshares
FCBC
$912M
$3.84M ﹤0.01%
121,178
+1,216
+1% +$36.7K
NBR icon
2016
Nabors Industries
NBR
$1.18B
$3.84M ﹤0.01%
39,767
-140,943
-78% -$12.3M
NTUS
2017
DELISTED
Natus Medical Inc
NTUS
$3.83M ﹤0.01%
152,897
+14,242
+10% +$363K
HTGC icon
2018
Hercules Capital
HTGC
$3.11B
$3.83M ﹤0.01%
230,283
-3,183
-1% -$54.1K
MCY icon
2019
Mercury Insurance
MCY
$6.07B
$3.82M ﹤0.01%
68,663
-19,429
-22% -$1.16M
YELP icon
2020
Yelp
YELP
$1.43B
$3.81M ﹤0.01%
102,436
+4,653
+5% +$176K
ALG icon
2021
Alamo Group
ALG
$2.03B
$3.81M ﹤0.01%
27,271
+3,798
+16% +$559K
CHWY icon
2022
Chewy
CHWY
$9.73B
$3.81M ﹤0.01%
55,865
+7,220
+15% +$598K
EYE icon
2023
National Vision
EYE
$1.85B
$3.8M ﹤0.01%
66,950
+30,429
+83% +$1.68M
FTI icon
2024
TechnipFMC
FTI
$27.2B
$3.8M ﹤0.01%
504,698
-509,050
-50% -$3.66M
SCSC icon
2025
Scansource
SCSC
$1.18B
$3.79M ﹤0.01%
109,082
+47,994
+79% +$1.47M
79 80
81
82 83

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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.