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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
HLX icon
2426
Helix Energy Solutions
HLX
$1.41B
$2.07M ﹤0.01%
532,884
+182,300
+52% +$751K
AY
2427
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
$2.07M ﹤0.01%
59,894
+3,960
+7% +$150K
TLYS icon
2428
Tilly's
TLYS
$129M
$2.06M ﹤0.01%
147,424
+59,459
+68% +$903K
INVX
2429
Innovex International
INVX
$2.22B
$2.06M ﹤0.01%
81,742
-32,898
-29% -$874K
YPF icon
2430
YPF
YPF
$19.5B
$2.05M ﹤0.01%
439,491
+6,226
+1% +$29.1K
GRPN icon
2431
Groupon
GRPN
$1.05B
$2.04M ﹤0.01%
89,443
+30,544
+52% +$903K
PLTK icon
2432
Playtika
PLTK
$1.54B
$2.04M ﹤0.01%
73,836
+63,230
+596% +$1.57M
CNSL
2433
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
$2.03M ﹤0.01%
220,466
+13,413
+6% +$119K
EDU icon
2434
New Oriental
EDU
$8.93B
$2.02M ﹤0.01%
98,780
-41,010
-29% -$1.3M
RES icon
2435
RPC Inc
RES
$1.31B
$2.02M ﹤0.01%
416,740
+76,255
+22% +$319K
MBIN icon
2436
Merchants Bancorp
MBIN
$2.56B
$2.02M ﹤0.01%
76,875
-38,270
-33% -$952K
IVVD icon
2437
Invivyd
IVVD
$167M
$2.02M ﹤0.01%
+47,823
New +$1.77M
MGI
2438
DELISTED
MoneyGram International, Inc. New
MGI
$2.02M ﹤0.01%
251,266
+195,798
+353% +$1.87M
TVTY
2439
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$2.01M ﹤0.01%
87,266
-19,347
-18% -$459K
ESGR
2440
DELISTED
Enstar Group
ESGR
$2.01M ﹤0.01%
8,558
-189
-2% -$46.1K
HPF
2441
John Hancock Preferred Income Fund II
HPF
$344M
$2.01M ﹤0.01%
92,467
-23,027
-20% -$507K
TPTX
2442
DELISTED
Turning Point Therapeutics, Inc. Common Stock
TPTX
$2.01M ﹤0.01%
30,214
+9,459
+46% +$674K
NG icon
2443
NovaGold Resources
NG
$2.77B
$2M ﹤0.01%
290,987
+35,673
+14% +$264K
IDT icon
2444
IDT Corp
IDT
$1.67B
$2M ﹤0.01%
47,643
+758
+2% +$35.4K
VTLE
2445
DELISTED
Vital Energy
VTLE
$1.99M ﹤0.01%
24,506
+4,959
+25% +$303K
NVTA
2446
DELISTED
Invitae Corporation
NVTA
$1.99M ﹤0.01%
69,826
+6,307
+10% +$185K
IVE icon
2447
iShares S&P 500 Value ETF
IVE
$49.8B
$1.98M ﹤0.01%
13,631
-934
-6% -$139K
JKS
2448
JinkoSolar
JKS
$836M
$1.98M ﹤0.01%
43,269
+3,843
+10% +$194K
LRN icon
2449
Stride
LRN
$3.43B
$1.98M ﹤0.01%
55,020
+1,890
+4% +$62K
FIBK icon
2450
First Interstate BancSystem
FIBK
$3.72B
$1.98M ﹤0.01%
49,075
-1,805
-4% -$76.5K
96 97
98
99 100

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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.