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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
ORAN
1051
DELISTED
Orange
ORAN
$15.8M 0.01%
1,458,930
-54,341
-4% -$611K
LSI
1052
DELISTED
Life Storage, Inc.
LSI
$15.8M 0.01%
137,679
-12,680
-8% -$1.51M
DKNG icon
1053
DraftKings
DKNG
$11.7B
$15.8M 0.01%
327,940
+63,533
+24% +$3.37M
DIOD icon
1054
Diodes
DIOD
$3.77B
$15.8M 0.01%
173,887
+18,925
+12% +$1.65M
GDOT icon
1055
Green Dot
GDOT
$754M
$15.7M 0.01%
311,836
+171,165
+122% +$8.23M
AIRC
1056
DELISTED
Apartment Income REIT Corp.
AIRC
$15.6M 0.01%
320,461
+10,724
+3% +$542K
SRPT icon
1057
Sarepta Therapeutics
SRPT
$1.68B
$15.6M 0.01%
169,113
-5,861
-3% -$451K
UAA icon
1058
Under Armour
UAA
$2.89B
$15.6M 0.01%
775,036
+57,832
+8% +$1.28M
SIG icon
1059
Signet Jewelers
SIG
$3.69B
$15.6M 0.01%
197,934
-183,133
-48% -$13.5M
LBTYK icon
1060
Liberty Global Class C
LBTYK
$3.63B
$15.6M 0.01%
529,994
-597,003
-53% -$16.6M
LSCC icon
1061
Lattice Semiconductor
LSCC
$18B
$15.6M 0.01%
241,317
+30,905
+15% +$1.83M
BLMN icon
1062
Bloomin' Brands
BLMN
$774M
$15.6M 0.01%
622,285
+103,629
+20% +$2.68M
VER
1063
DELISTED
VEREIT, Inc.
VER
$15.5M 0.01%
342,495
-225,276
-40% -$10.9M
BRX icon
1064
Brixmor Property Group
BRX
$9.68B
$15.5M 0.01%
700,578
+54,116
+8% +$1.24M
SIGI icon
1065
Selective Insurance
SIGI
$5.69B
$15.5M 0.01%
205,059
-67
-0% -$5.39K
UHAL icon
1066
U-Haul Holding Co
UHAL
$14B
$15.4M 0.01%
238,880
+12,860
+6% +$806K
TWO
1067
Two Harbors Investment
TWO
$1.27B
$15.4M 0.01%
608,426
-22,910
-4% -$601K
BRKR icon
1068
Bruker
BRKR
$9.79B
$15.4M 0.01%
197,124
+6,445
+3% +$536K
HLI icon
1069
Houlihan Lokey
HLI
$8.77B
$15.4M 0.01%
166,892
-3,630
-2% -$318K
SPEM icon
1070
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$17.3B
$15.3M 0.01%
360,832
-162,960
-31% -$7.07M
PSO icon
1071
Pearson
PSO
$10.1B
$15.3M 0.01%
1,580,798
-58,932
-4% -$639K
NATI
1072
DELISTED
National Instruments Corp
NATI
$15.3M 0.01%
389,602
+39,089
+11% +$1.64M
ASB icon
1073
Associated Banc-Corp
ASB
$5.93B
$15.3M 0.01%
712,883
-32,356
-4% -$657K
MKSI icon
1074
MKS Inc
MKSI
$20.9B
$15.3M 0.01%
101,149
+2,852
+3% +$438K
AMC icon
1075
AMC Entertainment Holdings
AMC
$2.54B
$15.2M 0.01%
40,002
+8,606
+27% +$3.47M
41 42
43
44 45

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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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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.