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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
ANF icon
1526
Abercrombie & Fitch
ANF
$4.9B
$7.78M ﹤0.01%
206,802
-323,133
-61% -$12.5M
IONS icon
1527
Ionis Pharmaceuticals
IONS
$9.15B
$7.76M ﹤0.01%
231,506
+11,294
+5% +$426K
EC icon
1528
Ecopetrol
EC
$33.5B
$7.76M ﹤0.01%
540,491
-155,588
-22% -$2.11M
MIME
1529
DELISTED
Mimecast Limited
MIME
$7.75M ﹤0.01%
121,844
+33,858
+38% +$2.07M
UA icon
1530
Under Armour Class C
UA
$2.86B
$7.72M ﹤0.01%
440,843
+4,129
+0.9% +$79.1K
RLI icon
1531
RLI Corp
RLI
$5.67B
$7.71M ﹤0.01%
153,856
+1,616
+1% +$86K
CCMP
1532
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$7.71M ﹤0.01%
62,596
+8,444
+16% +$1.13M
GFI icon
1533
Gold Fields
GFI
$30.5B
$7.7M ﹤0.01%
948,537
-236,778
-20% -$2.12M
PFS icon
1534
Provident Financial Services
PFS
$3.3B
$7.7M ﹤0.01%
328,181
+39,352
+14% +$869K
CRUS icon
1535
Cirrus Logic
CRUS
$6.74B
$7.68M ﹤0.01%
93,289
-12,859
-12% -$1.07M
CBU icon
1536
Community Bank
CBU
$3.51B
$7.67M ﹤0.01%
112,151
-8,698
-7% -$624K
DBRG icon
1537
DigitalBridge
DBRG
$2.93B
$7.67M ﹤0.01%
318,136
-94,715
-23% -$2.61M
PRG icon
1538
PROG Holdings
PRG
$1.83B
$7.65M ﹤0.01%
182,106
+80,803
+80% +$3.63M
TRTN
1539
DELISTED
Triton International Limited
TRTN
$7.63M ﹤0.01%
146,560
-3,684
-2% -$191K
ENR icon
1540
Energizer
ENR
$1.48B
$7.62M ﹤0.01%
195,177
+28,076
+17% +$1.13M
WEN icon
1541
Wendy's
WEN
$1.46B
$7.62M ﹤0.01%
351,258
+28,848
+9% +$658K
SABR icon
1542
Sabre
SABR
$838M
$7.6M ﹤0.01%
641,836
-121,368
-16% -$1.38M
NEU icon
1543
NewMarket
NEU
$8.18B
$7.57M ﹤0.01%
22,347
-19,190
-46% -$6.29M
GIII icon
1544
G-III Apparel Group
GIII
$1.54B
$7.55M ﹤0.01%
266,745
-15,098
-5% -$455K
KALU icon
1545
Kaiser Aluminum
KALU
$2.85B
$7.54M ﹤0.01%
69,177
-4,475
-6% -$533K
MSGS icon
1546
Madison Square Garden
MSGS
$9.51B
$7.51M ﹤0.01%
40,395
-208
-0.5% -$35.6K
RVNC
1547
DELISTED
Revance Therapeutics, Inc.
RVNC
$7.5M ﹤0.01%
269,068
+667
+0.2% +$19K
ESNT icon
1548
Essent Group
ESNT
$6.14B
$7.49M ﹤0.01%
170,203
-35,629
-17% -$1.62M
KRC icon
1549
Kilroy Realty
KRC
$4.58B
$7.49M ﹤0.01%
113,119
+8,946
+9% +$603K
HUBG icon
1550
HUB Group
HUBG
$2.92B
$7.47M ﹤0.01%
217,300
+5,610
+3% +$189K
60 61
62
63 64

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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.