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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
MSD
1626
Morgan Stanley Emerging Markets Debt Fund
MSD
$147M
$6.79M ﹤0.01%
745,254
-63,619
-8% -$602K
LGF.B
1627
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
$6.78M ﹤0.01%
521,718
+28,945
+6% +$381K
CNS icon
1628
Cohen & Steers
CNS
$4.32B
$6.78M ﹤0.01%
80,947
+566
+0.7% +$48K
OPRX icon
1629
OptimizeRx
OPRX
$129M
$6.78M ﹤0.01%
79,190
+35,343
+81% +$2.22M
CDP icon
1630
COPT Defense Properties
CDP
$4.29B
$6.74M ﹤0.01%
249,807
-16,471
-6% -$469K
KRNT icon
1631
Kornit Digital
KRNT
$787M
$6.71M ﹤0.01%
46,361
+209
+0.5% +$27.6K
FSS icon
1632
Federal Signal
FSS
$8.09B
$6.69M ﹤0.01%
173,248
+10,740
+7% +$422K
MATW icon
1633
Matthews International
MATW
$880M
$6.68M ﹤0.01%
192,586
+87,910
+84% +$3.02M
CXP
1634
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
$6.68M ﹤0.01%
351,004
-31,784
-8% -$553K
CMRE icon
1635
Costamare
CMRE
$1.84B
$6.67M ﹤0.01%
430,619
-22,269
-5% -$287K
IBTX
1636
DELISTED
Independent Bank Group, Inc.
IBTX
$6.65M ﹤0.01%
93,606
+883
+1% +$61.5K
TWOU
1637
DELISTED
2U Inc
TWOU
$6.64M ﹤0.01%
6,595
-522
-7% -$612K
ITRI icon
1638
Itron
ITRI
$4.65B
$6.63M ﹤0.01%
87,710
-14,925
-15% -$1.28M
CUBI icon
1639
Customers Bancorp
CUBI
$2.83B
$6.62M ﹤0.01%
153,958
-22,292
-13% -$868K
NOMD icon
1640
Nomad Foods
NOMD
$1.66B
$6.62M ﹤0.01%
240,307
+27,962
+13% +$759K
VMI icon
1641
Valmont Industries
VMI
$9.72B
$6.62M ﹤0.01%
28,152
-3,394
-11% -$807K
MEI icon
1642
Methode Electronics
MEI
$536M
$6.6M ﹤0.01%
157,017
+1,886
+1% +$86.5K
PPT
1643
Franklin Premier Income Trust
PPT
$328M
$6.6M ﹤0.01%
1,444,413
+50,637
+4% +$233K
WSR
1644
DELISTED
Whitestone REIT
WSR
$6.6M ﹤0.01%
674,764
+164,257
+32% +$1.51M
UNIT
1645
Uniti Group
UNIT
$2.44B
$6.59M ﹤0.01%
532,676
-80,213
-13% -$978K
CSGS
1646
DELISTED
CSG Systems International
CSGS
$6.59M ﹤0.01%
136,678
+24,886
+22% +$1.16M
SITM icon
1647
SiTime
SITM
$17.5B
$6.58M ﹤0.01%
32,211
+19,809
+160% +$3.53M
GPRE icon
1648
Green Plains
GPRE
$1.19B
$6.58M ﹤0.01%
201,401
+97,822
+94% +$3.36M
UPST icon
1649
Upstart Holdings
UPST
$2.9B
$6.57M ﹤0.01%
20,746
+16,664
+408% +$3.29M
ROCC
1650
DELISTED
Ranger Oil Corporation Class A Common Stock
ROCC
$6.55M ﹤0.01%
245,512
+82,801
+51% +$1.63M
64 65
66
67 68

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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.