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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
PD icon
1776
PagerDuty
PD
$856M
$5.34M ﹤0.01%
128,827
+1,116
+0.9% +$47.3K
PBF icon
1777
PBF Energy
PBF
$8.05B
$5.33M ﹤0.01%
411,032
+100,279
+32% +$1.04M
RUSHA icon
1778
Rush Enterprises Class A
RUSHA
$6.43B
$5.33M ﹤0.01%
176,955
-2,059
-1% -$60.9K
UNVR
1779
DELISTED
Univar Solutions Inc.
UNVR
$5.32M ﹤0.01%
223,305
-31,423
-12% -$742K
GEO icon
1780
The GEO Group
GEO
$4.18B
$5.31M ﹤0.01%
711,376
+141,768
+25% +$1.04M
SASR
1781
DELISTED
Sandy Spring Bancorp Inc
SASR
$5.31M ﹤0.01%
115,880
+13,981
+14% +$599K
BRC icon
1782
Brady Corp
BRC
$4.52B
$5.31M ﹤0.01%
104,658
-23,148
-18% -$1.22M
BTG icon
1783
B2Gold
BTG
$5.18B
$5.31M ﹤0.01%
1,551,330
+320,091
+26% +$1.24M
RYN icon
1784
Rayonier
RYN
$6.48B
$5.3M ﹤0.01%
163,804
-47,741
-23% -$1.6M
CCU icon
1785
Compañía de Cervecerías Unidas
CCU
$2.12B
$5.3M ﹤0.01%
306,574
+4,476
+1% +$89K
CTRE icon
1786
CareTrust REIT
CTRE
$9.74B
$5.29M ﹤0.01%
260,422
+25,395
+11% +$573K
VISN
1787
Vistance Networks Inc
VISN
$2.72B
$5.29M ﹤0.01%
389,059
-76,785
-16% -$1.32M
AJRD
1788
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$5.28M ﹤0.01%
121,306
-11,382
-9% -$508K
UE icon
1789
Urban Edge Properties
UE
$2.85B
$5.28M ﹤0.01%
288,135
-66
-0% -$1.23K
UMH
1790
UMH Properties
UMH
$1.3B
$5.27M ﹤0.01%
230,022
+40,650
+21% +$948K
AAN
1791
DELISTED
The Aaron's Company Inc
AAN
$5.26M ﹤0.01%
190,962
-458
-0.2% -$12.9K
CHCT
1792
Community Healthcare Trust
CHCT
$506M
$5.25M ﹤0.01%
116,277
+11,105
+11% +$538K
RETA
1793
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
$5.25M ﹤0.01%
52,188
-9,294
-15% -$1.09M
SMPL icon
1794
Simply Good Foods
SMPL
$1B
$5.25M ﹤0.01%
152,205
+11,009
+8% +$396K
SMAR
1795
DELISTED
Smartsheet Inc.
SMAR
$5.25M ﹤0.01%
76,255
-21,130
-22% -$1.55M
LBAI
1796
DELISTED
Lakeland Bancorp Inc
LBAI
$5.25M ﹤0.01%
297,691
+44,546
+18% +$740K
IDCC icon
1797
InterDigital
IDCC
$7.98B
$5.24M ﹤0.01%
77,312
-3,261
-4% -$226K
NSP icon
1798
Insperity
NSP
$2.05B
$5.24M ﹤0.01%
47,338
+1,774
+4% +$182K
RPT
1799
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$5.24M ﹤0.01%
410,280
+62,468
+18% +$796K
NWN icon
1800
Northwest Natural Holdings
NWN
$2.06B
$5.23M ﹤0.01%
113,804
-18,015
-14% -$921K
70 71
72
73 74

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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.