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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
BANF icon
1826
BancFirst
BANF
$3.85B
$4.99M ﹤0.01%
83,001
+12,907
+18% +$738K
SCHL icon
1827
Scholastic
SCHL
$821M
$4.98M ﹤0.01%
139,778
-7,017
-5% -$240K
CDNA icon
1828
CareDx
CDNA
$2.44B
$4.98M ﹤0.01%
78,556
+8,973
+13% +$683K
OSIS icon
1829
OSI Systems
OSIS
$3.9B
$4.96M ﹤0.01%
52,355
+6,865
+15% +$669K
CORT icon
1830
Corcept Therapeutics
CORT
$11.9B
$4.96M ﹤0.01%
252,012
+31,166
+14% +$652K
MHO icon
1831
M/I Homes
MHO
$3.8B
$4.96M ﹤0.01%
85,814
-23,687
-22% -$1.45M
CALM icon
1832
Cal-Maine
CALM
$3.98B
$4.95M ﹤0.01%
136,758
+21,677
+19% +$773K
CPLG
1833
DELISTED
CorePoint Lodging Inc. Common Stock
CPLG
$4.94M ﹤0.01%
318,841
+98,851
+45% +$1.36M
RWT
1834
Redwood Trust
RWT
$589M
$4.93M ﹤0.01%
382,827
+43,795
+13% +$536K
IHRT icon
1835
iHeartMedia
IHRT
$582M
$4.93M ﹤0.01%
197,096
+41,650
+27% +$1.03M
SKIN icon
1836
SkinHealth Systems
SKIN
$91.4M
$4.92M ﹤0.01%
189,609
+69,730
+58% +$1.53M
GDEN
1837
DELISTED
Golden Entertainment
GDEN
$4.92M ﹤0.01%
100,289
+26
+0% +$1.21K
HR
1838
DELISTED
Healthcare Realty Trust Incorporated
HR
$4.91M ﹤0.01%
164,980
-9,236
-5% -$283K
ARD
1839
DELISTED
Ardagh Group S.A. Class A Common Shares
ARD
$4.89M ﹤0.01%
192,027
-5,522
-3% -$139K
IVW icon
1840
iShares S&P 500 Growth ETF
IVW
$77.3B
$4.89M ﹤0.01%
66,113
+5,844
+10% +$445K
HAPN
1841
Happen Inc
HAPN
$2.41B
$4.88M ﹤0.01%
172,779
+148,654
+616% +$3.68M
IBKR icon
1842
Interactive Brokers
IBKR
$39.5B
$4.87M ﹤0.01%
312,648
+16,184
+5% +$255K
DOMO icon
1843
Domo
DOMO
$181M
$4.87M ﹤0.01%
57,623
-17,575
-23% -$1.5M
MRTN icon
1844
Marten Transport
MRTN
$1.22B
$4.86M ﹤0.01%
309,798
+62,073
+25% +$974K
CXSE icon
1845
WisdomTree Trust WisdomTree China ex-State-Owned Enterprises Fund
CXSE
$501M
$4.86M ﹤0.01%
90,940
+7,190
+9% +$413K
PGRE
1846
DELISTED
Paramount Group
PGRE
$4.84M ﹤0.01%
538,619
-106,483
-17% -$986K
MIC
1847
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$4.84M ﹤0.01%
119,261
-25,292
-17% -$999K
SBS icon
1848
Sabesp
SBS
$19.1B
$4.84M ﹤0.01%
3,522,513
-313,104
-8% -$416K
KELYA icon
1849
Kelly Services Class A
KELYA
$528M
$4.83M ﹤0.01%
255,989
-1,206
-0.5% -$25.3K
CLDT
1850
Chatham Lodging
CLDT
$629M
$4.82M ﹤0.01%
393,576
-3,878
-1% -$46.6K
72 73
74
75 76

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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.