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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
FCFS icon
1876
FirstCash
FCFS
$9.27B
$4.66M ﹤0.01%
53,198
-1,562
-3% -$129K
UBA
1877
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
$4.66M ﹤0.01%
245,904
-6,462
-3% -$123K
NXG
1878
NXG NextGen Infrastructure Income Fund
NXG
$331M
$4.65M ﹤0.01%
98,719
+46,543
+89% +$2.14M
RDUS
1879
DELISTED
Radius Recycling
RDUS
$4.65M ﹤0.01%
106,069
-27,409
-21% -$1.32M
AYX
1880
DELISTED
Alteryx Inc
AYX
$4.65M ﹤0.01%
63,572
-25,195
-28% -$1.9M
SUPN icon
1881
Supernus Pharmaceuticals
SUPN
$2.69B
$4.63M ﹤0.01%
173,557
+24,873
+17% +$668K
AAMI
1882
Acadian Asset Management
AAMI
$3.26B
$4.62M ﹤0.01%
176,833
-10,846
-6% -$279K
CTT
1883
DELISTED
CATCHMARK TIMBER TRUST, INC.
CTT
$4.62M ﹤0.01%
389,133
+8,634
+2% +$101K
VXF icon
1884
Vanguard Extended Market ETF
VXF
$31.4B
$4.62M ﹤0.01%
25,314
+700
+3% +$131K
INDB icon
1885
Independent Bank
INDB
$4.1B
$4.61M ﹤0.01%
60,543
-4,078
-6% -$299K
ACLS icon
1886
Axcelis
ACLS
$4.17B
$4.61M ﹤0.01%
98,006
+1,727
+2% +$75.1K
GNW icon
1887
Genworth Financial
GNW
$3.72B
$4.59M ﹤0.01%
1,225,238
-1,354,917
-53% -$4.83M
TNC icon
1888
Tennant Co
TNC
$1.51B
$4.59M ﹤0.01%
62,094
-6,069
-9% -$455K
APPN icon
1889
Appian
APPN
$2.12B
$4.59M ﹤0.01%
49,628
-6,449
-12% -$714K
TRUP icon
1890
Trupanion
TRUP
$1.07B
$4.59M ﹤0.01%
59,070
-10,832
-15% -$1.07M
HT
1891
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$4.58M ﹤0.01%
491,175
+7,877
+2% +$74.8K
CFFN icon
1892
Capitol Federal Financial
CFFN
$1.13B
$4.55M ﹤0.01%
396,345
+73,957
+23% +$835K
FOE
1893
DELISTED
Ferro Corporation
FOE
$4.55M ﹤0.01%
223,735
+26,925
+14% +$558K
TDS icon
1894
Telephone and Data Systems
TDS
$3.97B
$4.55M ﹤0.01%
233,259
-15,731
-6% -$326K
FUTU icon
1895
Futu Holdings
FUTU
$15.4B
$4.55M ﹤0.01%
49,967
+13,701
+38% +$1.51M
JOE icon
1896
St. Joe Company
JOE
$3.7B
$4.54M ﹤0.01%
107,940
-3,108
-3% -$137K
HTH icon
1897
Hilltop Holdings
HTH
$2.28B
$4.54M ﹤0.01%
138,985
-51,526
-27% -$1.71M
DCH
1898
Dauch Corp
DCH
$1.43B
$4.54M ﹤0.01%
515,086
-65,228
-11% -$598K
ABCM
1899
DELISTED
Abcam PLC
ABCM
$4.53M ﹤0.01%
223,574
+14,698
+7% +$292K
BGB
1900
Blackstone Strategic Credit 2027 Term Fund
BGB
$501M
$4.53M ﹤0.01%
327,129
-17,304
-5% -$240K
74 75
76
77 78

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AF
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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.