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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
MNR
2026
DELISTED
Monmouth Real Estate Investment Corp
MNR
$3.79M ﹤0.01%
202,994
-9,459
-4% -$179K
ABR icon
2027
Arbor Realty Trust
ABR
$965M
$3.78M ﹤0.01%
204,169
+28,891
+16% +$522K
GPMT
2028
Granite Point Mortgage Trust
GPMT
$71.9M
$3.78M ﹤0.01%
286,980
+10,462
+4% +$144K
CMP icon
2029
Compass Minerals
CMP
$1.26B
$3.78M ﹤0.01%
58,678
+1,079
+2% +$71K
SHO icon
2030
Sunstone Hotel Investors
SHO
$2.18B
$3.78M ﹤0.01%
316,505
-117,467
-27% -$1.37M
AMSF icon
2031
AMERISAFE
AMSF
$558M
$3.77M ﹤0.01%
67,153
+2,058
+3% +$117K
ECPG icon
2032
Encore Capital Group
ECPG
$1.99B
$3.77M ﹤0.01%
76,532
+7,808
+11% +$371K
NBTB icon
2033
NBT Bancorp
NBTB
$2.77B
$3.77M ﹤0.01%
104,314
+22,243
+27% +$781K
S icon
2034
SentinelOne
S
$7.2B
$3.76M ﹤0.01%
+70,170
New +$3.85M
GDYN icon
2035
Grid Dynamics Holdings
GDYN
$600M
$3.75M ﹤0.01%
+128,379
New +$3.14M
MLAB icon
2036
Mesa Laboratories
MLAB
$574M
$3.75M ﹤0.01%
12,402
+3,187
+35% +$906K
JOBS
2037
DELISTED
51job Inc
JOBS
$3.75M ﹤0.01%
53,878
+3,577
+7% +$263K
ACAD icon
2038
Acadia Pharmaceuticals
ACAD
$4.93B
$3.74M ﹤0.01%
225,320
-92,986
-29% -$1.79M
SAIL
2039
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
$3.74M ﹤0.01%
87,219
+10,864
+14% +$516K
MCRI icon
2040
Monarch Casino & Resort
MCRI
$2.18B
$3.73M ﹤0.01%
55,728
+26,080
+88% +$1.69M
PFSI icon
2041
PennyMac Financial
PFSI
$3.94B
$3.73M ﹤0.01%
61,062
+6,896
+13% +$438K
HFWA icon
2042
Heritage Financial
HFWA
$1.23B
$3.73M ﹤0.01%
146,354
+40,381
+38% +$981K
MPLX icon
2043
MPLX
MPLX
$60.2B
$3.73M ﹤0.01%
131,020
-15,526
-11% -$440K
UIS icon
2044
Unisys
UIS
$214M
$3.73M ﹤0.01%
148,203
+5,122
+4% +$121K
ACH
2045
DELISTED
Alum Corp of China Ltd
ACH
$3.73M ﹤0.01%
199,378
+49,098
+33% +$823K
RNST icon
2046
Renasant Corp
RNST
$4.03B
$3.72M ﹤0.01%
103,304
+4,659
+5% +$166K
EGRX
2047
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
$3.72M ﹤0.01%
66,690
+17,545
+36% +$863K
ECOL
2048
DELISTED
US Ecology, Inc.
ECOL
$3.72M ﹤0.01%
114,920
+23,022
+25% +$827K
HZO icon
2049
MarineMax
HZO
$793M
$3.71M ﹤0.01%
76,365
-5,987
-7% -$299K
PBI icon
2050
Pitney Bowes
PBI
$2.51B
$3.7M ﹤0.01%
513,781
-106,358
-17% -$833K
80 81
82
83 84

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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.