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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
REX icon
2101
REX American Resources
REX
$1.46B
$3.38M ﹤0.01%
254,094
-11,844
-4% -$160K
FARO
2102
DELISTED
Faro Technologies
FARO
$3.38M ﹤0.01%
51,356
-324
-0.6% -$22.8K
COHU icon
2103
Cohu
COHU
$2.5B
$3.37M ﹤0.01%
105,489
+2,543
+2% +$86.5K
HCM icon
2104
HUTCHMED
HCM
$2.01B
$3.36M ﹤0.01%
91,896
+5,678
+7% +$223K
ATEX icon
2105
Anterix
ATEX
$2.07B
$3.36M ﹤0.01%
55,391
+24,336
+78% +$1.43M
QNST icon
2106
QuinStreet
QNST
$898M
$3.35M ﹤0.01%
190,740
+17,513
+10% +$315K
ASTH icon
2107
Astrana Health
ASTH
$1.77B
$3.35M ﹤0.01%
36,779
+24,663
+204% +$2.1M
CHCO icon
2108
City Holding Co
CHCO
$2.06B
$3.35M ﹤0.01%
42,963
+612
+1% +$46.5K
RGNX icon
2109
Regenxbio
RGNX
$659M
$3.35M ﹤0.01%
79,825
+6,307
+9% +$227K
GCP
2110
DELISTED
GCP Applied Technologies Inc.
GCP
$3.34M ﹤0.01%
152,450
+34,363
+29% +$797K
TFIN icon
2111
Triumph Financial Inc
TFIN
$1.91B
$3.34M ﹤0.01%
33,338
-1,275
-4% -$102K
AFRM icon
2112
Affirm
AFRM
$26.2B
$3.34M ﹤0.01%
28,011
+11,818
+73% +$944K
TCBK icon
2113
TriCo Bancshares
TCBK
$1.87B
$3.34M ﹤0.01%
76,886
-2,090
-3% -$84.6K
EPAC icon
2114
Enerpac Tool Group
EPAC
$1.9B
$3.32M ﹤0.01%
160,332
+14,977
+10% +$373K
FORR icon
2115
Forrester Research
FORR
$228M
$3.32M ﹤0.01%
67,435
+2,270
+3% +$106K
MCBC
2116
DELISTED
Macatawa Bank Corp
MCBC
$3.32M ﹤0.01%
412,930
+15,097
+4% +$123K
DSGX icon
2117
Descartes Systems
DSGX
$6.63B
$3.31M ﹤0.01%
40,683
+8,350
+26% +$632K
TASK icon
2118
TaskUs
TASK
$599M
$3.3M ﹤0.01%
+49,760
New +$2.36M
CDE icon
2119
Coeur Mining
CDE
$16.7B
$3.3M ﹤0.01%
534,698
-28,882
-5% -$205K
LKFN icon
2120
Lakeland Financial Corp
LKFN
$1.58B
$3.3M ﹤0.01%
46,297
+12,258
+36% +$797K
TREE icon
2121
LendingTree
TREE
$474M
$3.3M ﹤0.01%
23,588
-1,094
-4% -$192K
STR
2122
DELISTED
Sitio Royalties
STR
$3.29M ﹤0.01%
175,210
+8,790
+5% +$164K
BCRX icon
2123
BioCryst Pharmaceuticals
BCRX
$2.29B
$3.29M ﹤0.01%
229,056
+9,042
+4% +$143K
AHRT
2124
AH Realty Trust
AHRT
$539M
$3.28M ﹤0.01%
245,225
+16,833
+7% +$223K
VRE
2125
DELISTED
Veris Residential
VRE
$3.27M ﹤0.01%
190,921
+36,461
+24% +$635K
83 84
85
86 87

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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.