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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
CAI
2251
DELISTED
CAI International, Inc.
CAI
$2.68M ﹤0.01%
47,915
-14,319
-23% -$800K
GRC icon
2252
Gorman-Rupp
GRC
$2.26B
$2.68M ﹤0.01%
74,725
+29,683
+66% +$1.05M
UGP icon
2253
Ultrapar
UGP
$6.75B
$2.67M ﹤0.01%
990,264
+45,511
+5% +$144K
ATER icon
2254
Aterian
ATER
$5.49M
$2.67M ﹤0.01%
20,537
+18,908
+1,161% +$2.1M
ORGO icon
2255
Organogenesis Holdings
ORGO
$305M
$2.67M ﹤0.01%
187,411
-65,463
-26% -$1.02M
AXNX
2256
DELISTED
Axonics, Inc. Common Stock
AXNX
$2.67M ﹤0.01%
40,973
+20,723
+102% +$1.41M
DCPH
2257
DELISTED
Deciphera Pharmaceuticals, Inc. Common Stock
DCPH
$2.67M ﹤0.01%
78,486
+29,427
+60% +$939K
APEN
2258
DELISTED
Apollo Endosurgery, Inc.
APEN
$2.66M ﹤0.01%
293,914
-1,680
-0.6% -$14.4K
KTOS icon
2259
Kratos Defense & Security Solutions
KTOS
$9.73B
$2.66M ﹤0.01%
119,207
+19,497
+20% +$482K
NFBK
2260
DELISTED
Northfield Bancorp
NFBK
$2.66M ﹤0.01%
154,959
+29,674
+24% +$489K
MMP
2261
DELISTED
Magellan Midstream Partners, L.P.
MMP
$2.66M ﹤0.01%
58,319
-11,711
-17% -$557K
ECOM
2262
DELISTED
CHANNELADVISOR CORPORATION
ECOM
$2.65M ﹤0.01%
105,228
+179
+0.2% +$4.41K
AUDC icon
2263
AudioCodes
AUDC
$256M
$2.65M ﹤0.01%
81,548
+5,714
+8% +$185K
BAND
2264
Bandwidth Inc
BAND
$1.49B
$2.65M ﹤0.01%
29,394
+2,616
+10% +$302K
GOOD
2265
Gladstone Commercial Corp
GOOD
$608M
$2.65M ﹤0.01%
126,061
-478
-0.4% -$10.7K
COWN
2266
DELISTED
Cowen Inc. Class A Common Stock
COWN
$2.65M ﹤0.01%
77,275
-18,254
-19% -$685K
DHT icon
2267
DHT Holdings
DHT
$2.92B
$2.65M ﹤0.01%
405,682
+66,633
+20% +$386K
NOAH
2268
Noah Holdings
NOAH
$577M
$2.65M ﹤0.01%
71,341
-1,380
-2% -$54.7K
FISI icon
2269
Financial Institutions
FISI
$841M
$2.65M ﹤0.01%
86,385
-2,084
-2% -$63K
CDLX icon
2270
Cardlytics
CDLX
$23.3M
$2.64M ﹤0.01%
3,146
+666
+27% +$676K
SAVE
2271
DELISTED
Spirit Airlines, Inc.
SAVE
$2.64M ﹤0.01%
101,792
+5,260
+5% +$138K
TR icon
2272
Tootsie Roll Industries
TR
$2.98B
$2.64M ﹤0.01%
100,491
-22,169
-18% -$625K
OFIX icon
2273
Orthofix Medical
OFIX
$493M
$2.64M ﹤0.01%
69,139
+12,466
+22% +$496K
AUB icon
2274
Atlantic Union Bankshares
AUB
$6.16B
$2.63M ﹤0.01%
71,506
+7,304
+11% +$263K
PEBO icon
2275
Peoples Bancorp
PEBO
$1.5B
$2.63M ﹤0.01%
83,095
-12,207
-13% -$369K
89 90
91
92 93

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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.