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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
TBBK icon
2326
The Bancorp
TBBK
$3B
$2.46M ﹤0.01%
96,633
+10,738
+13% +$254K
RAD
2327
DELISTED
Rite Aid Corporation
RAD
$2.46M ﹤0.01%
173,153
-504,756
-74% -$7.95M
ARR
2328
Armour Residential REIT
ARR
$2.33B
$2.46M ﹤0.01%
45,566
+11,032
+32% +$595K
ENIC icon
2329
Enel Chile
ENIC
$6.22B
$2.45M ﹤0.01%
1,016,511
+416,945
+70% +$1.07M
TCMD icon
2330
Tactile Systems Technology
TCMD
$680M
$2.44M ﹤0.01%
54,930
+1,355
+3% +$61K
OLP
2331
One Liberty Properties
OLP
$537M
$2.44M ﹤0.01%
80,021
-48,939
-38% -$1.49M
EPOL icon
2332
iShares MSCI Poland ETF
EPOL
$754M
$2.43M ﹤0.01%
110,691
-8,947
-7% -$198K
KREF
2333
KKR Real Estate Finance Trust
KREF
$460M
$2.42M ﹤0.01%
114,823
+27,802
+32% +$590K
TRS icon
2334
TriMas Corp
TRS
$1.45B
$2.42M ﹤0.01%
74,851
-7,738
-9% -$239K
LGTY
2335
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
$2.41M ﹤0.01%
101,485
-48,481
-32% -$1.12M
AI icon
2336
C3.ai
AI
$1.56B
$2.4M ﹤0.01%
51,839
+38,630
+292% +$1.96M
JELD icon
2337
JELD-WEN Holding
JELD
$156M
$2.4M ﹤0.01%
95,765
-26,075
-21% -$695K
MMI icon
2338
Marcus & Millichap
MMI
$1.17B
$2.4M ﹤0.01%
58,982
+2,883
+5% +$112K
RVLV icon
2339
Revolve Group
RVLV
$1.89B
$2.39M ﹤0.01%
38,734
-14,105
-27% -$918K
PRMW
2340
DELISTED
Primo Water Corporation
PRMW
$2.39M ﹤0.01%
152,032
+36,836
+32% +$620K
GSKY
2341
DELISTED
GreenSky, Inc. Class A Common Stock
GSKY
$2.39M ﹤0.01%
+213,639
New +$1.68M
CYH icon
2342
Community Health Systems
CYH
$417M
$2.38M ﹤0.01%
203,661
-37,974
-16% -$495K
ADPT icon
2343
Adaptive Biotechnologies
ADPT
$3.9B
$2.37M ﹤0.01%
69,785
-1,686
-2% -$61K
UEIC icon
2344
Universal Electronics
UEIC
$60.6M
$2.37M ﹤0.01%
48,163
+16,489
+52% +$801K
AROW icon
2345
Arrow Financial
AROW
$674M
$2.37M ﹤0.01%
73,120
+825
+1% +$27.1K
IWO icon
2346
iShares Russell 2000 Growth ETF
IWO
$15B
$2.35M ﹤0.01%
8,023
+234
+3% +$70.3K
NTGR icon
2347
NETGEAR
NTGR
$659M
$2.35M ﹤0.01%
73,737
-24,996
-25% -$867K
DOCN icon
2348
DigitalOcean
DOCN
$15.1B
$2.35M ﹤0.01%
+30,276
New +$1.87M
CARG icon
2349
CarGurus
CARG
$3.34B
$2.35M ﹤0.01%
74,799
+7,129
+11% +$208K
ANDE icon
2350
Andersons Inc
ANDE
$2.54B
$2.34M ﹤0.01%
75,986
+7,898
+12% +$228K
92 93
94
95 96

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MCM
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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.