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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
CSTM icon
2376
Constellium
CSTM
$4.02B
$2.26M ﹤0.01%
120,292
-21,071
-15% -$406K
DMC
2377
Del Monte Corp
DMC
$1.41B
$2.25M ﹤0.01%
69,840
-2,641
-4% -$83.2K
CCF
2378
DELISTED
Chase Corporation
CCF
$2.25M ﹤0.01%
22,017
+8,528
+63% +$951K
PAA icon
2379
Plains All American Pipeline
PAA
$16.6B
$2.25M ﹤0.01%
220,963
-24,777
-10% -$246K
HMY icon
2380
Harmony Gold Mining
HMY
$10.5B
$2.25M ﹤0.01%
712,967
+453,177
+174% +$1.66M
TAL icon
2381
TAL Education Group
TAL
$6.65B
$2.24M ﹤0.01%
463,654
+275,022
+146% +$2.44M
PJT icon
2382
PJT Partners
PJT
$4.38B
$2.24M ﹤0.01%
28,329
+4,344
+18% +$333K
PPD
2383
DELISTED
PPD, Inc. Common Stock
PPD
$2.24M ﹤0.01%
47,858
+3,873
+9% +$179K
EB
2384
DELISTED
Eventbrite
EB
$2.23M ﹤0.01%
118,194
+1,717
+1% +$30.1K
MSBI icon
2385
Midland States Bancorp
MSBI
$717M
$2.23M ﹤0.01%
90,341
+2,034
+2% +$50.6K
CASS icon
2386
Cass Information Systems
CASS
$729M
$2.23M ﹤0.01%
53,285
+7,856
+17% +$334K
VIVO
2387
DELISTED
Meridian Bioscience Inc
VIVO
$2.23M ﹤0.01%
115,871
-1,877
-2% -$37.4K
WES icon
2388
Western Midstream Partners
WES
$19.3B
$2.23M ﹤0.01%
106,281
-12,483
-11% -$249K
ISEE
2389
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
$2.22M ﹤0.01%
136,663
+125,156
+1,088% +$1.36M
CONN
2390
DELISTED
Conn's Inc.
CONN
$2.22M ﹤0.01%
97,062
-373
-0.4% -$8.86K
STEP icon
2391
StepStone Group
STEP
$4B
$2.21M ﹤0.01%
51,904
+36,665
+241% +$1.62M
FSV icon
2392
FirstService
FSV
$6.21B
$2.21M ﹤0.01%
12,233
+2,982
+32% +$551K
WSBF icon
2393
Waterstone Financial
WSBF
$378M
$2.21M ﹤0.01%
107,772
-918
-0.8% -$18.3K
RMAX icon
2394
RE/MAX Holdings
RMAX
$207M
$2.2M ﹤0.01%
70,690
+23,197
+49% +$771K
CSTL icon
2395
Castle Biosciences
CSTL
$953M
$2.2M ﹤0.01%
33,110
-2,286
-6% -$161K
ROAD icon
2396
Construction Partners
ROAD
$6.03B
$2.19M ﹤0.01%
65,479
+12,033
+23% +$395K
RMR icon
2397
The RMR Group
RMR
$325M
$2.18M ﹤0.01%
65,267
+7,266
+13% +$277K
ARTNA icon
2398
Artesian Resources
ARTNA
$351M
$2.17M ﹤0.01%
56,935
+682
+1% +$26.2K
BRY
2399
DELISTED
Berry Corp
BRY
$2.17M ﹤0.01%
300,891
+29,260
+11% +$173K
USMV icon
2400
iShares MSCI USA Min Vol Factor ETF
USMV
$24B
$2.16M ﹤0.01%
29,369
+3,071
+12% +$234K
94 95
96
97 98

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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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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.