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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
CLAR icon
2551
Clarus
CLAR
$127M
$1.62M ﹤0.01%
63,276
+1,747
+3% +$48.2K
PDFS icon
2552
PDF Solutions
PDFS
$2.01B
$1.62M ﹤0.01%
70,388
+6,908
+11% +$142K
JRO
2553
DELISTED
Nuveen Floating Rate Income Opportunty Fund
JRO
$1.61M ﹤0.01%
161,747
+6,207
+4% +$60.8K
BKD icon
2554
Brookdale Senior Living
BKD
$3.43B
$1.61M ﹤0.01%
255,614
+5,614
+2% +$40.1K
GO icon
2555
Grocery Outlet
GO
$964M
$1.6M ﹤0.01%
74,387
+11,069
+17% +$318K
PFBC icon
2556
Preferred Bank
PFBC
$1.26B
$1.6M ﹤0.01%
24,031
+914
+4% +$56K
SLCA
2557
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$1.59M ﹤0.01%
199,596
+3,980
+2% +$37.6K
CRSP icon
2558
CRISPR Therapeutics
CRSP
$4.88B
$1.59M ﹤0.01%
14,189
-458
-3% -$57.5K
SCD
2559
LMP Capital and Income Fund
SCD
$357M
$1.59M ﹤0.01%
115,226
-116
-0.1% -$1.66K
RKT icon
2560
Rocket Companies
RKT
$38.7B
$1.58M ﹤0.01%
98,755
+19,300
+24% +$337K
VO icon
2561
Vanguard Morningstar Mid-Cap ETF
VO
$108B
$1.58M ﹤0.01%
26,768
+508
+2% +$30.7K
NKTX icon
2562
Nkarta
NKTX
$154M
$1.58M ﹤0.01%
56,921
-9,876
-15% -$313K
BYM
2563
DELISTED
BlackRock Municipal Income Quality Trust
BYM
$1.58M ﹤0.01%
103,667
-152,714
-60% -$2.44M
ALKT icon
2564
Alkami Technology
ALKT
$2.01B
$1.58M ﹤0.01%
+63,976
New +$1.91M
BMTC
2565
DELISTED
Bryn Mawr Bank Corp
BMTC
$1.58M ﹤0.01%
34,329
+1,316
+4% +$53.1K
RIG icon
2566
Transocean
RIG
$5.7B
$1.57M ﹤0.01%
415,572
-976,749
-70% -$3.55M
BZUN
2567
Baozun
BZUN
$175M
$1.57M ﹤0.01%
89,531
+32,705
+58% +$804K
VOX icon
2568
Vanguard Communication Services ETF
VOX
$5.78B
$1.57M ﹤0.01%
11,139
+4,271
+62% +$621K
CENT icon
2569
Central Garden & Pet Co
CENT
$2.72B
$1.56M ﹤0.01%
40,714
+4,646
+13% +$179K
IVC
2570
DELISTED
Invacare Corporation
IVC
$1.56M ﹤0.01%
328,259
+113,770
+53% +$831K
LAZR
2571
DELISTED
Luminar Technologies
LAZR
$1.56M ﹤0.01%
6,667
+3,334
+100% +$882K
HAYN
2572
DELISTED
Haynes International, Inc.
HAYN
$1.56M ﹤0.01%
41,828
+3,401
+9% +$126K
RIOT icon
2573
Riot Platforms
RIOT
$8.1B
$1.55M ﹤0.01%
60,453
+20,937
+53% +$674K
ANAB icon
2574
AnaptysBio
ANAB
$1.59B
$1.55M ﹤0.01%
57,279
+6,544
+13% +$166K
GOTU icon
2575
Gaotu Techedu
GOTU
$458M
$1.55M ﹤0.01%
505,799
+466,732
+1,195% +$2.36M
101 102
103
104 105

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AF
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MCM
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PSUF
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IA
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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.