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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
IJJ icon
2601
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.91B
$1.5M ﹤0.01%
14,561
+1,214
+9% +$128K
III icon
2602
Information Services Group
III
$205M
$1.49M ﹤0.01%
207,902
+194,408
+1,441% +$1.29M
JDD
2603
DELISTED
Nuveen Diversified Dividend and Income Fund
JDD
$1.49M ﹤0.01%
143,725
-416
-0.3% -$4.39K
CMBM
2604
DELISTED
Cambium Networks
CMBM
$1.49M ﹤0.01%
41,130
-11,030
-21% -$436K
RCKT icon
2605
Rocket Pharmaceuticals
RCKT
$372M
$1.49M ﹤0.01%
49,734
-11,463
-19% -$417K
FUBO icon
2606
FuboTV Inc
FUBO
$283M
$1.49M ﹤0.01%
5,168
+2,408
+87% +$788K
MDGL icon
2607
Madrigal Pharmaceuticals
MDGL
$11.1B
$1.49M ﹤0.01%
18,624
+11,659
+167% +$1.01M
DIDI
2608
DELISTED
DiDi Global Inc. American depositary shares, each four representing one Class A ordinary share
DIDI
$1.49M ﹤0.01%
+190,584
New +$1.8M
DAKT icon
2609
Daktronics
DAKT
$1,000M
$1.48M ﹤0.01%
272,484
+20,118
+8% +$119K
VVX icon
2610
V2X
VVX
$2.7B
$1.48M ﹤0.01%
29,424
-704
-2% -$33.3K
ELP
2611
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
$1.48M ﹤0.01%
282,661
+23,182
+9% +$112K
POWL icon
2612
Powell Industries
POWL
$8B
$1.48M ﹤0.01%
180,174
+111,996
+164% +$1.01M
AMK
2613
DELISTED
AssetMark Financial Holdings, Inc.
AMK
$1.47M ﹤0.01%
59,248
+50,107
+548% +$1.29M
FSR
2614
DELISTED
Fisker Inc.
FSR
$1.47M ﹤0.01%
100,576
+45,450
+82% +$684K
EBF icon
2615
Ennis
EBF
$558M
$1.47M ﹤0.01%
77,967
-10,306
-12% -$202K
IMAX icon
2616
IMAX
IMAX
$2.8B
$1.47M ﹤0.01%
77,371
-329
-0.4% -$5.46K
PAR icon
2617
PAR Technology
PAR
$715M
$1.47M ﹤0.01%
23,864
+1,791
+8% +$115K
LL
2618
DELISTED
LL Flooring Holdings, Inc.
LL
$1.46M ﹤0.01%
78,316
+29,171
+59% +$576K
NAT icon
2619
Nordic American Tanker
NAT
$1.36B
$1.46M ﹤0.01%
568,745
+265,336
+87% +$666K
BATRK icon
2620
Atlanta Braves Holdings Series B
BATRK
$3.27B
$1.45M ﹤0.01%
54,946
-795
-1% -$20.9K
SUSA icon
2621
iShares ESG Optimized MSCI USA ETF
SUSA
$4.08B
$1.45M ﹤0.01%
15,138
+790
+6% +$78.1K
BHR
2622
Braemar Hotels & Resorts
BHR
$148M
$1.45M ﹤0.01%
299,120
+112,454
+60% +$587K
RYAM icon
2623
Rayonier Advanced Materials
RYAM
$608M
$1.45M ﹤0.01%
193,453
+56,938
+42% +$392K
AVUV icon
2624
Avantis US Small Cap Value ETF
AVUV
$30.9B
$1.45M ﹤0.01%
+19,109
New +$1.42M
AGS
2625
DELISTED
PlayAGS
AGS
$1.44M ﹤0.01%
183,248
-23,219
-11% -$185K
103 104
105
106 107

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AF
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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.