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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
CSW
2701
CSW Industrials
CSW
$5.6B
$1.23M ﹤0.01%
9,616
-5,180
-35% -$645K
APTS
2702
DELISTED
Preferred Apartment Communities, Inc.
APTS
$1.23M ﹤0.01%
100,368
+12,530
+14% +$142K
VIS icon
2703
Vanguard Industrials ETF
VIS
$8.27B
$1.23M ﹤0.01%
6,525
+1,505
+30% +$295K
QFIN icon
2704
Qfin Holdings
QFIN
$1.69B
$1.23M ﹤0.01%
60,265
+37,556
+165% +$886K
VEI
2705
DELISTED
Vine Energy Inc.
VEI
$1.23M ﹤0.01%
74,406
+64,390
+643% +$965K
ITA icon
2706
iShares US Aerospace & Defense ETF
ITA
$14.4B
$1.22M ﹤0.01%
11,735
+3,878
+49% +$412K
MCS icon
2707
Marcus Corp
MCS
$946M
$1.22M ﹤0.01%
70,089
+7,065
+11% +$115K
EFSC icon
2708
Enterprise Financial Services Corp
EFSC
$2.42B
$1.22M ﹤0.01%
26,995
+3,828
+17% +$172K
FOSL icon
2709
Fossil Group
FOSL
$348M
$1.22M ﹤0.01%
103,025
-40,827
-28% -$528K
SOXX icon
2710
iShares Semiconductor ETF
SOXX
$45.5B
$1.22M ﹤0.01%
8,211
+42
+0.5% +$6.38K
DNOW icon
2711
DNOW Inc
DNOW
$2.6B
$1.22M ﹤0.01%
159,172
-41,511
-21% -$339K
ZGNX
2712
DELISTED
Zogenix, Inc.
ZGNX
$1.22M ﹤0.01%
80,067
+27,917
+54% +$436K
WTTR icon
2713
Select Water Solutions
WTTR
$2.29B
$1.21M ﹤0.01%
233,809
-7,304
-3% -$40.2K
FA icon
2714
First Advantage
FA
$3.5B
$1.21M ﹤0.01%
63,485
+6,416
+11% +$135K
CCCC icon
2715
C4 Therapeutics
CCCC
$387M
$1.2M ﹤0.01%
26,942
+1,297
+5% +$55.5K
SRCE icon
2716
1st Source
SRCE
$2.18B
$1.2M ﹤0.01%
25,457
-327
-1% -$14.9K
USHY icon
2717
iShares Broad USD High Yield Corporate Bond ETF
USHY
$28.6B
$1.2M ﹤0.01%
+28,951
New +$1.2M
SBLK icon
2718
Star Bulk Carriers
SBLK
$3.2B
$1.2M ﹤0.01%
49,741
-16,707
-25% -$351K
URGN icon
2719
UroGen Pharma
URGN
$1.88B
$1.2M ﹤0.01%
71,045
+5,866
+9% +$93K
PCSB
2720
DELISTED
PCSB Financial Corporation
PCSB
$1.19M ﹤0.01%
64,710
+7,025
+12% +$128K
CSTE icon
2721
Caesarstone
CSTE
$75.4M
$1.19M ﹤0.01%
95,936
+19,458
+25% +$261K
DCP
2722
DELISTED
DCP Midstream, LP
DCP
$1.19M ﹤0.01%
42,235
+974
+2% +$26.9K
CEMB icon
2723
iShares JPMorgan EM Corporate Bond ETF
CEMB
$404M
$1.19M ﹤0.01%
+22,953
New +$1.2M
CERT icon
2724
Certara
CERT
$1.27B
$1.19M ﹤0.01%
35,940
+21,023
+141% +$634K
ARCT icon
2725
Arcturus Therapeutics
ARCT
$171M
$1.18M ﹤0.01%
24,775
+14,619
+144% +$655K
107 108
109
110 111

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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.