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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
LASR icon
2776
nLIGHT
LASR
$3.95B
$1.08M ﹤0.01%
38,317
-42,446
-53% -$1.26M
AUD
2777
DELISTED
Audacy, Inc.
AUD
$1.08M ﹤0.01%
293,224
+7,705
+3% +$27K
GRBK icon
2778
Green Brick Partners
GRBK
$3.09B
$1.07M ﹤0.01%
52,289
-75,927
-59% -$1.79M
VERX icon
2779
Vertex
VERX
$2.17B
$1.07M ﹤0.01%
55,849
+30,218
+118% +$585K
ACTG icon
2780
Acacia Research
ACTG
$447M
$1.07M ﹤0.01%
157,620
-2,077
-1% -$12.7K
SBOW
2781
DELISTED
SilverBow Resources, Inc.
SBOW
$1.07M ﹤0.01%
43,686
-1,121
-3% -$22.6K
VV icon
2782
Vanguard Morningstar Large-Cap ETF
VV
$53.2B
$1.06M ﹤0.01%
5,299
+21
+0.4% +$4.34K
DCT
2783
DELISTED
Duck Creek Technologies, Inc. Common Stock
DCT
$1.06M ﹤0.01%
24,082
+5,625
+30% +$254K
CWEN.A
2784
DELISTED
Clearway Energy Class A
CWEN.A
$1.06M ﹤0.01%
37,688
-1,237
-3% -$34.8K
DLO icon
2785
dLocal
DLO
$4.51B
$1.06M ﹤0.01%
19,429
+12,065
+164% +$673K
JRS icon
2786
Nuveen Real Estate Income Fund
JRS
$250M
$1.06M ﹤0.01%
99,847
+5,711
+6% +$64.5K
DXPE icon
2787
DXP Enterprises
DXPE
$2.53B
$1.06M ﹤0.01%
35,797
-17,488
-33% -$536K
TPIC
2788
DELISTED
TPI Composites
TPIC
$1.06M ﹤0.01%
31,295
-3,164
-9% -$124K
MNP
2789
DELISTED
Western Asset Municipal Partners Fund, Inc.
MNP
$1.05M ﹤0.01%
67,084
-4,854
-7% -$79K
OEF icon
2790
iShares S&P 100 ETF
OEF
$20.1B
$1.05M ﹤0.01%
5,316
+653
+14% +$133K
BWB icon
2791
Bridgewater Bancshares
BWB
$579M
$1.05M ﹤0.01%
59,898
+8,472
+16% +$137K
AVIR icon
2792
Atea Pharmaceuticals
AVIR
$369M
$1.05M ﹤0.01%
29,824
-53,270
-64% -$1.48M
FNCL icon
2793
Fidelity MSCI Financials Index ETF
FNCL
$2.4B
$1.05M ﹤0.01%
19,483
+3,407
+21% +$182K
NABL icon
2794
N-able
NABL
$953M
$1.04M ﹤0.01%
+84,099
New +$1.15M
RCUS icon
2795
Arcus Biosciences
RCUS
$3.47B
$1.04M ﹤0.01%
29,917
+145
+0.5% +$4.51K
ZEUS
2796
DELISTED
Olympic Steel
ZEUS
$1.04M ﹤0.01%
42,694
+16,157
+61% +$446K
CODI icon
2797
Compass Diversified
CODI
$795M
$1.04M ﹤0.01%
+36,778
New +$1.01M
ESPR
2798
DELISTED
Esperion Therapeutics
ESPR
$1.03M ﹤0.01%
85,818
+40,115
+88% +$584K
EAF icon
2799
GrafTech
EAF
$195M
$1.03M ﹤0.01%
9,986
-309
-3% -$33.8K
GBDC icon
2800
Golub Capital BDC
GBDC
$3.44B
$1.03M ﹤0.01%
65,203
– –
110 111
112
113 114

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AF
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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.