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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
CMBS icon
2801
iShares CMBS ETF
CMBS
$472M
$1.03M ﹤0.01%
+19,045
New +$1.04M
OM icon
2802
Outset Medical
OM
$92.5M
$1.01M ﹤0.01%
1,369
+550
+67% +$375K
NVEC icon
2803
NVE Corp
NVEC
$595M
$1.01M ﹤0.01%
15,840
-1,058
-6% -$75.2K
DHF
2804
BNY Mellon High Yield Strategies Fund
DHF
$174M
$1.01M ﹤0.01%
313,207
-175,146
-36% -$592K
INFN
2805
DELISTED
Infinera Corporation Common Stock
INFN
$1M ﹤0.01%
120,738
-1,338
-1% -$12.1K
AAOI icon
2806
Applied Optoelectronics
AAOI
$8.84B
$1M ﹤0.01%
139,501
+77,418
+125% +$571K
OPK icon
2807
Opko Health
OPK
$978M
$998K ﹤0.01%
273,521
-37,590
-12% -$140K
BOOM icon
2808
DMC Global
BOOM
$149M
$994K ﹤0.01%
26,933
-17,940
-40% -$777K
MOMO
2809
Hello Group
MOMO
$879M
$991K ﹤0.01%
+93,630
New +$1.17M
GTHX
2810
DELISTED
G1 Therapeutics, Inc. Common Stock
GTHX
$990K ﹤0.01%
73,805
+45,376
+160% +$739K
NRIM icon
2811
Northrim BanCorp
NRIM
$606M
$985K ﹤0.01%
92,644
+19,560
+27% +$202K
SPPI
2812
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$985K ﹤0.01%
452,048
-561,772
-55% -$1.53M
WASH icon
2813
Washington Trust Bancorp
WASH
$755M
$981K ﹤0.01%
18,523
-11,352
-38% -$580K
SEI
2814
Solaris Energy Infrastructure
SEI
$3.4B
$977K ﹤0.01%
117,141
-2,862
-2% -$23.2K
OSG
2815
Octave Specialty Group
OSG
$255M
$976K ﹤0.01%
68,140
-14,870
-18% -$212K
SEMR
2816
DELISTED
Semrush
SEMR
$972K ﹤0.01%
+42,140
New +$972K
DGII icon
2817
Digi International
DGII
$2.65B
$971K ﹤0.01%
46,196
+6,345
+16% +$131K
KNTK icon
2818
Kinetik
KNTK
$3.64B
$970K ﹤0.01%
28,094
+13,792
+96% +$454K
IIIV icon
2819
i3 Verticals
IIIV
$418M
$965K ﹤0.01%
39,839
-5,824
-13% -$168K
AGI icon
2820
Alamos Gold
AGI
$12B
$959K ﹤0.01%
133,163
+12,745
+11% +$98K
LOCO icon
2821
El Pollo Loco
LOCO
$504M
$957K ﹤0.01%
56,635
+11,398
+25% +$206K
IUSV icon
2822
iShares Core S&P US Value ETF
IUSV
$27.3B
$952K ﹤0.01%
13,431
+7,063
+111% +$513K
PCYO icon
2823
Pure Cycle
PCYO
$258M
$951K ﹤0.01%
71,428
+10,737
+18% +$155K
CHS
2824
DELISTED
Chicos FAS, Inc.
CHS
$950K ﹤0.01%
211,679
+68,020
+47% +$388K
FLNA
2825
Filana Therapeutics
FLNA
$49.8M
$946K ﹤0.01%
15,242
+147
+1% +$12.3K
111 112
113
114 115

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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.