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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
SNDX icon
3101
Syndax Pharmaceuticals
SNDX
$1.71B
$510K ﹤0.01%
26,700
-4,589
-15% -$76.5K
PCB icon
3102
PCB Bancorp
PCB
$394M
$509K ﹤0.01%
25,572
-4,841
-16% -$90.8K
XM
3103
DELISTED
Qualtrics International Inc. Class A Common Stock
XM
$508K ﹤0.01%
+11,886
New +$503K
RVI
3104
DELISTED
Retail Value Inc. Common Shares
RVI
$508K ﹤0.01%
210,023
+10,110
+5% +$23K
INSE icon
3105
Inspired Entertainment
INSE
$186M
$507K ﹤0.01%
43,346
– –
SPWH icon
3106
Sportsman's Warehouse
SPWH
$46M
$505K ﹤0.01%
28,690
-10,705
-27% -$190K
TBCH
3107
Turtle Beach Corp
TBCH
$244M
$505K ﹤0.01%
18,170
+4,812
+36% +$140K
VFH icon
3108
Vanguard Financials ETF
VFH
$13.6B
$503K ﹤0.01%
5,426
+101
+2% +$9.32K
GABC icon
3109
German American Bancorp
GABC
$1.94B
$500K ﹤0.01%
12,945
-1,081
-8% -$40.2K
PETQ
3110
DELISTED
PetIQ, Inc. Class A Common Stock
PETQ
$500K ﹤0.01%
20,020
-442
-2% -$13.3K
AGEN
3111
Agenus
AGEN
$324M
$499K ﹤0.01%
4,847
-5,173
-52% -$584K
EVC icon
3112
Entravision Communication
EVC
$1.05B
$499K ﹤0.01%
70,226
+6,750
+11% +$45.6K
VTA
3113
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$499K ﹤0.01%
42,672
-1,128,069
-96% -$13.2M
CLSK icon
3114
CleanSpark
CLSK
$3.64B
$498K ﹤0.01%
42,934
+29,263
+214% +$394K
SBSW icon
3115
Sibanye-Stillwater
SBSW
$6.16B
$498K ﹤0.01%
40,346
-1,814
-4% -$28.3K
CNBKA
3116
DELISTED
Century Bancorp Inc/Mass
CNBKA
$494K ﹤0.01%
4,283
-1
-0% -$114
RUSHB icon
3117
Rush Enterprises Class B
RUSHB
$6.18B
$493K ﹤0.01%
16,159
+2,419
+18% +$68.1K
IFS icon
3118
Intercorp Financial Services
IFS
$6.51B
$491K ﹤0.01%
+22,008
New +$480K
MCRB icon
3119
Seres Therapeutics
MCRB
$48M
$489K ﹤0.01%
3,510
+1,640
+88% +$321K
SCHA icon
3120
Schwab U.S Small- Cap ETF
SCHA
$22.5B
$488K ﹤0.01%
19,512
+5,684
+41% +$144K
SUB icon
3121
iShares Short-Term National Muni Bond ETF
SUB
$11.3B
$488K ﹤0.01%
+4,539
New +$490K
DBVT
3122
DBV Technologies
DBVT
$795M
$487K ﹤0.01%
9,947
+20
+0.2% +$1.03K
TLIS
3123
DELISTED
Talis Biomedical Corporation Common Stock
TLIS
$487K ﹤0.01%
5,198
+1,832
+54% +$244K
SENS icon
3124
Senseonics Holdings Inc
SENS
$276M
$480K ﹤0.01%
7,079
+2,466
+53% +$167K
ALXO icon
3125
ALX Oncology
ALXO
$272M
$479K ﹤0.01%
6,487
+65
+1% +$4.33K
123 124
125
126 127

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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.