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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
NVRO
1926
DELISTED
NEVRO CORP.
NVRO
$4.4M ﹤0.01%
37,787
+4,397
+13% +$576K
PLCE icon
1927
Children's Place
PLCE
$58M
$4.39M ﹤0.01%
58,337
-42,273
-42% -$3.75M
RSX
1928
DELISTED
VanEck Russia ETF
RSX
$4.39M ﹤0.01%
144,725
– –
CNDT icon
1929
Conduent
CNDT
$268M
$4.38M ﹤0.01%
664,497
-314,600
-32% -$2.16M
BCH icon
1930
Banco de Chile
BCH
$21.1B
$4.37M ﹤0.01%
236,435
+15,295
+7% +$284K
HPP
1931
Hudson Pacific Properties
HPP
$830M
$4.37M ﹤0.01%
23,767
+5,187
+28% +$978K
SPHR icon
1932
Sphere Entertainment
SPHR
$5.84B
$4.37M ﹤0.01%
60,072
-675
-1% -$50.6K
GTN icon
1933
Gray Television
GTN
$442M
$4.36M ﹤0.01%
191,214
+34,798
+22% +$770K
HNI icon
1934
HNI Corp
HNI
$3.49B
$4.36M ﹤0.01%
118,787
-6,381
-5% -$247K
ZUO
1935
DELISTED
Zuora, Inc.
ZUO
$4.36M ﹤0.01%
262,818
+2,069
+0.8% +$34.8K
GDO
1936
Western Asset Global Corporate Defined Opportunity Fund
GDO
$77.6M
$4.35M ﹤0.01%
241,077
-1,118
-0.5% -$20.5K
VOOG icon
1937
Vanguard S&P 500 Growth ETF
VOOG
$27.1B
$4.34M ﹤0.01%
97,596
-114
-0.1% -$5.23K
BRSP
1938
BrightSpire Capital
BRSP
$628M
$4.34M ﹤0.01%
461,924
+9,570
+2% +$92.5K
VIPS icon
1939
Vipshop
VIPS
$7.47B
$4.33M ﹤0.01%
388,748
-4,997
-1% -$78.6K
RPT
1940
Rithm Property Trust
RPT
$94.1M
$4.33M ﹤0.01%
53,473
+1,381
+3% +$111K
LNTH icon
1941
Lantheus
LNTH
$6.59B
$4.33M ﹤0.01%
168,508
+27,595
+20% +$721K
EWJ icon
1942
iShares MSCI Japan ETF
EWJ
$22.6B
$4.32M ﹤0.01%
61,507
-224
-0.4% -$15.5K
PLMR icon
1943
Palomar
PLMR
$3.55B
$4.32M ﹤0.01%
53,464
+5,596
+12% +$462K
TWST icon
1944
Twist Bioscience
TWST
$6.99B
$4.31M ﹤0.01%
40,322
-2,478
-6% -$284K
ELME
1945
Elme Communities
ELME
$145M
$4.31M ﹤0.01%
174,061
+18,347
+12% +$451K
NVMI
1946
Nova
NVMI
$13.1B
$4.31M ﹤0.01%
42,106
+4,984
+13% +$494K
NEWR
1947
DELISTED
New Relic, Inc.
NEWR
$4.3M ﹤0.01%
59,984
-269
-0.4% -$19.9K
JBSS icon
1948
John B. Sanfilippo & Son
JBSS
$980M
$4.3M ﹤0.01%
52,605
+4,622
+10% +$401K
JWN
1949
DELISTED
Nordstrom
JWN
$4.3M ﹤0.01%
162,482
-796,625
-83% -$25.4M
ASTE icon
1950
Astec Industries
ASTE
$1.04B
$4.28M ﹤0.01%
79,479
+4,000
+5% +$236K
76 77
78
79 80

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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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ACI
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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.