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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
SONO icon
2126
Sonos
SONO
$1.94B
$3.27M ﹤0.01%
100,888
+273
+0.3% +$9.84K
PACK icon
2127
Ranpak Holdings
PACK
$483M
$3.25M ﹤0.01%
121,265
+16,939
+16% +$476K
CAL icon
2128
Caleres
CAL
$479M
$3.25M ﹤0.01%
146,254
+4,125
+3% +$99.5K
BRFS
2129
DELISTED
BRF SA
BRFS
$3.24M ﹤0.01%
644,955
+118,183
+22% +$558K
PTCT icon
2130
PTC Therapeutics
PTCT
$5.77B
$3.23M ﹤0.01%
86,862
+14,914
+21% +$613K
NSL
2131
DELISTED
NUVEEN SENIOR INCM FD
NSL
$3.23M ﹤0.01%
552,398
+25,689
+5% +$149K
FLWS icon
2132
1-800-Flowers.com
FLWS
$265M
$3.23M ﹤0.01%
105,910
-9,623
-8% -$304K
VCYT icon
2133
Veracyte
VCYT
$3.73B
$3.22M ﹤0.01%
69,416
-3,815
-5% -$166K
PACB icon
2134
Pacific Biosciences
PACB
$447M
$3.22M ﹤0.01%
126,158
-12,536
-9% -$371K
ICHR icon
2135
Ichor Holdings
ICHR
$2.48B
$3.22M ﹤0.01%
78,404
-16,918
-18% -$772K
NXGN
2136
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$3.22M ﹤0.01%
228,451
+16,908
+8% +$263K
CHRS icon
2137
Coherus Oncology
CHRS
$228M
$3.22M ﹤0.01%
200,171
+53,568
+37% +$785K
CEVA icon
2138
CEVA Inc
CEVA
$1.01B
$3.21M ﹤0.01%
75,206
+7,167
+11% +$325K
GTES icon
2139
Gates Industrial Corporation Ltd.
GTES
$7.55B
$3.21M ﹤0.01%
197,147
-6,069
-3% -$104K
IWP icon
2140
iShares Russell Mid-Cap Growth ETF
IWP
$20.6B
$3.2M ﹤0.01%
28,516
+8,149
+40% +$937K
HTLD icon
2141
Heartland Express
HTLD
$990M
$3.19M ﹤0.01%
199,350
+84,041
+73% +$1.4M
AGM icon
2142
Federal Agricultural Mortgage
AGM
$2.62B
$3.19M ﹤0.01%
29,349
-198
-0.7% -$19.6K
RUTH
2143
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
$3.18M ﹤0.01%
153,566
+22,760
+17% +$467K
LILAK icon
2144
Liberty Latin America Class C
LILAK
$1.67B
$3.18M ﹤0.01%
266,413
+84,073
+46% +$1.04M
HURN icon
2145
Huron Consulting
HURN
$2.43B
$3.17M ﹤0.01%
60,989
+4,699
+8% +$229K
SCHD icon
2146
Schwab US Dividend Equity ETF
SCHD
$105B
$3.16M ﹤0.01%
127,818
-4,611
-3% -$117K
MVF
2147
DELISTED
BlackRock MuniVest Fund
MVF
$3.15M ﹤0.01%
332,852
-50,255
-13% -$490K
FFIC
2148
DELISTED
Flushing Financial
FFIC
$3.15M ﹤0.01%
139,341
-131
-0.1% -$2.9K
CGNT icon
2149
Cognyte Software
CGNT
$685M
$3.14M ﹤0.01%
153,001
-36,656
-19% -$937K
CTBI icon
2150
Community Trust Bancorp
CTBI
$1.44B
$3.14M ﹤0.01%
74,553
+10,325
+16% +$418K
84 85
86
87 88

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MCM
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PSUF
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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.