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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
THD icon
2951
iShares MSCI Thailand ETF
THD
$369M
$703K ﹤0.01%
9,427
-904
-9% -$68K
BRMK
2952
DELISTED
Broadmark Realty Capital Inc. Common Stock
BRMK
$701K ﹤0.01%
71,138
-2,066
-3% -$21.5K
OZON
2953
DELISTED
Ozon Holdings PLC American Depositary Shares, each ADS representing one ordinary share
OZON
$700K ﹤0.01%
+13,884
New +$729K
SRG
2954
Seritage Growth Properties
SRG
$137M
$699K ﹤0.01%
47,167
-547
-1% -$8.62K
MERC icon
2955
Mercer International
MERC
$44.4M
$697K ﹤0.01%
60,161
+14,424
+32% +$167K
USIO icon
2956
Usio Inc
USIO
$62.1M
$695K ﹤0.01%
+117,452
New +$684K
OCFC icon
2957
OceanFirst Financial
OCFC
$1.71B
$693K ﹤0.01%
32,375
-1,249
-4% -$25.6K
TWI icon
2958
Titan International
TWI
$465M
$691K ﹤0.01%
96,573
-178,761
-65% -$1.41M
BND icon
2959
Vanguard Total Bond Market
BND
$157B
$689K ﹤0.01%
8,063
-10,533
-57% -$909K
FTCH
2960
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
$688K ﹤0.01%
18,355
+8,130
+80% +$360K
MHD icon
2961
BlackRock MuniHoldings Fund
MHD
$600M
$686K ﹤0.01%
41,914
+21,796
+108% +$371K
HY icon
2962
Hyster-Yale Materials Handling
HY
$623M
$680K ﹤0.01%
13,530
-212
-2% -$13K
MQT
2963
DELISTED
BlackRock MuniYield Quality Fund II
MQT
$680K ﹤0.01%
47,260
-149,208
-76% -$2.2M
CD
2964
DELISTED
Chindata Group Holdings Limited American Depositary Shares
CD
$678K ﹤0.01%
80,614
+51,461
+177% +$605K
PGEN icon
2965
Precigen
PGEN
$2.33B
$676K ﹤0.01%
135,387
+34,323
+34% +$198K
NOG icon
2966
Northern Oil and Gas
NOG
$2.23B
$675K ﹤0.01%
31,533
+8,599
+37% +$150K
SIGA icon
2967
SIGA Technologies
SIGA
$232M
$674K ﹤0.01%
91,269
+33,287
+57% +$213K
VLRS
2968
Controladora Vuela Compania de Aviacion
VLRS
$930M
$674K ﹤0.01%
30,906
-4,592
-13% -$96.1K
JOUT icon
2969
Johnson Outdoors
JOUT
$501M
$672K ﹤0.01%
6,353
-650
-9% -$74.2K
RSI icon
2970
Rush Street Interactive
RSI
$2.92B
$672K ﹤0.01%
+34,960
New +$478K
MRLN
2971
DELISTED
Marlin Business Services Corp
MRLN
$670K ﹤0.01%
30,124
+51
+0.2% +$1.14K
MBI icon
2972
MBIA
MBI
$269M
$668K ﹤0.01%
51,973
+707
+1% +$8.16K
NGM
2973
DELISTED
NGM Biopharmaceuticals, Inc. Common Stock
NGM
$667K ﹤0.01%
31,741
+2,429
+8% +$53.5K
CERS icon
2974
Cerus
CERS
$437M
$664K ﹤0.01%
109,064
+9,723
+10% +$56.7K
TSIBU
2975
DELISTED
Tishman Speyer Innovation Corp. II Unit
TSIBU
$664K ﹤0.01%
66,359
+478
+0.7% +$4.77K
117 118
119
120 121

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MCM
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PSUF
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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.