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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
GNLN icon
3201
Greenlane Holdings
GNLN
$1.22M
– –
0
– –
PAM icon
3202
Pampa Energía
PAM
$4.75B
$393K ﹤0.01%
22,468
-8,395
-27% -$138K
SRRK icon
3203
Scholar Rock
SRRK
$5.67B
$392K ﹤0.01%
11,873
-2,657
-18% -$93K
SEER icon
3204
Seer Inc
SEER
$122M
$390K ﹤0.01%
+11,303
New +$389K
SNCY
3205
DELISTED
Sun Country Airlines
SNCY
$388K ﹤0.01%
+11,561
New +$385K
VMD icon
3206
Viemed Healthcare
VMD
$447M
$386K ﹤0.01%
69,549
+15,370
+28% +$100K
NCV
3207
Virtus Convertible & Income Fund
NCV
$378M
$384K ﹤0.01%
+16,094
New +$391K
AAIC
3208
DELISTED
Arlington Asset Investment Corp.
AAIC
$381K ﹤0.01%
102,976
-29,924
-23% -$114K
LXRX icon
3209
Lexicon Pharmaceuticals
LXRX
$1.03B
$379K ﹤0.01%
78,798
-7,048
-8% -$28.9K
RNAM
3210
DELISTED
Avidity Biosciences
RNAM
$378K ﹤0.01%
15,364
+6,461
+73% +$140K
WMC
3211
DELISTED
Western Asset Mortgage Capital Corporation
WMC
$377K ﹤0.01%
14,440
-11,159
-44% -$318K
CTRN icon
3212
Citi Trends
CTRN
$555M
$376K ﹤0.01%
5,147
-3,514
-41% -$281K
ALX
3213
Alexander's
ALX
$1.3B
$374K ﹤0.01%
1,435
-80
-5% -$21.4K
AMR icon
3214
Alpha Metallurgical Resources
AMR
$1.74B
$374K ﹤0.01%
7,508
-2,041
-21% -$73.3K
KZR
3215
DELISTED
Kezar Life Sciences
KZR
$373K ﹤0.01%
4,316
-20
-0.5% -$1.32K
QUOT
3216
DELISTED
Quotient Technology Inc
QUOT
$372K ﹤0.01%
63,985
+11,906
+23% +$99.8K
CLFD icon
3217
Clearfield
CLFD
$411M
$369K ﹤0.01%
8,359
-108
-1% -$4.54K
CTEV
3218
Claritev Corp
CTEV
$387M
$369K ﹤0.01%
1,638
+561
+52% +$152K
ULCC icon
3219
Frontier Group Holdings
ULCC
$1.55B
$367K ﹤0.01%
23,252
+9,697
+72% +$150K
DM
3220
DELISTED
Desktop Metal, Inc.
DM
$366K ﹤0.01%
5,111
+3,967
+347% +$345K
EWM icon
3221
iShares MSCI Malaysia ETF
EWM
$310M
$364K ﹤0.01%
14,357
-6,615
-32% -$167K
FNDA icon
3222
Schwab Fundamental US Small Company Index ETF
FNDA
$9.12B
$364K ﹤0.01%
13,804
-666
-5% -$17.7K
NAGE
3223
Niagen Bioscience
NAGE
$271M
$363K ﹤0.01%
57,912
-28
-0% -$231
RNLX
3224
DELISTED
Renalytix plc American Depositary Shares
RNLX
$363K ﹤0.01%
18,081
+20
+0.1% +$516
CTO
3225
CTO Realty Growth
CTO
$824M
$362K ﹤0.01%
20,187
+4,617
+30% +$84K
127 128
129
130 131

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MCM
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PSUF
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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.