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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
LBC
3351
DELISTED
Luther Burbank Corporation Common Stock
LBC
$261K ﹤0.01%
19,491
+2,801
+17% +$35.6K
FAM
3352
DELISTED
First Trust/abrdn Global Opportunity Income Fund
FAM
$260K ﹤0.01%
25,715
+165
+0.6% +$1.68K
AFCG
3353
AFC Gamma
AFCG
$61.4M
$259K ﹤0.01%
+17,510
New +$254K
GEF.B icon
3354
Greif Class B
GEF.B
$4.11B
$259K ﹤0.01%
+4,003
New +$246K
PSNL icon
3355
Personalis
PSNL
$1.35B
$259K ﹤0.01%
13,473
-4,850
-26% -$101K
AKBA icon
3356
Akebia Therapeutics
AKBA
$354M
$258K ﹤0.01%
89,457
-37,012
-29% -$106K
ODC icon
3357
Oil-Dri
ODC
$1.44B
$258K ﹤0.01%
+14,758
New +$259K
PGC icon
3358
Peapack-Gladstone Financial
PGC
$815M
$257K ﹤0.01%
7,703
+825
+12% +$26.5K
TGS icon
3359
Transportadora de Gas del Sur
TGS
$4.79B
$257K ﹤0.01%
52,048
-15,233
-23% -$73.1K
IHD
3360
Voya Emerging Markets High Income Dividend Equity Fund
IHD
$130M
$256K ﹤0.01%
+34,575
New +$264K
TLT icon
3361
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
$256K ﹤0.01%
1,777
+59
+3% +$8.76K
LQD icon
3362
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
$255K ﹤0.01%
1,917
+20
+1% +$2.7K
BMBL icon
3363
Bumble
BMBL
$372M
$254K ﹤0.01%
+5,073
New +$264K
STEM icon
3364
Stem
STEM
$48.4M
$254K ﹤0.01%
532
-100
-16% -$52.6K
CRNX icon
3365
Crinetics Pharmaceuticals
CRNX
$8.84B
$253K ﹤0.01%
+12,023
New +$252K
FNDX icon
3366
Schwab Fundamental US Large Company Index ETF
FNDX
$26.7B
$250K ﹤0.01%
13,911
-81
-0.6% -$1.49K
IBRX icon
3367
ImmunityBio
IBRX
$7.51B
$250K ﹤0.01%
25,692
+5,069
+25% +$55.8K
LTRPA
3368
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
$248K ﹤0.01%
80,244
+17,654
+28% +$65.7K
VSTM icon
3369
Verastem
VSTM
$510M
$247K ﹤0.01%
6,673
+3,351
+101% +$123K
RYTM icon
3370
Rhythm Pharmaceuticals
RYTM
$6.81B
$246K ﹤0.01%
18,850
-6,405
-25% -$97.8K
EFAV icon
3371
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.34B
$245K ﹤0.01%
3,257
-1,210
-27% -$94K
MGF
3372
Aberdeen Government Markets Income Fund
MGF
$91.6M
$245K ﹤0.01%
56,719
-473
-0.8% -$2.08K
IGM icon
3373
iShares Expanded Tech Sector ETF
IGM
$10B
$243K ﹤0.01%
+3,612
New +$251K
PXH icon
3374
Invesco FTSE RAFI Emerging Markets ETF
PXH
$1.94B
$243K ﹤0.01%
+10,893
New +$248K
LSEA
3375
DELISTED
Landsea Homes
LSEA
$242K ﹤0.01%
+27,941
New +$240K
133 134
135
136 137

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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.