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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
APPH
3451
DELISTED
AppHarvest, Inc. Common Stock
APPH
$189K ﹤0.01%
+29,025
New +$288K
RADI
3452
DELISTED
Radius Global Infrastructure, Inc. Class A Common Stock
RADI
$188K ﹤0.01%
+11,489
New +$185K
HBIO icon
3453
Harvard Bioscience
HBIO
$27.5M
$185K ﹤0.01%
2,647
-13,566
-84% -$1.08M
CMCT
3454
Creative Media & Community Trust
CMCT
$10.3M
$184K ﹤0.01%
+1
New +$191K
DSEY
3455
DELISTED
Diversey Holdings, Ltd. Ordinary Shares
DSEY
$182K ﹤0.01%
+11,325
New +$188K
NGS icon
3456
Natural Gas Services Group
NGS
$472M
$181K ﹤0.01%
17,465
-288
-2% -$2.82K
XPRO icon
3457
Expro Ltd
XPRO
$1.79B
$179K ﹤0.01%
10,172
+4,581
+82% +$77.7K
FOA icon
3458
Finance of America Companies
FOA
$203M
$178K ﹤0.01%
+3,605
New +$214K
CTSO icon
3459
Cytosorbents Corp
CTSO
$22.7M
$177K ﹤0.01%
21,800
+7,279
+50% +$59.1K
NETI
3460
DELISTED
Eneti Inc.
NETI
$177K ﹤0.01%
10,613
-2,358
-18% -$41.1K
EWTX icon
3461
Edgewise Therapeutics
EWTX
$4.13B
$176K ﹤0.01%
+10,629
New +$192K
AVAL icon
3462
Grupo Aval
AVAL
$6.27B
$168K ﹤0.01%
29,111
-47,323
-62% -$265K
ALHC icon
3463
Alignment Healthcare
ALHC
$3.08B
$167K ﹤0.01%
+10,464
New +$202K
GHM icon
3464
Graham Corp
GHM
$1.12B
$167K ﹤0.01%
13,440
-8,325
-38% -$107K
VHC icon
3465
VirnetX Holding Corp
VHC
$54.4M
$167K ﹤0.01%
2,133
+1,246
+140% +$102K
NPKI
3466
NPK International
NPKI
$1.06B
$167K ﹤0.01%
50,650
-8,862
-15% -$25K
GCMG icon
3467
GCM Grosvenor
GCMG
$754M
$166K ﹤0.01%
+14,384
New +$156K
HIO
3468
Western Asset High Income Opportunity Fund
HIO
$336M
$165K ﹤0.01%
31,771
-504,976
-94% -$2.66M
ATRO icon
3469
Astronics
ATRO
$3.43B
$164K ﹤0.01%
13,969
-3,139
-18% -$39.8K
NL icon
3470
NLI Holdings
NL
$281M
$164K ﹤0.01%
28,411
-240
-0.8% -$1.51K
RMBI icon
3471
Richmond Mutual Bancorp
RMBI
$251M
$164K ﹤0.01%
10,394
-8,225
-44% -$126K
CTXR icon
3472
Citius Pharmaceuticals
CTXR
$15.6M
$163K ﹤0.01%
3,219
+2,524
+363% +$127K
URG
3473
Ur-Energy
URG
$485M
$163K ﹤0.01%
94,552
+41,289
+78% +$55.3K
SIEN
3474
DELISTED
Sientra, Inc.
SIEN
$162K ﹤0.01%
2,820
-14
-0.5% -$956
CO
3475
DELISTED
Global Cord Blood Corporation
CO
$162K ﹤0.01%
34,682
-15,010
-30% -$73.6K
137 138
139
140 141

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NIPH
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AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.