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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
CSPR
3576
DELISTED
Casper Sleep Inc.
CSPR
$50K ﹤0.01%
11,796
-83,262
-88% -$498K
NBRV
3577
DELISTED
Nabriva Therapeutics plc Ordinary Shares Ireland
NBRV
$49K ﹤0.01%
1,643
– –
SEEL
3578
DELISTED
Seelos Therapeutics, Inc. Common Stock
SEEL
$48K ﹤0.01%
5
-3
-38% -$25.8K
MTL
3579
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
$48K ﹤0.01%
11,923
-272,731
-96% -$767K
ARDX icon
3580
Ardelyx
ARDX
$1.22B
$45K ﹤0.01%
34,424
-37,457
-52% -$100K
CARM
3581
DELISTED
Carisma Therapeutics
CARM
$44K ﹤0.01%
2,780
-1,419
-34% -$68.1K
UAVS icon
3582
AgEagle Aerial Systems
UAVS
$40.9M
$43K ﹤0.01%
+14
New +$52K
TLMD
3583
DELISTED
SOC Telemed, Inc. Class A Common Stock
TLMD
$42K ﹤0.01%
+18,749
New +$67.4K
IDEX
3584
DELISTED
Ideanomics, Inc. Common Stock
IDEX
$38K ﹤0.01%
+153
New +$44.6K
BBDO icon
3585
Banco Bradesco
BBDO
$36.4B
$36K ﹤0.01%
+12,084
New +$42.1K
NEXT icon
3586
NextDecade
NEXT
$1.79B
$36K ﹤0.01%
13,019
-11,754
-47% -$37.1K
SCTL
3587
DELISTED
Societal CDMO, Inc. Common Stock
SCTL
$36K ﹤0.01%
17,473
-14,845
-46% -$31.6K
AMPE
3588
DELISTED
Ampio Pharmaceuticals Inc.
AMPE
$36K ﹤0.01%
72
-2
-3% -$927
CPIX icon
3589
Cumberland Pharmaceuticals
CPIX
$100M
$35K ﹤0.01%
12,876
-420
-3% -$1.25K
ACER
3590
DELISTED
Acer Therapeutics Inc
ACER
$35K ﹤0.01%
13,488
-646
-5% -$1.64K
OPTN
3591
DELISTED
OptiNose
OPTN
$34K ﹤0.01%
+759
New +$31.8K
EMWP
3592
DELISTED
Eros Media World PLC
EMWP
$34K ﹤0.01%
1,845
-9,217
-83% -$176K
DS
3593
DELISTED
Drive Shack Inc.
DS
$31K ﹤0.01%
+10,966
New +$29.5K
OSG
3594
DELISTED
Overseas Shipholding Group Inc.
OSG
$25K ﹤0.01%
11,844
-29,289
-71% -$73.4K
DRRX
3595
DELISTED
DURECT Corp
DRRX
$24K ﹤0.01%
1,867
-6,297
-77% -$85.4K
ASXC
3596
DELISTED
Asensus Surgical, Inc.
ASXC
$23K ﹤0.01%
+12,565
New +$28.2K
ATHX
3597
DELISTED
Athersys, Inc. Common Stock
ATHX
$16K ﹤0.01%
+478
New +$18.2K
ABCL icon
3598
PUT
AbCellera Biologics
ABCL
$1.74B
– –
-11,000
Closed -$1.59M
ABNB icon
3599
PUT
Airbnb
ABNB
$89.9B
– –
-7,250
Closed -$9.27M
ACMR icon
3600
ACM Research
ACMR
$5.42B
– –
-6,201
Closed -$211K
142 143
144
145 146

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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.