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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
ADMA icon
3601
ADMA Biologics
ADMA
$1.96B
– –
-147,855
Closed -$237K
ALCO icon
3602
Alico
ALCO
$280M
– –
-20,908
Closed -$744K
ALTO icon
3603
Alto Ingredients
ALTO
$369M
– –
-25,136
Closed -$154K
ANVS icon
3604
Annovis Bio
ANVS
$74.4M
– –
-22,331
Closed -$1.91M
APT icon
3605
Alpha Pro Tech
APT
$50.4M
– –
-17,043
Closed -$146K
ASMB icon
3606
Assembly Biosciences
ASMB
$498M
– –
-7,445
Closed -$347K
ATXS
3607
DELISTED
Astria Therapeutics
ATXS
– –
-19,178
Closed -$243K
BLNK icon
3608
Blink Charging
BLNK
$74.3M
– –
-5,544
Closed -$228K
CDTX
3609
DELISTED
Cidara Therapeutics
CDTX
– –
-1,700
Closed -$69K
CEPU
3610
Central Puerto
CEPU
$2.29B
– –
-35,182
Closed -$90K
CFO icon
3611
VictoryShares US 500 Enhanced Volatility Wtd ETF
CFO
$417M
– –
-3,030
Closed -$216K
CKPT
3612
DELISTED
Checkpoint Therapeutics
CKPT
– –
-1,470
Closed -$43K
CRBP icon
3613
Corbus Pharmaceuticals
CRBP
$166M
– –
-2,061
Closed -$113K
CRON
3614
Cronos Group
CRON
$1.06B
– –
-20,141
Closed -$173K
CRSR icon
3615
Corsair Gaming
CRSR
$1.13B
– –
-7,406
Closed -$247K
CURI icon
3616
CuriosityStream
CURI
$145M
– –
-15,998
Closed -$218K
CYCN icon
3617
Cyclerion Therapeutics
CYCN
$14.9M
– –
-630
Closed -$49K
EARN
3618
Ellington Residential Mortgage REIT
EARN
$162M
– –
-13,611
Closed -$160K
ESSA
3619
DELISTED
ESSA Bancorp
ESSA
– –
-13,083
Closed -$214K
ESTA icon
3620
Establishment Labs
ESTA
$2.72B
– –
-2,355
Closed -$206K
ETON icon
3621
Eton Pharmaceutcials
ETON
$1.27B
– –
-78,542
Closed -$484K
EWZ icon
3622
iShares MSCI Brazil ETF
EWZ
$9.28B
– –
-410,158
Closed -$16.6M
FBIZ icon
3623
First Business Financial Services
FBIZ
$587M
– –
-28,645
Closed -$775K
FMN
3624
Federated Hermes Premier Municipal Income Fund
FMN
$86.8M
– –
-20,057
Closed -$314K
FSBW icon
3625
FS Bancorp
FSBW
$319M
– –
-5,816
Closed -$207K
143 144
145
146 147

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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.