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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
PAVM icon
2076
PAVmed
PAVM
$37.1M
$3.55M ﹤0.01%
923
+109
+13% +$344K
WNC icon
2077
Wabash National
WNC
$508M
$3.55M ﹤0.01%
234,387
-6,363
-3% -$93.9K
PGNY icon
2078
Progyny
PGNY
$2.48B
$3.53M ﹤0.01%
63,075
-2,517
-4% -$139K
RDFN
2079
DELISTED
Redfin
RDFN
$3.52M ﹤0.01%
70,307
-13,906
-17% -$752K
SHOE
2080
Shoe Station Group
SHOE
$419M
$3.52M ﹤0.01%
108,440
+340
+0.3% +$11.9K
SPDW icon
2081
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$41.3B
$3.51M ﹤0.01%
97,000
+718
+0.7% +$26.7K
RTLR
2082
DELISTED
Rattler Midstream LP Common Units
RTLR
$3.51M ﹤0.01%
299,168
+38,844
+15% +$421K
FBK icon
2083
FB Financial Corp
FBK
$3.1B
$3.51M ﹤0.01%
81,759
+18,510
+29% +$734K
OPI
2084
DELISTED
Office Properties Income Trust
OPI
$3.5M ﹤0.01%
138,314
-11,035
-7% -$301K
ZLAB icon
2085
Zai Lab
ZLAB
$2.07B
$3.5M ﹤0.01%
33,164
-2,653
-7% -$381K
MRVI icon
2086
Maravai LifeSciences
MRVI
$948M
$3.48M ﹤0.01%
70,941
+41,285
+139% +$2.01M
AGIO icon
2087
Agios Pharmaceuticals
AGIO
$1.88B
$3.47M ﹤0.01%
75,124
-58,588
-44% -$2.83M
MODN
2088
DELISTED
MODEL N, INC.
MODN
$3.46M ﹤0.01%
103,418
+8,840
+9% +$299K
FSP
2089
Franklin Street Properties
FSP
$49.3M
$3.46M ﹤0.01%
746,073
+55,654
+8% +$271K
POLY
2090
DELISTED
Plantronics, Inc.
POLY
$3.45M ﹤0.01%
134,141
-4,706
-3% -$148K
GFF icon
2091
Griffon
GFF
$4.65B
$3.44M ﹤0.01%
139,674
-42,750
-23% -$1.02M
SFIX
2092
Stitch Fix
SFIX
$572M
$3.43M ﹤0.01%
85,957
+11,050
+15% +$517K
LBRT icon
2093
Liberty Energy
LBRT
$3.14B
$3.43M ﹤0.01%
282,471
-3,252
-1% -$36K
HAFC icon
2094
Hanmi Financial
HAFC
$959M
$3.41M ﹤0.01%
169,922
+27,497
+19% +$509K
VCEL icon
2095
Vericel Corp
VCEL
$2.37B
$3.41M ﹤0.01%
69,805
-42,857
-38% -$2.22M
CHEF icon
2096
Chefs' Warehouse
CHEF
$4.52B
$3.4M ﹤0.01%
104,488
+19,001
+22% +$557K
LNN icon
2097
Lindsay Corp
LNN
$1.19B
$3.4M ﹤0.01%
22,377
+4,394
+24% +$709K
AVNS
2098
DELISTED
Avanos Medical
AVNS
$3.4M ﹤0.01%
108,828
+7,920
+8% +$269K
NOVA
2099
DELISTED
Sunnova Energy
NOVA
$3.4M ﹤0.01%
103,076
+31,381
+44% +$1.11M
VGR
2100
DELISTED
Vector Group Ltd.
VGR
$3.39M ﹤0.01%
375,314
-84,887
-18% -$828K
82 83
84
85 86

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MCM
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PSUF
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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.