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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
NNBR icon
2451
NN Inc
NNBR
$288M
$1.97M ﹤0.01%
374,949
+18,793
+5% +$113K
ABTX
2452
DELISTED
Allegiance Bancshares
ABTX
$1.97M ﹤0.01%
51,585
+10,246
+25% +$376K
FBNC icon
2453
First Bancorp
FBNC
$2.7B
$1.96M ﹤0.01%
45,672
-4,978
-10% -$202K
CNNE icon
2454
Cannae Holdings
CNNE
$655M
$1.95M ﹤0.01%
62,741
+5,219
+9% +$168K
SRDX
2455
DELISTED
Surmodics
SRDX
$1.95M ﹤0.01%
35,070
+2,275
+7% +$126K
CG icon
2456
Carlyle Group
CG
$18B
$1.95M ﹤0.01%
41,181
+11,468
+39% +$550K
AVID
2457
DELISTED
Avid Technology Inc
AVID
$1.95M ﹤0.01%
67,339
-68,777
-51% -$2.12M
VKTX icon
2458
Viking Therapeutics
VKTX
$3.88B
$1.95M ﹤0.01%
309,936
+5,634
+2% +$34.8K
CCNE icon
2459
CNB Financial Corp
CCNE
$1.06B
$1.95M ﹤0.01%
79,895
+55,563
+228% +$1.33M
CDMO
2460
DELISTED
Avid Bioservices, Inc. Common Stock
CDMO
$1.94M ﹤0.01%
90,095
+19,663
+28% +$475K
ETD icon
2461
Ethan Allen Interiors
ETD
$609M
$1.93M ﹤0.01%
81,336
-6,648
-8% -$164K
TRIL
2462
DELISTED
Trillium Therapeutics Inc.
TRIL
$1.92M ﹤0.01%
109,415
+85,261
+353% +$996K
TVTX icon
2463
Travere Therapeutics
TVTX
$5.14B
$1.92M ﹤0.01%
79,090
+6,799
+9% +$125K
TX icon
2464
Ternium
TX
$9.98B
$1.92M ﹤0.01%
45,290
-15,103
-25% -$738K
RXT icon
2465
Rackspace Technology
RXT
$1.26B
$1.91M ﹤0.01%
133,988
-51,289
-28% -$824K
IWB icon
2466
iShares Russell 1000 ETF
IWB
$49.7B
$1.9M ﹤0.01%
7,878
+1,339
+20% +$333K
PAYA
2467
DELISTED
Paya Holdings Inc. Class A Common Stock
PAYA
$1.9M ﹤0.01%
175,154
+91,507
+109% +$987K
HRTX icon
2468
Heron Therapeutics
HRTX
$99.7M
$1.9M ﹤0.01%
177,772
+17,440
+11% +$212K
FMNB icon
2469
Farmers National Banc Corp
FMNB
$949M
$1.9M ﹤0.01%
120,669
-19,329
-14% -$297K
QADA
2470
DELISTED
QAD Inc.
QADA
$1.9M ﹤0.01%
21,698
-14,616
-40% -$1.27M
WW
2471
DELISTED
WW International
WW
$1.9M ﹤0.01%
103,862
+44,588
+75% +$1.17M
CRCT icon
2472
Cricut
CRCT
$1.03B
$1.89M ﹤0.01%
68,663
+24,783
+56% +$806K
CRK icon
2473
Comstock Resources
CRK
$3.86B
$1.89M ﹤0.01%
182,845
+162,510
+799% +$1.1M
NZF icon
2474
Nuveen Municipal Credit Income Fund
NZF
$2.42B
$1.89M ﹤0.01%
112,958
-84,849
-43% -$1.47M
CMPR icon
2475
Cimpress
CMPR
$2.45B
$1.89M ﹤0.01%
21,745
+468
+2% +$45.9K
97 98
99
100 101

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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.