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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
VPG icon
2876
Vishay Precision Group
VPG
$1.22B
$841K ﹤0.01%
24,185
+3,202
+15% +$116K
FRBA icon
2877
First Bank
FRBA
$471M
$840K ﹤0.01%
59,629
-633
-1% -$8.45K
PMVP icon
2878
PMV Pharmaceuticals
PMVP
$59.7M
$839K ﹤0.01%
28,145
+5,482
+24% +$175K
TLS icon
2879
Telos
TLS
$349M
$839K ﹤0.01%
29,528
+49
+0.2% +$1.48K
TPC
2880
Tutor Perini Cor
TPC
$4.51B
$839K ﹤0.01%
64,657
-22,878
-26% -$312K
CHPT icon
2881
ChargePoint
CHPT
$143M
$837K ﹤0.01%
2,094
+1,644
+365% +$765K
ANIP icon
2882
ANI Pharmaceuticals
ANIP
$1.82B
$833K ﹤0.01%
25,366
-3,543
-12% -$110K
SB icon
2883
Safe Bulkers
SB
$803M
$831K ﹤0.01%
160,767
+89,253
+125% +$344K
FDT icon
2884
First Trust Developed Markets ex-US AlphaDEX Fund
FDT
$1.29B
$825K ﹤0.01%
13,529
+39
+0.3% +$2.45K
JAMF
2885
DELISTED
Jamf
JAMF
$824K ﹤0.01%
21,380
-555
-3% -$19.1K
CMRC
2886
Commerce.com Inc Series 1
CMRC
$262M
$821K ﹤0.01%
16,222
-5,434
-25% -$331K
RIGL icon
2887
Rigel Pharmaceuticals
RIGL
$693M
$821K ﹤0.01%
22,610
-1,318
-6% -$51.9K
VRS
2888
DELISTED
Verso Corporation
VRS
$820K ﹤0.01%
39,513
-2,095
-5% -$40.4K
RMNI icon
2889
Rimini Street
RMNI
$447M
$815K ﹤0.01%
84,501
-32,150
-28% -$279K
XLB icon
2890
State Street Materials Select Sector SPDR ETF
XLB
$8.36B
$815K ﹤0.01%
20,608
-74
-0.4% -$3.08K
APEI icon
2891
American Public Education
APEI
$975M
$813K ﹤0.01%
31,756
-4,703
-13% -$129K
OPY icon
2892
Oppenheimer Holdings
OPY
$1.21B
$812K ﹤0.01%
17,938
-984
-5% -$44.2K
CDXS icon
2893
Codexis
CDXS
$156M
$809K ﹤0.01%
34,762
+1,308
+4% +$31K
KYMR icon
2894
Kymera Therapeutics
KYMR
$8.25B
$809K ﹤0.01%
13,778
+4,046
+42% +$235K
PHR icon
2895
Phreesia
PHR
$698M
$804K ﹤0.01%
13,027
+2,159
+20% +$144K
RBBN icon
2896
Ribbon Communications
RBBN
$373M
$804K ﹤0.01%
134,405
-3,126
-2% -$21.1K
DV icon
2897
DoubleVerify
DV
$1.8B
$802K ﹤0.01%
23,471
-17,452
-43% -$616K
KNSA icon
2898
Kiniksa Pharmaceuticals
KNSA
$5.73B
$799K ﹤0.01%
70,146
+4,558
+7% +$59.4K
FPI
2899
Farmland Partners
FPI
$418M
$791K ﹤0.01%
65,939
+1,548
+2% +$19.1K
ORRF icon
2900
Orrstown Financial Services
ORRF
$859M
$784K ﹤0.01%
33,517
+722
+2% +$16.7K
114 115
116
117 118

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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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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.