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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
EMKR
3051
DELISTED
Emcore Corp
EMKR
$562K ﹤0.01%
7,520
-5,377
-42% -$430K
PR
3052
Permian Resources
PR
$17.5B
$561K ﹤0.01%
83,736
-1,712,097
-95% -$9.33M
EEX
3053
DELISTED
Emerald Holding
EEX
$560K ﹤0.01%
129,094
+10,408
+9% +$46.7K
MCB icon
3054
Metropolitan Bank Holding Corp
MCB
$1.15B
$560K ﹤0.01%
6,648
-2,030
-23% -$148K
MP icon
3055
MP Materials
MP
$7.79B
$560K ﹤0.01%
17,388
+3,264
+23% +$114K
FFWM
3056
DELISTED
First Foundation Inc
FFWM
$559K ﹤0.01%
21,259
-15,268
-42% -$365K
CUE icon
3057
Cue Biopharma
CUE
$112M
$557K ﹤0.01%
1,275
+370
+41% +$129K
IMOS
3058
ChipMOS TECHNOLOGIES
IMOS
$1.67B
$557K ﹤0.01%
16,276
-1,715
-10% -$66.5K
AMTI
3059
DELISTED
Applied Molecular Transport Inc. Common Stock
AMTI
$557K ﹤0.01%
21,538
-2,602
-11% -$82.5K
OTLY
3060
Oatly Group
OTLY
$471M
$556K ﹤0.01%
+1,838
New +$666K
SHLX
3061
DELISTED
Shell Midstream Partners, L.P.
SHLX
$556K ﹤0.01%
47,217
-1,260
-3% -$16K
ECVT icon
3062
Ecovyst
ECVT
$1.31B
$550K ﹤0.01%
47,165
+2,114
+5% +$28.9K
CLPR
3063
Clipper Realty
CLPR
$45.1M
$549K ﹤0.01%
67,797
+24,033
+55% +$196K
BGSX.U
3064
DELISTED
Build Acquisition Corp. Units, each consisting of one share of Class A common stock and one-third of one redeemable warrant
BGSX.U
$549K ﹤0.01%
54,869
+477
+0.9% +$4.75K
MITK icon
3065
Mitek Systems
MITK
$773M
$548K ﹤0.01%
29,615
+257
+0.9% +$5.21K
CSIQ icon
3066
Canadian Solar
CSIQ
$1.08B
$544K ﹤0.01%
15,739
-5,223
-25% -$199K
FNDF icon
3067
Schwab Fundamental International Large Company Index ETF
FNDF
$24.9B
$544K ﹤0.01%
16,583
-10,658
-39% -$353K
CAMT icon
3068
Camtek
CAMT
$6.3B
$543K ﹤0.01%
13,401
-885
-6% -$34.1K
MTRX icon
3069
Matrix Service
MTRX
$336M
$543K ﹤0.01%
51,919
+6,328
+14% +$67.9K
OMAB icon
3070
Grupo Aeroportuario Centro Norte
OMAB
$5.09B
$542K ﹤0.01%
11,561
-448
-4% -$21.7K
GOLD
3071
Gold.com Inc
GOLD
$1.19B
$541K ﹤0.01%
18,024
+1,808
+11% +$45.7K
FRGI
3072
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$541K ﹤0.01%
49,396
+792
+2% +$9.95K
TSEM icon
3073
Tower Semiconductor
TSEM
$26B
$538K ﹤0.01%
17,996
+1,468
+9% +$42.2K
GRTS
3074
DELISTED
Gritstone bio, Inc. Common Stock
GRTS
$538K ﹤0.01%
49,820
-3,019
-6% -$27.5K
TELL
3075
DELISTED
Tellurian Inc.
TELL
$538K ﹤0.01%
137,486
-31,520
-19% -$108K
121 122
123
124 125

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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.