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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
AOUT icon
3326
American Outdoor Brands
AOUT
$155M
$282K ﹤0.01%
11,479
-1,324
-10% -$37.1K
MYOV
3327
DELISTED
Myovant Sciences Ltd.
MYOV
$282K ﹤0.01%
12,548
-444
-3% -$9.75K
OYST
3328
DELISTED
Oyster Point Pharma, Inc. Common Stock
OYST
$282K ﹤0.01%
+23,778
New +$346K
HGEN
3329
DELISTED
HUMANIGEN, INC.
HGEN
$280K ﹤0.01%
47,139
+30,069
+176% +$422K
FRBK
3330
DELISTED
Republic First Bancorp Inc
FRBK
$279K ﹤0.01%
90,529
+2,026
+2% +$7.04K
ESGU icon
3331
iShares ESG Aware MSCI USA ETF
ESGU
$17.9B
$276K ﹤0.01%
+2,800
New +$284K
BVH
3332
DELISTED
Bluegreen Vacations Holding Corporation
BVH
$275K ﹤0.01%
10,668
-2,998
-22% -$62.1K
ALDX icon
3333
Aldeyra Therapeutics
ALDX
$92.9M
$274K ﹤0.01%
31,184
-87,756
-74% -$805K
GLRE icon
3334
Greenlight Captial
GLRE
$552M
$274K ﹤0.01%
37,079
-3,942
-10% -$32.9K
MVBF icon
3335
MVB Financial
MVBF
$397M
$274K ﹤0.01%
+6,389
New +$260K
ZIM icon
3336
ZIM Integrated Shipping Services
ZIM
$3.04B
$274K ﹤0.01%
+5,413
New +$253K
RM icon
3337
Regional Management Corp
RM
$301M
$271K ﹤0.01%
+4,655
New +$257K
TRC icon
3338
Tejon Ranch
TRC
$457M
$271K ﹤0.01%
15,278
-620
-4% -$11K
PSTL
3339
Postal Realty Trust
PSTL
$694M
$270K ﹤0.01%
+14,482
New +$278K
IPI icon
3340
Intrepid Potash
IPI
$456M
$268K ﹤0.01%
8,668
-1,219
-12% -$38.2K
EOSE icon
3341
Eos Energy Enterprises
EOSE
$1.22B
$267K ﹤0.01%
+19,041
New +$282K
IJT icon
3342
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.26B
$266K ﹤0.01%
+2,047
New +$270K
LMNR icon
3343
Limoneira
LMNR
$235M
$266K ﹤0.01%
16,436
-3,724
-18% -$62.7K
DCBO
3344
Docebo
DCBO
$525M
$265K ﹤0.01%
+3,635
New +$267K
NGMS
3345
DELISTED
NeoGames S.A. Ordinary Shares
NGMS
$265K ﹤0.01%
7,223
+586
+9% +$27K
SSYS icon
3346
Stratasys
SSYS
$679M
$264K ﹤0.01%
12,248
-842
-6% -$18.3K
GEVO icon
3347
Gevo
GEVO
$360M
$262K ﹤0.01%
39,420
+14,284
+57% +$88.4K
IYW icon
3348
iShares US Technology ETF
IYW
$23.6B
$261K ﹤0.01%
2,574
+335
+15% +$35K
RFL icon
3349
Rafael Holdings
RFL
$101M
$261K ﹤0.01%
8,606
+282
+3% +$12.9K
SBT
3350
DELISTED
Sterling Bancorp, Inc. Common Stock
SBT
$261K ﹤0.01%
50,572
-12,086
-19% -$60.6K
132 133
134
135 136

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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.