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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
SCHM icon
3376
Schwab US Mid-Cap ETF
SCHM
$14.5B
$242K ﹤0.01%
9,462
-498
-5% -$13K
CIVB icon
3377
Civista Bancshares
CIVB
$604M
$241K ﹤0.01%
10,362
-1,040
-9% -$23.9K
GBL
3378
DELISTED
GAMCO Investors, Inc.
GBL
$241K ﹤0.01%
+9,117
New +$243K
AHT
3379
Ashford Hospitality Trust
AHT
$20.9M
$239K ﹤0.01%
+1,622
New +$275K
MIXT
3380
DELISTED
MIX TELEMATICS LIMITED
MIXT
$239K ﹤0.01%
19,448
+391
+2% +$5.32K
ALNT icon
3381
Allient
ALNT
$1.49B
$238K ﹤0.01%
7,619
+77
+1% +$2.52K
LAB icon
3382
Standard BioTools
LAB
$340M
$238K ﹤0.01%
36,086
+1,925
+6% +$12.7K
DSP icon
3383
Viant Technology
DSP
$236M
$237K ﹤0.01%
+19,365
New +$312K
FOR icon
3384
Forestar Group
FOR
$1.44B
$235K ﹤0.01%
12,633
+75
+0.6% +$1.51K
TAC icon
3385
TransAlta
TAC
$3.95B
$234K ﹤0.01%
22,169
-316
-1% -$3.17K
CTLP
3386
DELISTED
Cantaloupe
CTLP
$233K ﹤0.01%
21,607
+2,690
+14% +$27.9K
STIM icon
3387
Neuronetics
STIM
$138M
$233K ﹤0.01%
35,447
+12,848
+57% +$123K
BIP icon
3388
Brookfield Infrastructure Partners
BIP
$19.2B
$232K ﹤0.01%
6,192
+189
+3% +$7.02K
DNMR
3389
DELISTED
Danimer Scientific, Inc.
DNMR
$232K ﹤0.01%
355
+152
+75% +$112K
KLXE icon
3390
KLX Energy Services
KLXE
$45M
$231K ﹤0.01%
48,604
+23,487
+94% +$143K
BELFB
3391
Bel Fuse Inc Class B
BELFB
$3.87B
$230K ﹤0.01%
18,467
-29,278
-61% -$392K
TRML
3392
DELISTED
Tourmaline Bio
TRML
$230K ﹤0.01%
+1,693
New +$232K
HYFM icon
3393
Hydrofarm Holdings
HYFM
$2.57M
$226K ﹤0.01%
+598
New +$290K
VERU icon
3394
Veru
VERU
$36M
$224K ﹤0.01%
2,622
+216
+9% +$17.1K
VPU
3395
Vanguard Utilities ETF
VPU
$8.46B
$224K ﹤0.01%
+1,607
New +$235K
IHI icon
3396
iShares US Medical Devices ETF
IHI
$3.13B
$222K ﹤0.01%
+3,534
New +$225K
OUST icon
3397
Ouster
OUST
$2.63B
$222K ﹤0.01%
+3,040
New +$280K
RDHL
3398
Redhill Biopharma
RDHL
$3.95M
$222K ﹤0.01%
49
+3
+7% +$20.4K
ACBI
3399
DELISTED
Atlantic Capital Bancshares, Inc. Common Stock
ACBI
$222K ﹤0.01%
8,376
-26,685
-76% -$651K
SPSM icon
3400
State Street SPDR Portfolio S&P 600 Small Cap ETF
SPSM
$17.1B
$221K ﹤0.01%
5,177
-95
-2% -$4.07K
134 135
136
137 138

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NIPH
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AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.