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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
SGMO
2651
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
$1.37M ﹤0.01%
151,610
-20,848
-12% -$206K
ALLK
2652
DELISTED
Allakos
ALLK
$1.36M ﹤0.01%
12,894
+3,237
+34% +$289K
EZPW icon
2653
Ezcorp Inc
EZPW
$1.86B
$1.36M ﹤0.01%
180,090
+39,731
+28% +$255K
HEES
2654
DELISTED
H&E Equipment Services
HEES
$1.36M ﹤0.01%
39,248
+17,996
+85% +$597K
ICFI icon
2655
ICF International
ICFI
$1.52B
$1.36M ﹤0.01%
15,225
+175
+1% +$15.9K
SHLS icon
2656
Shoals Technologies Group
SHLS
$1.57B
$1.36M ﹤0.01%
48,664
+17,911
+58% +$556K
RMO
2657
DELISTED
Romeo Power, Inc.
RMO
$1.36M ﹤0.01%
274,081
+262,137
+2,195% +$1.57M
ENDP
2658
DELISTED
Endo International plc
ENDP
$1.36M ﹤0.01%
418,948
+25,397
+6% +$89.7K
SCS
2659
DELISTED
Steelcase
SCS
$1.36M ﹤0.01%
106,943
-26,884
-20% -$371K
AERI
2660
DELISTED
Aerie Pharmaceuticals
AERI
$1.36M ﹤0.01%
118,940
+6,276
+6% +$91.7K
RLAY icon
2661
Relay Therapeutics
RLAY
$4.09B
$1.35M ﹤0.01%
42,983
+4,241
+11% +$143K
RLX icon
2662
RLX Technology
RLX
$2.43B
$1.35M ﹤0.01%
299,024
+250,998
+523% +$1.36M
UVE icon
2663
Universal Insurance Holdings
UVE
$1.23B
$1.35M ﹤0.01%
103,649
-8,844
-8% -$121K
BLFS icon
2664
BioLife Solutions
BLFS
$1.57B
$1.35M ﹤0.01%
31,817
+12,994
+69% +$626K
CAMP
2665
DELISTED
CalAmp Corp.
CAMP
$1.34M ﹤0.01%
5,837
-223
-4% -$59K
BBSI icon
2666
Barrett Business Services
BBSI
$979M
$1.33M ﹤0.01%
69,900
+23,512
+51% +$440K
VTOL icon
2667
Bristow Group
VTOL
$1.35B
$1.33M ﹤0.01%
41,822
+15,647
+60% +$457K
LAND
2668
Gladstone Land Corp
LAND
$348M
$1.33M ﹤0.01%
58,237
+58
+0.1% +$1.35K
ATRI
2669
DELISTED
Atrion Corp
ATRI
$1.32M ﹤0.01%
1,899
+71
+4% +$47.1K
LESL icon
2670
Leslie's
LESL
$10.1M
$1.32M ﹤0.01%
3,220
+600
+23% +$287K
AMRS
2671
DELISTED
Amyris Inc.
AMRS
$1.32M ﹤0.01%
96,042
+16,642
+21% +$238K
VLGEA icon
2672
Village Super Market
VLGEA
$650M
$1.31M ﹤0.01%
60,631
+724
+1% +$16.3K
EEMS icon
2673
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$355M
$1.31M ﹤0.01%
21,638
-353
-2% -$21.8K
ONT
2674
Onterris Inc
ONT
$795M
$1.31M ﹤0.01%
21,233
+2,243
+12% +$117K
CARE icon
2675
Carter Bankshares
CARE
$785M
$1.31M ﹤0.01%
92,061
+6,552
+8% +$80.9K
105 106
107
108 109

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MCM
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PSUF
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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.