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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
AVAH icon
2751
Aveanna Healthcare
AVAH
$2.09B
$1.13M ﹤0.01%
140,763
+57,362
+69% +$556K
BALY icon
2752
Bally's
BALY
$689M
$1.12M ﹤0.01%
22,410
+1,613
+8% +$78.7K
HFFG icon
2753
HF Foods Group
HFFG
$79.7M
$1.12M ﹤0.01%
185,509
+120,191
+184% +$669K
SPWR
2754
DELISTED
SunPower Corporation Common Stock
SPWR
$1.12M ﹤0.01%
49,455
-14,431
-23% -$337K
RAFE icon
2755
PIMCO RAFI ESG US ETF
RAFE
$166M
$1.12M ﹤0.01%
36,820
+1,555
+4% +$48.3K
LTCH
2756
DELISTED
Latch, Inc. Common Stock
LTCH
$1.12M ﹤0.01%
99,002
+12,505
+14% +$154K
KOS icon
2757
Kosmos Energy
KOS
$1.5B
$1.11M ﹤0.01%
374,851
-584,165
-61% -$1.42M
GOCO
2758
DELISTED
GoHealth
GOCO
$1.11M ﹤0.01%
14,661
+10,113
+222% +$1.07M
HDSN
2759
Hudson Technologies
HDSN
$262M
$1.1M ﹤0.01%
312,934
+38,374
+14% +$128K
WTBA icon
2760
West Bancorporation
WTBA
$481M
$1.1M ﹤0.01%
36,738
+4,592
+14% +$135K
EVOP
2761
DELISTED
EVO Payments, Inc. Class A Common Stock
EVOP
$1.1M ﹤0.01%
46,591
+2,062
+5% +$54.8K
SUMO
2762
DELISTED
Sumo Logic, Inc. Common Stock
SUMO
$1.1M ﹤0.01%
68,388
+6,652
+11% +$132K
TSC
2763
DELISTED
TriState Capital Holdings, Inc.
TSC
$1.1M ﹤0.01%
52,117
-257
-0.5% -$5.2K
LOB icon
2764
Live Oak Bancshares
LOB
$2.03B
$1.1M ﹤0.01%
17,239
-4,258
-20% -$252K
ALLO icon
2765
Allogene Therapeutics
ALLO
$635M
$1.09M ﹤0.01%
42,506
-8,127
-16% -$193K
CHMI
2766
Cherry Hill Mortgage Investment Corp
CHMI
$85.2M
$1.09M ﹤0.01%
122,718
-36,320
-23% -$335K
FHLC icon
2767
Fidelity MSCI Health Care Index ETF
FHLC
$3.28B
$1.09M ﹤0.01%
17,078
+3,027
+22% +$200K
EPM icon
2768
Evolution Petroleum
EPM
$129M
$1.09M ﹤0.01%
191,774
-35,100
-15% -$157K
IMXI icon
2769
International Money Express
IMXI
$369M
$1.09M ﹤0.01%
65,110
+19,854
+44% +$332K
RAPT
2770
DELISTED
RAPT Therapeutics
RAPT
$1.09M ﹤0.01%
4,377
+931
+27% +$246K
IVH
2771
DELISTED
Delaware Ivy High Income Opportunities Fund
IVH
$1.09M ﹤0.01%
79,507
+32,251
+68% +$450K
HONE
2772
DELISTED
HarborOne Bancorp
HONE
$1.09M ﹤0.01%
77,316
-9,278
-11% -$128K
GNK icon
2773
Genco Shipping & Trading
GNK
$1.14B
$1.08M ﹤0.01%
53,860
+4,130
+8% +$76.4K
CNR
2774
DELISTED
Cornerstone Building Brands, Inc.
CNR
$1.08M ﹤0.01%
74,202
-2,255
-3% -$36.7K
SCZ icon
2775
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.4B
$1.08M ﹤0.01%
+14,529
New +$1.11M
109 110
111
112 113

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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.