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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
BSET icon
3151
Bassett Furniture
BSET
$166M
$446K ﹤0.01%
24,624
+35
+0.1% +$768
BRT
3152
BRT Apartments
BRT
$284M
$445K ﹤0.01%
23,089
-603
-3% -$11.2K
OMER icon
3153
Omeros
OMER
$886M
$445K ﹤0.01%
32,296
+1,119
+4% +$16.7K
TISI icon
3154
Team
TISI
$79.6M
$445K ﹤0.01%
14,781
-6,834
-32% -$329K
SRI icon
3155
Stoneridge
SRI
$202M
$443K ﹤0.01%
21,729
+11,552
+114% +$286K
UTZ icon
3156
Utz Brands
UTZ
$1.25B
$442K ﹤0.01%
25,809
-65,618
-72% -$1.33M
STRL icon
3157
Sterling Infrastructure
STRL
$18B
$441K ﹤0.01%
19,440
-565
-3% -$12.6K
PRTK
3158
DELISTED
Paratek Pharmaceuticals, Inc.
PRTK
$440K ﹤0.01%
90,606
+3,163
+4% +$17.4K
MASS icon
3159
908 Devices
MASS
$338M
$439K ﹤0.01%
+13,505
New +$459K
PHAT icon
3160
Phathom Pharmaceuticals
PHAT
$729M
$438K ﹤0.01%
+13,640
New +$453K
DSM
3161
BNY Mellon Strategic Municipal Bond Fund
DSM
$287M
$437K ﹤0.01%
54,792
-238,155
-81% -$1.99M
EVER icon
3162
EverQuote
EVER
$909M
$437K ﹤0.01%
23,469
+4,502
+24% +$108K
ICPT
3163
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$436K ﹤0.01%
29,361
-3,739
-11% -$59.8K
GTYH
3164
DELISTED
GTY Technology Holdings, Inc. Common Stock
GTYH
$435K ﹤0.01%
57,901
+12,154
+27% +$87.2K
BOC icon
3165
Boston Omaha
BOC
$439M
$430K ﹤0.01%
11,089
+2,061
+23% +$68K
WHG icon
3166
Westwood Holdings Group
WHG
$186M
$430K ﹤0.01%
22,637
-8,645
-28% -$187K
CLVS
3167
DELISTED
Clovis Oncology, Inc.
CLVS
$429K ﹤0.01%
96,220
+5,384
+6% +$25.9K
CWBC
3168
Community West Bancshares
CWBC
$691M
$428K ﹤0.01%
19,903
-5,337
-21% -$115K
VOE icon
3169
Vanguard Morningstar Mid-Cap Value ETF
VOE
$23.9B
$428K ﹤0.01%
3,066
-253
-8% -$35.9K
FRHC icon
3170
Freedom Holding
FRHC
$9.68B
$427K ﹤0.01%
6,800
– –
SCPL
3171
DELISTED
SciPlay Corporation Class A Common Stock
SCPL
$426K ﹤0.01%
20,580
+1,529
+8% +$27K
VONG icon
3172
Vanguard Russell 1000 Growth ETF
VONG
$43.2B
$425K ﹤0.01%
6,038
-462
-7% -$33.6K
BXC icon
3173
BlueLinx
BXC
$447M
$424K ﹤0.01%
8,670
+75
+0.9% +$3.77K
HBT icon
3174
HBT Financial
HBT
$1.32B
$424K ﹤0.01%
27,255
+663
+2% +$10.7K
GOSS icon
3175
Gossamer Bio
GOSS
$84.2M
$423K ﹤0.01%
33,613
+15,851
+89% +$146K
125 126
127
128 129

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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.