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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
CULP icon
3476
Culp Inc
CULP
$44.1M
$160K ﹤0.01%
12,434
-432
-3% -$6.07K
OCUL icon
3477
Ocular Therapeutix
OCUL
$1.79B
$158K ﹤0.01%
15,800
-2,541
-14% -$28.5K
VRCA icon
3478
Verrica Pharmaceuticals
VRCA
$89.7M
$156K ﹤0.01%
+1,247
New +$140K
CBD
3479
DELISTED
Companhia Brasileira de Distribuicao
CBD
$155K ﹤0.01%
32,814
+1,056
+3% +$6.25K
AKYA
3480
DELISTED
Akoya BioSciences
AKYA
$154K ﹤0.01%
+11,031
New +$184K
SD icon
3481
SandRidge Energy
SD
$514M
$154K ﹤0.01%
11,851
-752
-6% -$6.21K
CDZI icon
3482
Cadiz
CDZI
$251M
$153K ﹤0.01%
21,704
-9,216
-30% -$113K
TTI icon
3483
TETRA Technologies
TTI
$1.14B
$150K ﹤0.01%
48,217
+15,346
+47% +$49.2K
ANGI icon
3484
Angi Inc
ANGI
$229M
$149K ﹤0.01%
1,206
+98
+9% +$11.3K
LFCR icon
3485
Lifecore Biomedical
LFCR
$166M
$145K ﹤0.01%
+15,685
New +$171K
ESXB
3486
DELISTED
Community Bankers Trust Corporation
ESXB
$145K ﹤0.01%
12,711
-1,398
-10% -$15.1K
LONA
3487
LeonaBio Inc
LONA
$66.3M
$144K ﹤0.01%
+1,541
New +$157K
CMRX
3488
DELISTED
Chimerix, Inc.
CMRX
$144K ﹤0.01%
23,321
+637
+3% +$4.38K
OTRK
3489
DELISTED
Ontrak
OTRK
$143K ﹤0.01%
159
+45
+39% +$80.4K
GEOS icon
3490
Geospace Technologies
GEOS
$94.6M
$142K ﹤0.01%
14,838
-419
-3% -$3.87K
CWCO icon
3491
Consolidated Water Co
CWCO
$467M
$141K ﹤0.01%
12,383
-18,723
-60% -$226K
EVLO
3492
DELISTED
Evelo Biosciences, Inc. Common Stock
EVLO
$141K ﹤0.01%
1,004
-107
-10% -$21.2K
TREC
3493
DELISTED
Trecora Resources
TREC
$138K ﹤0.01%
16,872
-16,819
-50% -$136K
TH icon
3494
Target Hospitality
TH
$1.51B
$137K ﹤0.01%
36,857
+3,449
+10% +$12.7K
ACET icon
3495
Adicet Bio
ACET
$85.2M
$136K ﹤0.01%
+1,080
New +$134K
LVO icon
3496
LiveOne
LVO
$61.7M
$134K ﹤0.01%
4,483
-1,079
-19% -$37.3K
AMYT
3497
DELISTED
Amryt Pharma plc American Depositary Shares
AMYT
$133K ﹤0.01%
+11,008
New +$124K
ARAY icon
3498
Accuray
ARAY
$32M
$132K ﹤0.01%
33,486
-12,783
-28% -$50.7K
FLNT
3499
Fluent
FLNT
$102M
$132K ﹤0.01%
9,725
+6,175
+174% +$92.7K
VSTA
3500
DELISTED
Vasta Platform
VSTA
$132K ﹤0.01%
+28,851
New +$181K
138 139
140
141 142

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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.