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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
HCCI
1851
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
$4.82M ﹤0.01%
166,366
+2,035
+1% +$58.2K
SPCE icon
1852
Virgin Galactic
SPCE
$369M
$4.8M ﹤0.01%
9,487
+493
+5% +$293K
SSB icon
1853
SouthState Bank Corp
SSB
$10.6B
$4.8M ﹤0.01%
64,300
+1,236
+2% +$88.1K
PARAA
1854
DELISTED
Paramount Global Class A
PARAA
$4.8M ﹤0.01%
113,990
-2,099
-2% -$93.9K
KFRC icon
1855
Kforce
KFRC
$1.02B
$4.79M ﹤0.01%
80,347
+9,012
+13% +$543K
TROX icon
1856
Tronox
TROX
$901M
$4.79M ﹤0.01%
194,354
-8,486
-4% -$174K
BHE icon
1857
Benchmark Electronics
BHE
$3.04B
$4.79M ﹤0.01%
179,219
+21,498
+14% +$571K
HLNE icon
1858
Hamilton Lane
HLNE
$5.6B
$4.79M ﹤0.01%
56,414
+13,776
+32% +$1.23M
SDHY
1859
PGIM Short Duration High Yield Opportunities Fund
SDHY
$400M
$4.78M ﹤0.01%
+254,785
New +$4.87M
APOG icon
1860
Apogee Enterprises
APOG
$904M
$4.78M ﹤0.01%
126,574
+210
+0.2% +$8.43K
RARE icon
1861
Ultragenyx Pharmaceutical
RARE
$2.45B
$4.77M ﹤0.01%
52,924
+6,966
+15% +$630K
ROCK icon
1862
Gibraltar Industries
ROCK
$1.66B
$4.77M ﹤0.01%
68,499
-2,673
-4% -$192K
HIBB
1863
DELISTED
Hibbett, Inc. Common Stock
HIBB
$4.76M ﹤0.01%
67,366
-1,095
-2% -$95.6K
AIO
1864
Virtus Artificial Intelligence & Technology Opportunities Fund
AIO
$903M
$4.76M ﹤0.01%
+178,384
New +$4.88M
WOW
1865
DELISTED
WideOpenWest
WOW
$4.75M ﹤0.01%
241,810
+102,989
+74% +$2.16M
BGR icon
1866
BlackRock Energy and Resources Trust
BGR
$407M
$4.73M ﹤0.01%
498,725
-6,550
-1% -$58.9K
SKY icon
1867
Champion Homes
SKY
$4.93B
$4.72M ﹤0.01%
78,672
+7,378
+10% +$437K
IMKTA icon
1868
Ingles Markets
IMKTA
$1.72B
$4.72M ﹤0.01%
71,431
-6,398
-8% -$406K
AXS icon
1869
AXIS Capital
AXS
$7.62B
$4.7M ﹤0.01%
102,159
-4,620
-4% -$229K
CADE
1870
DELISTED
Cadence Bank
CADE
$4.69M ﹤0.01%
157,593
+30,827
+24% +$860K
CVGW
1871
DELISTED
Calavo Growers
CVGW
$4.68M ﹤0.01%
122,386
+64,694
+112% +$3.23M
EVRI
1872
DELISTED
Everi Holdings
EVRI
$4.68M ﹤0.01%
193,512
+23,617
+14% +$539K
BXMT icon
1873
Blackstone Mortgage Trust
BXMT
$2.38B
$4.67M ﹤0.01%
154,012
-5,857
-4% -$186K
AVAV icon
1874
AeroVironment
AVAV
$8.55B
$4.67M ﹤0.01%
54,041
-9,025
-14% -$874K
REGI
1875
DELISTED
Renewable Energy Group, Inc.
REGI
$4.67M ﹤0.01%
92,921
-40,046
-30% -$2.19M
73 74
75
76 77

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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.