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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
PIM
3001
Franklin Master Intermediate Income Trust
PIM
$151M
$627K ﹤0.01%
154,117
-1,545
-1% -$6.37K
TCRR
3002
DELISTED
TCR2 Therapeutics Inc. Common Stock
TCRR
$627K ﹤0.01%
73,686
+16,696
+29% +$236K
OCFT
3003
DELISTED
OneConnect Financial Technology
OCFT
$626K ﹤0.01%
+15,257
New +$967K
PRVA icon
3004
Privia Health
PRVA
$3.02B
$625K ﹤0.01%
26,549
-14,024
-35% -$490K
HLMN icon
3005
Hillman Solutions
HLMN
$1.62B
$623K ﹤0.01%
+52,249
New +$640K
VTWO icon
3006
Vanguard Russell 2000 ETF
VTWO
$17.6B
$623K ﹤0.01%
7,051
-5,503
-44% -$493K
DGRO icon
3007
iShares Core Dividend Growth ETF
DGRO
$42.8B
$620K ﹤0.01%
12,336
-1,898
-13% -$98.3K
KNTE
3008
DELISTED
Kinnate Biopharma Inc. Common Stock
KNTE
$620K ﹤0.01%
+26,923
New +$586K
NWPX icon
3009
NWPX Infrastructure Inc
NWPX
$1.21B
$616K ﹤0.01%
25,985
+2,748
+12% +$72.7K
KODK icon
3010
Kodak
KODK
$820M
$615K ﹤0.01%
90,291
+35,780
+66% +$261K
MXCT icon
3011
MaxCyte
MXCT
$115M
$615K ﹤0.01%
+50,403
New +$760K
BAK icon
3012
Braskem
BAK
$928M
$614K ﹤0.01%
28,127
+1,100
+4% +$25.4K
MAV
3013
DELISTED
Pioneer Municipal High Income Advantage Fund
MAV
$612K ﹤0.01%
52,762
-186,652
-78% -$2.28M
FF icon
3014
Future Fuel
FF
$216M
$611K ﹤0.01%
85,676
+13,259
+18% +$110K
CNOB icon
3015
Center Bancorp
CNOB
$1.69B
$609K ﹤0.01%
20,300
-713
-3% -$19.7K
FUV
3016
DELISTED
Arcimoto, Inc. Common Stock
FUV
$608K ﹤0.01%
2,661
+508
+24% +$138K
PZN
3017
DELISTED
Pzena Investment Management, Inc. Class A
PZN
$607K ﹤0.01%
61,656
+1,638
+3% +$17.5K
DENN
3018
DELISTED
Denny's
DENN
$606K ﹤0.01%
37,072
-573
-2% -$9K
AXTI icon
3019
AXT Inc
AXTI
$4.6B
$602K ﹤0.01%
72,305
+7,471
+12% +$69.6K
TDW icon
3020
Tidewater
TDW
$3.6B
$602K ﹤0.01%
49,938
+6,113
+14% +$69.5K
BDSI
3021
DELISTED
BioDelivery Sciences International, Inc.
BDSI
$600K ﹤0.01%
166,128
+25,902
+18% +$97.7K
ERF
3022
DELISTED
Enerplus Corporation
ERF
$599K ﹤0.01%
74,819
-2,636
-3% -$16.4K
VBR icon
3023
Vanguard Morningstar Small-Cap Value ETF
VBR
$37.5B
$598K ﹤0.01%
3,531
+219
+7% +$37.5K
CIGI icon
3024
Colliers International
CIGI
$5.07B
$597K ﹤0.01%
4,677
-148
-3% -$18.8K
MCFE
3025
DELISTED
McAfee Corp. Class A Common Stock
MCFE
$596K ﹤0.01%
26,950
-2,139
-7% -$55.3K
119 120
121
122 123

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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.