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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
SLCT
3076
DELISTED
Select Bancorp, Inc.
SLCT
$538K ﹤0.01%
31,161
-3,101
-9% -$50.1K
HMPT
3077
DELISTED
Home Point Capital, Inc Common Stock
HMPT
$537K ﹤0.01%
+130,411
New +$601K
FC icon
3078
Franklin Covey
FC
$250M
$536K ﹤0.01%
+13,140
New +$506K
HEDJ icon
3079
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.86B
$536K ﹤0.01%
14,092
-1,610
-10% -$63.1K
MTW icon
3080
Manitowoc
MTW
$515M
$536K ﹤0.01%
25,014
+697
+3% +$16.1K
ATRS
3081
DELISTED
Antares Pharma, Inc.
ATRS
$534K ﹤0.01%
146,765
+17,292
+13% +$69.9K
KBAL
3082
DELISTED
Kimball International
KBAL
$533K ﹤0.01%
47,569
-6,965
-13% -$85.5K
NMFC icon
3083
New Mountain Finance
NMFC
$670M
$531K ﹤0.01%
39,866
-305
-0.8% -$4.08K
CGC
3084
Canopy Growth
CGC
$402M
$530K ﹤0.01%
3,823
+751
+24% +$135K
RGS icon
3085
Regis Corp
RGS
$68.6M
$530K ﹤0.01%
7,609
+4,695
+161% +$616K
NEX
3086
DELISTED
NexTier Oilfield Solutions Inc.
NEX
$529K ﹤0.01%
114,926
-38,023
-25% -$153K
RVSB icon
3087
Riverview Bancorp
RVSB
$108M
$524K ﹤0.01%
72,117
-16,326
-18% -$118K
SPLV icon
3088
Invesco S&P 500 Low Volatility ETF
SPLV
$7.19B
$524K ﹤0.01%
8,619
+42
+0.5% +$2.65K
CCBG icon
3089
Capital City Bank Group
CCBG
$900M
$523K ﹤0.01%
21,127
-81,424
-79% -$1.94M
LSF icon
3090
Laird Superfood
LSF
$47.3M
$523K ﹤0.01%
+27,404
New +$629K
MX icon
3091
Magnachip Semiconductor
MX
$125M
$521K ﹤0.01%
29,351
+6,541
+29% +$130K
SFE
3092
DELISTED
Safeguard Scientifics, Inc.
SFE
$521K ﹤0.01%
58,629
-51,523
-47% -$413K
DGICA icon
3093
Donegal Group Class A
DGICA
$736M
$518K ﹤0.01%
35,762
+682
+2% +$10.3K
PAGP icon
3094
Plains GP Holdings
PAGP
$5.14B
$518K ﹤0.01%
48,032
-15,470
-24% -$162K
FVD icon
3095
First Trust Value Line Dividend Fund
FVD
$8.3B
$517K ﹤0.01%
13,195
-757
-5% -$30.7K
SPAB icon
3096
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.73B
$516K ﹤0.01%
17,275
-35
-0.2% -$1.05K
TIP icon
3097
iShares TIPS Bond ETF
TIP
$14.5B
$516K ﹤0.01%
4,042
-27,041
-87% -$3.49M
CMAX
3098
DELISTED
CareMax, Inc. Class A Common Stock
CMAX
$515K ﹤0.01%
+1,777
New +$523K
SCHX icon
3099
Schwab US Large- Cap ETF
SCHX
$72.8B
$511K ﹤0.01%
29,478
+3,336
+13% +$59.5K
NOBL icon
3100
ProShares S&P 500 Dividend Aristocrats ETF
NOBL
$11.7B
$510K ﹤0.01%
11,522
+2,742
+31% +$127K
122 123
124
125 126

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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.