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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
FSLY icon
1901
Fastly Inc
FSLY
$4.07B
$4.53M ﹤0.01%
111,999
+5,853
+6% +$270K
PRAA icon
1902
PRA Group
PRAA
$656M
$4.52M ﹤0.01%
107,348
+14,753
+16% +$588K
KN icon
1903
Knowles
KN
$3.38B
$4.52M ﹤0.01%
241,050
+14,438
+6% +$282K
TGH
1904
DELISTED
Textainer Group Holdings limited
TGH
$4.49M ﹤0.01%
128,567
-11,625
-8% -$380K
AGD
1905
abrdn Global Dynamic Dividend Fund
AGD
$317M
$4.49M ﹤0.01%
386,130
-56,061
-13% -$680K
TOWN icon
1906
Towne Bank
TOWN
$3.5B
$4.48M ﹤0.01%
144,025
-1,542
-1% -$46.4K
VNDA icon
1907
Vanda Pharmaceuticals
VNDA
$306M
$4.48M ﹤0.01%
261,454
-4,737
-2% -$83K
GSHD icon
1908
Goosehead Insurance
GSHD
$2.38B
$4.48M ﹤0.01%
29,396
+4,498
+18% +$607K
PRLB icon
1909
Protolabs
PRLB
$2.16B
$4.46M ﹤0.01%
67,004
-554
-0.8% -$43.3K
USRT icon
1910
iShares Core US REIT ETF
USRT
$4.66B
$4.46M ﹤0.01%
76,079
-616
-0.8% -$37.5K
VECO icon
1911
Veeco
VECO
$3.23B
$4.46M ﹤0.01%
200,912
+17,502
+10% +$390K
ENTA icon
1912
Enanta Pharmaceuticals
ENTA
$384M
$4.46M ﹤0.01%
78,425
+16,639
+27% +$823K
IBOC icon
1913
International Bancshares
IBOC
$4.72B
$4.45M ﹤0.01%
106,874
-14,935
-12% -$610K
CCXI
1914
DELISTED
ChemoCentryx, Inc.
CCXI
$4.45M ﹤0.01%
260,050
+115,062
+79% +$1.79M
ATI icon
1915
ATI
ATI
$28B
$4.44M ﹤0.01%
267,027
-22,413
-8% -$424K
HL icon
1916
Hecla Mining
HL
$11.1B
$4.44M ﹤0.01%
806,624
-43,393
-5% -$270K
ARVN icon
1917
Arvinas
ARVN
$542M
$4.43M ﹤0.01%
53,895
+23,131
+75% +$2.04M
HASI icon
1918
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$4.88B
$4.43M ﹤0.01%
82,765
+5,602
+7% +$319K
SUZ icon
1919
Suzano
SUZ
$10.3B
$4.43M ﹤0.01%
442,571
+289,929
+190% +$3.19M
QS icon
1920
QuantumScape Corp
QS
$3.4B
$4.42M ﹤0.01%
180,075
+163,472
+985% +$3.73M
JRVR icon
1921
James River Group Holdings
JRVR
$217M
$4.42M ﹤0.01%
117,086
+8,432
+8% +$308K
DY icon
1922
Dycom Industries
DY
$12.3B
$4.41M ﹤0.01%
61,944
-11,639
-16% -$823K
VCRA
1923
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
$4.41M ﹤0.01%
96,409
+16,081
+20% +$718K
CCRN
1924
DELISTED
Cross Country Healthcare
CCRN
$4.4M ﹤0.01%
207,110
+49,335
+31% +$925K
ASND icon
1925
Ascendis Pharma A/S
ASND
$16B
$4.4M ﹤0.01%
27,591
+26
+0.1% +$3.56K
75 76
77
78 79

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MCM
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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.