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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
SPRU icon
2401
Spruce Power Holding Corp
SPRU
$43.4M
$2.16M ﹤0.01%
43,769
+35,971
+461% +$1.92M
NCMI icon
2402
National CineMedia
NCMI
$388M
$2.15M ﹤0.01%
60,471
+38,985
+181% +$1.27M
OUT icon
2403
Outfront Media
OUT
$5.61B
$2.15M ﹤0.01%
86,820
-34,327
-28% -$810K
SMP icon
2404
Standard Motor Products
SMP
$914M
$2.15M ﹤0.01%
49,240
+17,620
+56% +$756K
ZUMZ icon
2405
Zumiez
ZUMZ
$338M
$2.15M ﹤0.01%
54,123
-8,902
-14% -$380K
BCEL
2406
DELISTED
Atreca, Inc. Class A Common Stock
BCEL
$2.15M ﹤0.01%
345,390
+309,374
+859% +$2.06M
JYNT icon
2407
The Joint Corp
JYNT
$118M
$2.15M ﹤0.01%
21,926
+7,413
+51% +$694K
VOR icon
2408
Vor Biopharma
VOR
$1.2B
$2.15M ﹤0.01%
6,851
+2,569
+60% +$764K
QURE icon
2409
uniQure
QURE
$3.03B
$2.14M ﹤0.01%
66,986
+51,024
+320% +$1.56M
BEAM icon
2410
Beam Therapeutics
BEAM
$2.92B
$2.14M ﹤0.01%
24,569
+3,520
+17% +$354K
MRC
2411
DELISTED
MRC Global
MRC
$2.13M ﹤0.01%
290,025
-19,781
-6% -$164K
MFM
2412
Aberdeen Municipal Income Fund
MFM
$222M
$2.12M ﹤0.01%
303,445
-7,469
-2% -$53.9K
PAHC icon
2413
Phibro Animal Health
PAHC
$1.49B
$2.12M ﹤0.01%
98,471
+12,711
+15% +$306K
TRST
2414
Trustco Bank Corp NY
TRST
$983M
$2.12M ﹤0.01%
66,308
-1,438
-2% -$47K
HRTG icon
2415
Heritage Insurance Holdings
HRTG
$903M
$2.12M ﹤0.01%
310,920
+183,349
+144% +$1.32M
MUE
2416
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
$2.11M ﹤0.01%
153,117
-170,567
-53% -$2.46M
IWS icon
2417
iShares Russell Mid-Cap Value ETF
IWS
$16B
$2.11M ﹤0.01%
18,623
+1,314
+8% +$152K
PUMP icon
2418
ProPetro Holding
PUMP
$1.4B
$2.1M ﹤0.01%
243,055
+86,040
+55% +$672K
BNFT
2419
DELISTED
Benefitfocus, Inc.
BNFT
$2.1M ﹤0.01%
188,999
-32,317
-15% -$393K
AMWL icon
2420
American Well
AMWL
$176M
$2.09M ﹤0.01%
11,474
-4,657
-29% -$1.01M
CLBK icon
2421
Columbia Financial
CLBK
$1.12B
$2.09M ﹤0.01%
112,985
+812
+0.7% +$14.5K
ALBO
2422
DELISTED
Albireo Pharma Inc
ALBO
$2.09M ﹤0.01%
66,968
+6,812
+11% +$211K
ARCC icon
2423
Ares Capital
ARCC
$14.1B
$2.09M ﹤0.01%
102,709
+6,835
+7% +$137K
PRDO icon
2424
Perdoceo Education
PRDO
$2.07B
$2.08M ﹤0.01%
197,077
-20,826
-10% -$234K
PLOW icon
2425
Douglas Dynamics
PLOW
$1.03B
$2.07M ﹤0.01%
57,027
+18,267
+47% +$704K
95 96
97
98 99

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MCM
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PSUF
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IA
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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.