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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
MG icon
2676
Mistras Group
MG
$500M
$1.31M ﹤0.01%
128,506
+275
+0.2% +$2.71K
SPNS
2677
DELISTED
Sapiens International
SPNS
$1.3M ﹤0.01%
45,343
+19,217
+74% +$526K
NGVC icon
2678
Vitamin Cottage Natural Grocers
NGVC
$765M
$1.3M ﹤0.01%
116,193
+5,169
+5% +$57.5K
ARCH
2679
DELISTED
Arch Resources, Inc.
ARCH
$1.3M ﹤0.01%
14,027
-27,733
-66% -$1.95M
AMRX icon
2680
Amneal Pharmaceuticals
AMRX
$6.02B
$1.3M ﹤0.01%
243,047
+43,808
+22% +$221K
PSXP
2681
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
$1.3M ﹤0.01%
36,214
-4,932
-12% -$180K
HUYA
2682
Huya Inc
HUYA
$572M
$1.29M ﹤0.01%
155,058
+19,857
+15% +$229K
GTS
2683
DELISTED
Triple-S Management Corporation
GTS
$1.28M ﹤0.01%
36,329
-4,790
-12% -$137K
JANX icon
2684
Janux Therapeutics
JANX
$934M
$1.28M ﹤0.01%
+59,366
New +$1.71M
DFAE icon
2685
Dimensional Emerging Core Equity Market ETF
DFAE
$9.38B
$1.28M ﹤0.01%
+47,087
New +$1.33M
ACIC icon
2686
American Coastal Insurance
ACIC
$529M
$1.28M ﹤0.01%
353,020
+180,451
+105% +$725K
IIIN icon
2687
Insteel Industries
IIIN
$602M
$1.28M ﹤0.01%
33,664
+1,614
+5% +$59.5K
RTL
2688
DELISTED
The Necessity Retail REIT, Inc. Class A Common Stock
RTL
$1.27M ﹤0.01%
158,550
+26,458
+20% +$223K
IMGN
2689
DELISTED
Immunogen Inc
IMGN
$1.26M ﹤0.01%
223,156
-15,577
-7% -$90K
CNXN icon
2690
PC Connection
CNXN
$2.16B
$1.26M ﹤0.01%
28,685
-1,723
-6% -$79K
REVG
2691
DELISTED
REV Group
REVG
$1.26M ﹤0.01%
73,322
-51,688
-41% -$823K
INBX
2692
DELISTED
Inhibrx, Inc. Common Stock
INBX
$1.25M ﹤0.01%
37,667
+2,890
+8% +$87.9K
EWT icon
2693
iShares MSCI Taiwan ETF
EWT
$10.2B
$1.25M ﹤0.01%
20,136
+171
+0.9% +$10.9K
ARQ icon
2694
Arq
ARQ
$86.3M
$1.25M ﹤0.01%
194,875
-16,983
-8% -$117K
TCRT icon
2695
Alaunos Therapeutics
TCRT
$4.65M
$1.24M ﹤0.01%
4,554
+2,830
+164% +$865K
MOFG
2696
DELISTED
MidWestOne Financial Group
MOFG
$1.24M ﹤0.01%
41,126
-2,099
-5% -$61.3K
TW icon
2697
Tradeweb Markets
TW
$21.5B
$1.24M ﹤0.01%
15,326
+3,584
+31% +$309K
API
2698
Agora
API
$344M
$1.24M ﹤0.01%
42,582
+34,879
+453% +$1.09M
NX icon
2699
Quanex
NX
$883M
$1.24M ﹤0.01%
57,690
-48,219
-46% -$1.13M
VWTR
2700
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
$1.23M ﹤0.01%
108,007
-28,712
-21% -$376K
106 107
108
109 110

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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.