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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
XPEV icon
2176
XPeng
XPEV
$11.5B
$2.96M ﹤0.01%
83,212
+34,687
+71% +$1.38M
JXN icon
2177
Jackson Financial
JXN
$8.8B
$2.94M ﹤0.01%
+113,059
New +$3.08M
PETS icon
2178
PetMed Express
PETS
$42.3M
$2.94M ﹤0.01%
109,407
+20,862
+24% +$601K
DQ
2179
Daqo New Energy
DQ
$930M
$2.94M ﹤0.01%
51,541
+9,767
+23% +$585K
STFC
2180
DELISTED
State Auto Financial Corp
STFC
$2.93M ﹤0.01%
57,472
+9,745
+20% +$462K
TVRD
2181
Tvardi Therapeutics
TVRD
$19M
$2.92M ﹤0.01%
5,257
+1,870
+55% +$938K
HBNC icon
2182
Horizon Bancorp
HBNC
$1.06B
$2.92M ﹤0.01%
160,832
-8,676
-5% -$150K
ZG icon
2183
Zillow
ZG
$8.19B
$2.92M ﹤0.01%
32,910
-2,076
-6% -$212K
AMRC icon
2184
Ameresco
AMRC
$1.2B
$2.9M ﹤0.01%
49,612
+2,965
+6% +$195K
FOLD
2185
DELISTED
Amicus Therapeutics
FOLD
$2.9M ﹤0.01%
303,410
-15,991
-5% -$164K
BBBY
2186
Bed Bath & Beyond
BBBY
$530M
$2.9M ﹤0.01%
40,874
+8,042
+24% +$557K
BRKL
2187
DELISTED
Brookline Bancorp
BRKL
$2.89M ﹤0.01%
189,442
-1,341
-0.7% -$19.5K
BBIO icon
2188
BridgeBio Pharma
BBIO
$15.7B
$2.89M ﹤0.01%
61,664
+4,367
+8% +$234K
CYRX icon
2189
CryoPort
CYRX
$781M
$2.89M ﹤0.01%
43,393
-161
-0.4% -$9.93K
DIA icon
2190
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.5B
$2.88M ﹤0.01%
8,523
+211
+3% +$73.7K
AMPH icon
2191
Amphastar Pharmaceuticals
AMPH
$877M
$2.87M ﹤0.01%
150,788
-1,242
-0.8% -$24.3K
ALTA
2192
DELISTED
Altabancorp
ALTA
$2.86M ﹤0.01%
64,831
-1,107
-2% -$45.9K
HTHT icon
2193
Huazhu Hotels Group
HTHT
$13.1B
$2.86M ﹤0.01%
62,374
+3,248
+5% +$153K
TBRG
2194
DELISTED
TruBridge
TBRG
$2.85M ﹤0.01%
80,381
+18,453
+30% +$626K
MATV icon
2195
Mativ Holdings
MATV
$500M
$2.84M ﹤0.01%
82,006
-8,218
-9% -$307K
DVAX
2196
DELISTED
Dynavax Technologies
DVAX
$2.84M ﹤0.01%
147,787
-21,168
-13% -$281K
LI icon
2197
Li Auto
LI
$13.6B
$2.84M ﹤0.01%
107,992
+33,745
+45% +$1.01M
MBWM icon
2198
Mercantile Bank Corp
MBWM
$1.05B
$2.84M ﹤0.01%
88,651
+20,030
+29% +$620K
CLVT icon
2199
Clarivate
CLVT
$1.24B
$2.84M ﹤0.01%
129,477
+90,047
+228% +$2.19M
MBB icon
2200
iShares MBS ETF
MBB
$39.1B
$2.83M ﹤0.01%
+26,178
New +$2.84M
86 87
88
89 90

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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.