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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
BILI icon
2276
Bilibili
BILI
$7.95B
$2.63M ﹤0.01%
39,681
-2,473
-6% -$212K
HTBK
2277
DELISTED
Heritage Commerce
HTBK
$2.63M ﹤0.01%
225,746
+30,186
+15% +$338K
TGI
2278
DELISTED
Triumph Group
TGI
$2.62M ﹤0.01%
140,749
-4,016
-3% -$74.8K
CWH icon
2279
Camping World
CWH
$676M
$2.62M ﹤0.01%
67,421
-2,744
-4% -$108K
TGTX icon
2280
TG Therapeutics
TGTX
$7.46B
$2.62M ﹤0.01%
78,755
-53,045
-40% -$1.64M
AMJ
2281
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$2.61M ﹤0.01%
143,783
+445
+0.3% +$8.08K
VNET
2282
VNET Group
VNET
$2.06B
$2.61M ﹤0.01%
150,917
+40,207
+36% +$749K
LU icon
2283
Lufax Holding
LU
$1.33B
$2.61M ﹤0.01%
93,459
+69,845
+296% +$2.32M
PGTI
2284
DELISTED
PGT, Inc.
PGTI
$2.61M ﹤0.01%
136,502
+54,519
+67% +$1.16M
UUUU icon
2285
Energy Fuels
UUUU
$3.21B
$2.6M ﹤0.01%
371,060
+214,464
+137% +$1.22M
BLUE
2286
DELISTED
bluebird bio
BLUE
$2.6M ﹤0.01%
10,518
-2,977
-22% -$851K
ARNA
2287
DELISTED
Arena Pharmaceuticals Inc
ARNA
$2.6M ﹤0.01%
43,701
-16,358
-27% -$966K
MWA icon
2288
Mueller Water Products
MWA
$4.16B
$2.6M ﹤0.01%
170,704
+35,046
+26% +$540K
OSUR icon
2289
OraSure Technologies
OSUR
$287M
$2.6M ﹤0.01%
229,648
+27,781
+14% +$305K
FOUR icon
2290
Shift4
FOUR
$4.41B
$2.59M ﹤0.01%
33,411
-2,956
-8% -$255K
AGNT
2291
AGNT Inc
AGNT
$693M
$2.58M ﹤0.01%
64,887
+11,102
+21% +$475K
MTUS icon
2292
Metallus
MTUS
$897M
$2.58M ﹤0.01%
196,852
+3,927
+2% +$53.8K
BTU icon
2293
Peabody Energy
BTU
$2.72B
$2.57M ﹤0.01%
173,932
+18,993
+12% +$249K
METC icon
2294
Ramaco Resources Class A
METC
$630M
$2.57M ﹤0.01%
+215,847
New +$1.8M
UWMC icon
2295
UWM Holdings
UWMC
$661M
$2.57M ﹤0.01%
369,820
+341,388
+1,201% +$2.54M
DBI icon
2296
Designer Brands
DBI
$336M
$2.56M ﹤0.01%
183,837
-83,136
-31% -$1.2M
GES
2297
DELISTED
Guess Inc
GES
$2.56M ﹤0.01%
121,761
-36,978
-23% -$845K
FVRR icon
2298
Fiverr
FVRR
$347M
$2.56M ﹤0.01%
13,994
-82
-0.6% -$16.5K
DFAI
2299
Dimensional International Core Equity Market ETF
DFAI
$17.7B
$2.55M ﹤0.01%
+88,297
New +$2.61M
PRSU
2300
Pursuit Attractions and Hospitality Inc
PRSU
$1.42B
$2.55M ﹤0.01%
56,219
-561
-1% -$25.1K
90 91
92
93 94

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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.