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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
XP icon
2976
XP
XP
$8.78B
$660K ﹤0.01%
16,432
-1,360
-8% -$60.7K
MAX icon
2977
MediaAlpha
MAX
$792M
$655K ﹤0.01%
+35,063
New +$949K
TCX icon
2978
Tucows
TCX
$157M
$655K ﹤0.01%
8,302
-492
-6% -$38K
MYD
2979
DELISTED
BlackRock MuniYield Fund
MYD
$654K ﹤0.01%
44,018
+2,575
+6% +$39.4K
AOM icon
2980
iShares Core Moderate Allocation ETF
AOM
$1.76B
$653K ﹤0.01%
+14,601
New +$662K
SENEA icon
2981
Seneca Foods Class A
SENEA
$1.15B
$652K ﹤0.01%
13,527
-5,368
-28% -$271K
TSP
2982
DELISTED
TuSimple Holdings Inc. Class A Common Stock
TSP
$651K ﹤0.01%
17,525
+9,892
+130% +$417K
ASUR icon
2983
Asure Software
ASUR
$251M
$650K ﹤0.01%
72,187
-2,726
-4% -$24K
VLDR
2984
DELISTED
Velodyne Lidar, Inc. Common Stock
VLDR
$646K ﹤0.01%
109,105
+70,525
+183% +$530K
AGRO icon
2985
Adecoagro
AGRO
$1.38B
$645K ﹤0.01%
71,476
-4,544
-6% -$42.7K
SCHB icon
2986
Schwab US Broad Market ETF
SCHB
$44B
$645K ﹤0.01%
37,242
+1,938
+5% +$34.5K
XENT
2987
DELISTED
Intersect ENT, Inc
XENT
$645K ﹤0.01%
23,726
-9,135
-28% -$226K
IHC
2988
DELISTED
Independence Holding Company
IHC
$645K ﹤0.01%
13,013
-287
-2% -$13.2K
HYLN icon
2989
Hyliion Holdings
HYLN
$679M
$644K ﹤0.01%
76,670
+57,840
+307% +$533K
RVMD icon
2990
Revolution Medicines
RVMD
$38.7B
$644K ﹤0.01%
23,402
+7,919
+51% +$230K
HTB
2991
HomeTrust Bancshares
HTB
$866M
$643K ﹤0.01%
22,990
-854
-4% -$23.5K
CIA icon
2992
Citizens
CIA
$239M
$641K ﹤0.01%
103,270
+7,497
+8% +$42.6K
AXIA.PR
2993
DELISTED
AXIA Energia American Depositary Shares Preferred Class B1
AXIA.PR
$640K ﹤0.01%
88,614
+12,590
+17% +$97K
EWA icon
2994
iShares MSCI Australia ETF
EWA
$1.41B
$640K ﹤0.01%
25,783
-122
-0.5% -$3.15K
LUNG icon
2995
Pulmonx
LUNG
$87.9M
$640K ﹤0.01%
17,775
+5,246
+42% +$206K
ATOM icon
2996
Atomera
ATOM
$206M
$637K ﹤0.01%
27,594
+13,492
+96% +$293K
KYNB
2997
Kyntra Bio
KYNB
$27.8M
$637K ﹤0.01%
2,493
-776
-24% -$275K
DOYU
2998
DouYu International Holdings
DOYU
$142M
$634K ﹤0.01%
19,257
-3,704
-16% -$149K
BNED icon
2999
Barnes & Noble Education
BNED
$444M
$633K ﹤0.01%
634
+36
+6% +$31.7K
FCEL icon
3000
FuelCell Energy
FCEL
$1.68B
$633K ﹤0.01%
3,156
+940
+42% +$187K
118 119
120
121 122

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MCM
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PSUF
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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.