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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
HOFT icon
3026
Hooker Furnishings Corp
HOFT
$159M
$590K ﹤0.01%
21,848
-1,737
-7% -$55.5K
ACVA icon
3027
ACV Auctions
ACVA
$1.37B
$589K ﹤0.01%
32,921
+15,978
+94% +$339K
KE
3028
Kimball Electronics
KE
$614M
$584K ﹤0.01%
22,678
-2,074
-8% -$47.4K
PI icon
3029
Impinj
PI
$5.01B
$584K ﹤0.01%
10,225
-2,577
-20% -$132K
SHBI icon
3030
Shore Bancshares
SHBI
$820M
$584K ﹤0.01%
32,926
-12,023
-27% -$209K
LORL
3031
DELISTED
Loral Space and Communications, Inc.
LORL
$584K ﹤0.01%
13,585
+1,469
+12% +$57K
KRRO icon
3032
Korro Bio
KRRO
$156M
$583K ﹤0.01%
1,652
+729
+79% +$287K
VCR icon
3033
Vanguard Consumer Discretionary ETF
VCR
$6.28B
$582K ﹤0.01%
1,879
+492
+35% +$156K
XBI icon
3034
State Street SPDR S&P Biotech ETF
XBI
$9.62B
$582K ﹤0.01%
4,626
+3,081
+199% +$397K
FLXN
3035
DELISTED
Flexion Therapeutics, Inc.
FLXN
$581K ﹤0.01%
95,296
+59,522
+166% +$371K
IEUR icon
3036
iShares Core MSCI Europe ETF
IEUR
$9.01B
$578K ﹤0.01%
+10,318
New +$602K
VXRT
3037
DELISTED
Vaxart
VXRT
$578K ﹤0.01%
72,658
+11,220
+18% +$92.4K
AUPH icon
3038
Aurinia Pharmaceuticals
AUPH
$1.89B
$577K ﹤0.01%
26,062
-6,734
-21% -$107K
NRC icon
3039
NRC Health Common Stock
NRC
$441M
$576K ﹤0.01%
13,659
+1,068
+8% +$53.8K
GLDD
3040
DELISTED
Great Lakes Dredge & Dock
GLDD
$575K ﹤0.01%
38,106
-25,138
-40% -$374K
GWRS icon
3041
Global Water Resources
GWRS
$211M
$572K ﹤0.01%
30,574
+2,866
+10% +$53.1K
VIV icon
3042
Telefônica Brasil
VIV
$20.3B
$570K ﹤0.01%
73,402
-29,534
-29% -$238K
APG icon
3043
APi Group
APG
$17.3B
$567K ﹤0.01%
41,793
-17,243
-29% -$250K
ASAI
3044
DELISTED
Sendas Distribuidora S.A. American Depositary Share (each representing five common shares)
ASAI
$566K ﹤0.01%
32,488
+736
+2% +$12.5K
BDTX icon
3045
Black Diamond Therapeutics
BDTX
$98M
$565K ﹤0.01%
66,758
+37,630
+129% +$372K
MDVL
3046
DELISTED
MedAvail Holdings, Inc. Common Stock
MDVL
$564K ﹤0.01%
3,862
+3,574
+1,241% +$1.08M
TIGO icon
3047
Millicom
TIGO
$15.8B
$563K ﹤0.01%
15,568
-1,163
-7% -$44.8K
CMBT
3048
CMB.TECH NV
CMBT
$4.72B
$563K ﹤0.01%
57,643
+2,539
+5% +$21.7K
INMD icon
3049
InMode
INMD
$881M
$562K ﹤0.01%
7,050
+576
+9% +$35.2K
PSN icon
3050
Parsons
PSN
$5.04B
$562K ﹤0.01%
16,650
+2,710
+19% +$98.9K
120 121
122
123 124

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MCM
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PSUF
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IA
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SCC
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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.