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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
VRN
3426
DELISTED
Veren
VRN
$208K ﹤0.01%
45,082
-8,592
-16% -$31.8K
AKRO
3427
DELISTED
Akero Therapeutics
AKRO
$207K ﹤0.01%
9,254
-790
-8% -$17.9K
MDXG icon
3428
MiMedx Group
MDXG
$602M
$207K ﹤0.01%
34,092
+10,003
+42% +$113K
SPOK icon
3429
Spok Holdings
SPOK
$228M
$207K ﹤0.01%
20,278
-57,218
-74% -$514K
FREL icon
3430
Fidelity MSCI Real Estate Index ETF
FREL
$1.5B
$206K ﹤0.01%
+6,781
New +$215K
DRVN icon
3431
Driven Brands
DRVN
$2.35B
$205K ﹤0.01%
+7,105
New +$211K
SCOR icon
3432
Comscore
SCOR
$106M
$205K ﹤0.01%
2,627
-92
-3% -$7.28K
HDV
3433
iShares Core High Dividend ETF
HDV
$14.5B
$204K ﹤0.01%
+10,840
New +$210K
RYZ
3434
Ryerson Holding Corp
RYZ
$1.44B
$204K ﹤0.01%
9,165
-1,628
-15% -$31.9K
STRO icon
3435
Sutro Biopharma
STRO
$401M
$204K ﹤0.01%
1,082
-141
-12% -$26.8K
ATEC icon
3436
Alphatec Holdings
ATEC
$1.46B
$202K ﹤0.01%
16,579
+2,037
+14% +$28.4K
PRCH icon
3437
Porch Group
PRCH
$1.64B
$202K ﹤0.01%
+11,405
New +$214K
SKYT icon
3438
SkyWater Technology
SKYT
$202K ﹤0.01%
+7,440
New +$194K
FBGX
3439
DELISTED
UBS AG FI Enhanced Large Cap Growth ETN
FBGX
$202K ﹤0.01%
+285
New +$213K
BHB icon
3440
Bar Harbor Bankshares
BHB
$665M
$201K ﹤0.01%
7,170
-336
-4% -$9.29K
VKQ icon
3441
Invesco Municipal Trust
VKQ
$541M
$201K ﹤0.01%
14,981
-279,782
-95% -$3.87M
CELL
3442
DELISTED
PhenomeX Inc. Common Stock
CELL
$201K ﹤0.01%
10,262
-2,038
-17% -$77.5K
TMDX icon
3443
Transmedics
TMDX
$2.64B
$200K ﹤0.01%
+6,051
New +$185K
RAIN
3444
DELISTED
Rain Oncology Inc. Common Stock
RAIN
$196K ﹤0.01%
+13,093
New +$223K
ADN
3445
DELISTED
Advent Technologies
ADN
$195K ﹤0.01%
+745
New +$181K
DOLE icon
3446
Dole
DOLE
$1.35B
$193K ﹤0.01%
+11,374
New +$175K
INSG icon
3447
Inseego
INSG
$114M
$192K ﹤0.01%
2,883
+135
+5% +$11.3K
ABSI icon
3448
Absci
ABSI
$1.32B
$191K ﹤0.01%
+16,457
New +$319K
PROV icon
3449
Provident Financial
PROV
$111M
$191K ﹤0.01%
11,346
-1,110
-9% -$19K
CVGI icon
3450
Commercial Vehicle Group
CVGI
$154M
$189K ﹤0.01%
19,955
– –
136 137
138
139 140

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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.