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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
PTGX icon
3226
Protagonist Therapeutics
PTGX
$8.79B
$362K ﹤0.01%
20,434
-50,966
-71% -$2.17M
NATR icon
3227
Nature's Sunshine
NATR
$354M
$361K ﹤0.01%
24,617
+6,294
+34% +$106K
KRON
3228
DELISTED
Kronos Bio
KRON
$360K ﹤0.01%
+17,178
New +$369K
PRF icon
3229
Invesco FTSE RAFI US 1000 ETF
PRF
$9.79B
$360K ﹤0.01%
11,380
-670
-6% -$21.7K
SYRE icon
3230
Spyre Therapeutics
SYRE
$8.54B
$359K ﹤0.01%
1,804
+478
+36% +$83.6K
CRD.A icon
3231
Crawford & Co Class A
CRD.A
$532M
$358K ﹤0.01%
39,877
+8,511
+27% +$83.4K
PXF icon
3232
Invesco FTSE RAFI Developed Markets ex-US ETF
PXF
$2.89B
$358K ﹤0.01%
+7,650
New +$367K
ACRS icon
3233
Aclaris Therapeutics
ACRS
$726M
$356K ﹤0.01%
+19,773
New +$317K
AVD icon
3234
American Vanguard Corp
AVD
$68.4M
$355K ﹤0.01%
23,615
+1,407
+6% +$22.2K
IGMS
3235
DELISTED
IGM Biosciences
IGMS
$355K ﹤0.01%
5,398
+378
+8% +$28.9K
VIA
3236
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
$355K ﹤0.01%
6,966
-248
-3% -$13.7K
ARCO icon
3237
Arcos Dorados Holdings
ARCO
$1.72B
$354K ﹤0.01%
69,102
-17,499
-20% -$98.6K
HBMD
3238
DELISTED
Howard Bancorp, Inc. Common Stock
HBMD
$354K ﹤0.01%
+17,475
New +$335K
LAZ icon
3239
Lazard
LAZ
$4.13B
$351K ﹤0.01%
7,654
-42
-0.5% -$1.96K
FRTA
3240
DELISTED
Forterra, Inc
FRTA
$351K ﹤0.01%
14,915
-1,012
-6% -$23.8K
BTAI icon
3241
BioXcel Therapeutics
BTAI
$24.9M
$350K ﹤0.01%
720
+128
+22% +$56.3K
LOTZ
3242
DELISTED
CarLotz, Inc. Class A Common Stock
LOTZ
$350K ﹤0.01%
+91,837
New +$396K
AZRE
3243
DELISTED
Azure Power Global Limited
AZRE
$349K ﹤0.01%
15,843
+815
+5% +$18.8K
MTUM icon
3244
iShares MSCI USA Momentum Factor ETF
MTUM
$25B
$347K ﹤0.01%
1,975
+393
+25% +$69.8K
FNLC icon
3245
First Bancorp
FNLC
$396M
$345K ﹤0.01%
11,847
+2,283
+24% +$66.2K
KIDS icon
3246
OrthoPediatrics
KIDS
$519M
$345K ﹤0.01%
5,271
+938
+22% +$60.9K
ZEPP
3247
Zepp Health
ZEPP
$66.4M
$345K ﹤0.01%
10,746
+89
+0.8% +$3.67K
PRFZ icon
3248
Invesco FTSE RAFI US 1500 Small-Mid ETF
PRFZ
$2.77B
$344K ﹤0.01%
9,430
-730
-7% -$26.7K
NRIX icon
3249
Nurix Therapeutics
NRIX
$2.41B
$342K ﹤0.01%
11,407
-1,975
-15% -$60.9K
SGC icon
3250
Superior Group of Companies
SGC
$185M
$342K ﹤0.01%
14,684
-1,186
-7% -$27.9K
128 129
130
131 132

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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.