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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
CCO icon
3401
Clear Channel Outdoor Holdings
CCO
$1.23B
$220K ﹤0.01%
81,020
-473,867
-85% -$1.18M
IQLT icon
3402
iShares MSCI Intl Quality Factor ETF
IQLT
$13.8B
$220K ﹤0.01%
5,804
+95
+2% +$3.76K
VONE icon
3403
Vanguard Russell 1000 ETF
VONE
$8.27B
$220K ﹤0.01%
+1,101
New +$226K
PAE
3404
DELISTED
PAE Incorporated Class A Common Stock
PAE
$220K ﹤0.01%
36,849
+8,171
+28% +$62.5K
BH icon
3405
Biglari Holdings Class B
BH
$1.25B
$219K ﹤0.01%
+1,272
New +$214K
ITI
3406
DELISTED
Iteris, Inc.
ITI
$218K ﹤0.01%
41,270
+18,386
+80% +$107K
ADVM
3407
DELISTED
Adverum Biotechnologies
ADVM
$217K ﹤0.01%
10,020
-4,285
-30% -$109K
SOLY
3408
DELISTED
Soliton, Inc.
SOLY
$217K ﹤0.01%
+10,674
New +$228K
RDVY icon
3409
First Trust Rising Dividend Achievers ETF
RDVY
$24.7B
$216K ﹤0.01%
4,553
-293
-6% -$14.2K
LZ icon
3410
LegalZoom.com
LZ
$1.35B
$213K ﹤0.01%
+8,068
New +$284K
TNK icon
3411
Teekay Tankers
TNK
$2.75B
$213K ﹤0.01%
+14,692
New +$180K
ACR
3412
ACRES Commercial Realty
ACR
$124M
$212K ﹤0.01%
13,125
-10
-0.1% -$165
COUR icon
3413
Coursera
COUR
$1.52B
$212K ﹤0.01%
+6,693
New +$252K
BFC icon
3414
Bank First Corp
BFC
$1.69B
$211K ﹤0.01%
2,984
+25
+0.8% +$1.74K
BLBD icon
3415
Blue Bird Corp
BLBD
$2.35B
$211K ﹤0.01%
10,123
-142
-1% -$3.15K
CTMX icon
3416
CytomX Therapeutics
CTMX
$675M
$211K ﹤0.01%
41,408
+2,209
+6% +$11.8K
GIC icon
3417
Global Industrial
GIC
$1.37B
$210K ﹤0.01%
5,530
-4,825
-47% -$181K
HIFS icon
3418
Hingham Institution for Saving
HIFS
$627M
$210K ﹤0.01%
+623
New +$195K
EBC icon
3419
Eastern Bankshares
EBC
$5.26B
$209K ﹤0.01%
10,279
-5,263
-34% -$101K
ITOS
3420
DELISTED
iTeos Therapeutics
ITOS
$209K ﹤0.01%
+7,736
New +$202K
ONEW icon
3421
OneWater Marine
ONEW
$204M
$209K ﹤0.01%
+5,195
New +$218K
ZYXI
3422
DELISTED
Zynex
ZYXI
$209K ﹤0.01%
20,207
-10,354
-34% -$133K
LXFR icon
3423
Luxfer Holdings
LXFR
$456M
$208K ﹤0.01%
+10,573
New +$218K
PRTH icon
3424
Priority Technology Holdings
PRTH
$535M
$208K ﹤0.01%
31,075
+5,640
+22% +$34.9K
SPRO icon
3425
Spero Therapeutics
SPRO
$67.7M
$208K ﹤0.01%
11,308
-18,639
-62% -$299K
135 136
137
138 139

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AF
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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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ACI
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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.