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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
PMX
2901
DELISTED
PIMCO Municipal Income Fund III
PMX
$784K ﹤0.01%
62,609
-37,181
-37% -$480K
TRHC
2902
DELISTED
Tabula Rasa HealthCare, Inc. Common Stock
TRHC
$784K ﹤0.01%
29,908
-10,785
-27% -$397K
FSK icon
2903
FS KKR Capital
FSK
$3.11B
$783K ﹤0.01%
35,544
– –
OSH
2904
DELISTED
Oak Street Health, Inc.
OSH
$782K ﹤0.01%
18,398
+4,209
+30% +$226K
SHI
2905
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
$781K ﹤0.01%
32,241
-20,208
-39% -$461K
BRBR icon
2906
BellRing Brands
BRBR
$1.51B
$778K ﹤0.01%
25,287
-68,837
-73% -$2.2M
SRNE
2907
DELISTED
Sorrento Therapeutics, Inc.
SRNE
$778K ﹤0.01%
101,916
-39,223
-28% -$333K
FNDE icon
2908
Schwab Fundamental Emerging Markets Large Company Index ETF
FNDE
$9.73B
$777K ﹤0.01%
24,098
-7,438
-24% -$237K
CIO
2909
DELISTED
City Office REIT
CIO
$774K ﹤0.01%
43,365
-7,532
-15% -$110K
IDV icon
2910
iShares International Select Dividend ETF
IDV
$8.47B
$773K ﹤0.01%
25,404
+6,115
+32% +$196K
PKOH icon
2911
Park-Ohio Holdings
PKOH
$581M
$773K ﹤0.01%
30,285
+846
+3% +$23K
NTST
2912
NETSTREIT Corp
NTST
$2.08B
$769K ﹤0.01%
32,522
+3,027
+10% +$76.5K
ATSG
2913
DELISTED
Air Transport Services Group
ATSG
$768K ﹤0.01%
29,770
+2,225
+8% +$56.1K
QUAL icon
2914
iShares MSCI USA Quality Factor ETF
QUAL
$47B
$766K ﹤0.01%
5,815
+425
+8% +$58.4K
WARR.U
2915
DELISTED
Warrior Technologies Acquisition Company Units,eachconsistingofoneshare ofClassAcommonstockandone-halfofone warrant
WARR.U
$765K ﹤0.01%
76,300
+489
+0.6% +$4.91K
VDC icon
2916
Vanguard Consumer Staples ETF
VDC
$7.95B
$764K ﹤0.01%
4,262
+289
+7% +$53.5K
AHCO icon
2917
AdaptHealth
AHCO
$1.47B
$762K ﹤0.01%
32,724
-7,843
-19% -$190K
OLMA icon
2918
Olema Pharmaceuticals
OLMA
$985M
$761K ﹤0.01%
27,612
+1,351
+5% +$36.5K
RILY icon
2919
BRC Group Holdings
RILY
$301M
$760K ﹤0.01%
12,867
-7,734
-38% -$507K
QNCX icon
2920
Quince Therapeutics
QNCX
$24.4M
$758K ﹤0.01%
41
+5
+14% +$79.5K
MQY icon
2921
BlackRock MuniYield Quality Fund
MQY
$806M
$756K ﹤0.01%
46,647
-28,781
-38% -$481K
MNKD icon
2922
MannKind Corp
MNKD
$1.17B
$755K ﹤0.01%
173,587
-17,438
-9% -$78.6K
TEAF
2923
DELISTED
Ecofin Sustainable & Social Impact Term Fund
TEAF
$755K ﹤0.01%
54,211
+12,467
+30% +$182K
JTA
2924
DELISTED
Nuveen Tax-Advantaged Total Return Strategy Fund
JTA
$754K ﹤0.01%
67,854
+68
+0.1% +$779
VIST icon
2925
Vista Energy
VIST
$7.59B
$752K ﹤0.01%
149,523
-114
-0.1% -$500
115 116
117
118 119

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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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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.