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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
NI icon
576
NiSource
NI
$21.3B
$46.3M 0.03%
1,910,246
+9,327
+0.5% +$233K
DDOG icon
577
Datadog
DDOG
$95.4B
$46.1M 0.03%
326,336
+56,593
+21% +$7.15M
INGR icon
578
Ingredion
INGR
$6.27B
$46M 0.03%
517,357
-34,819
-6% -$3.07M
BN icon
579
Brookfield
BN
$104B
$46M 0.03%
1,595,515
+67,153
+4% +$1.96M
LAD icon
580
Lithia Motors
LAD
$8.47B
$45.9M 0.03%
144,821
+3,312
+2% +$1.15M
MKL icon
581
Markel Group
MKL
$23.3B
$45.8M 0.03%
38,350
-3,810
-9% -$4.7M
JKHY icon
582
Jack Henry & Associates
JKHY
$10.9B
$45.7M 0.03%
278,630
+14,999
+6% +$2.58M
AMCR icon
583
Amcor
AMCR
$20.8B
$45.5M 0.03%
785,430
+58,781
+8% +$3.51M
RS icon
584
Reliance Steel & Aluminium
RS
$20.7B
$45.4M 0.03%
319,036
-45,446
-12% -$6.83M
IRM icon
585
Iron Mountain
IRM
$36.4B
$45.3M 0.03%
1,043,163
-5,924
-0.6% -$267K
TRI icon
586
Thomson Reuters
TRI
$42.8B
$45.3M 0.03%
389,354
+6,010
+2% +$700K
ZD icon
587
Ziff Davis
ZD
$1.96B
$45.2M 0.03%
380,524
-81,623
-18% -$9.8M
ERIC icon
588
Ericsson
ERIC
$32.2B
$45M 0.03%
4,016,783
-53,260
-1% -$629K
UDR icon
589
UDR
UDR
$12.3B
$44.9M 0.03%
848,227
+16,857
+2% +$900K
EQNR icon
590
Equinor
EQNR
$97.7B
$44.8M 0.03%
1,756,470
+121,309
+7% +$2.6M
KSA icon
591
iShares MSCI Saudi Arabia ETF
KSA
$623M
$44.7M 0.03%
1,070,322
+259,184
+32% +$10.5M
UMC icon
592
United Microelectronic
UMC
$47.7B
$44.7M 0.03%
3,906,808
-114,633
-3% -$1.23M
FHN icon
593
First Horizon
FHN
$12.2B
$44.6M 0.03%
2,737,793
-585,009
-18% -$9.32M
CF icon
594
CF Industries
CF
$19.2B
$44.3M 0.03%
793,630
+48,641
+7% +$2.33M
HAS icon
595
Hasbro
HAS
$13.2B
$44.3M 0.03%
496,281
+7,033
+1% +$683K
TTD icon
596
Trade Desk
TTD
$8.48B
$43.8M 0.02%
622,916
+47,712
+8% +$3.69M
NCLH icon
597
Norwegian Cruise Line
NCLH
$8.51B
$43.5M 0.02%
1,629,109
-177,826
-10% -$4.52M
VCLT icon
598
Vanguard Long-Term Corporate Bond ETF
VCLT
$8.81B
$43.4M 0.02%
411,528
+11,944
+3% +$1.29M
FNB icon
599
FNB Corp
FNB
$6.73B
$43.4M 0.02%
3,736,768
+261,747
+8% +$3.01M
WDC icon
600
Western Digital
WDC
$188B
$42.9M 0.02%
1,005,497
-994,280
-50% -$47.2M
22 23
24
25 26

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MCM
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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.