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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
BKI
1076
DELISTED
Black Knight, Inc. Common Stock
BKI
$15.2M 0.01%
211,351
-6,782
-3% -$521K
IWV icon
1077
iShares Russell 3000 ETF
IWV
$19.9B
$15.2M 0.01%
59,658
-2,233
-4% -$585K
SSTK icon
1078
Shutterstock
SSTK
$223M
$15.2M 0.01%
134,159
+3,646
+3% +$394K
ICUI icon
1079
ICU Medical
ICUI
$4.32B
$15.2M 0.01%
64,920
+760
+1% +$159K
OLN icon
1080
Olin
OLN
$2.12B
$15.1M 0.01%
313,718
-46,192
-13% -$2.15M
OI icon
1081
O-I Glass
OI
$1.14B
$15.1M 0.01%
1,060,251
+31,258
+3% +$468K
COLB icon
1082
Columbia Banking Systems
COLB
$8.91B
$15.1M 0.01%
398,249
+4,318
+1% +$154K
WTFC icon
1083
Wintrust Financial
WTFC
$10.9B
$15.1M 0.01%
188,208
+432
+0.2% +$31.9K
FOX icon
1084
Fox Class B
FOX
$22.1B
$15.1M 0.01%
407,346
+33,806
+9% +$1.16M
SKYW icon
1085
Skywest
SKYW
$4.42B
$15.1M 0.01%
305,493
+29,388
+11% +$1.28M
CLF icon
1086
Cleveland-Cliffs
CLF
$6.4B
$15M 0.01%
758,677
+69,726
+10% +$1.59M
NTES icon
1087
NetEase
NTES
$84.2B
$15M 0.01%
175,594
-33,515
-16% -$3.17M
OFG icon
1088
OFG Bancorp
OFG
$2.24B
$15M 0.01%
594,231
+4,084
+0.7% +$93.9K
SJR
1089
DELISTED
Shaw Communications Inc.
SJR
$15M 0.01%
516,047
-9,132
-2% -$264K
TOL icon
1090
Toll Brothers
TOL
$14.1B
$15M 0.01%
271,004
+6,806
+3% +$402K
PHI icon
1091
PLDT
PHI
$4.27B
$15M 0.01%
459,945
+32,519
+8% +$882K
ATKR icon
1092
Atkore
ATKR
$3.16B
$15M 0.01%
172,267
+3,331
+2% +$277K
NUS icon
1093
Nu Skin
NUS
$251M
$15M 0.01%
369,550
+122,225
+49% +$6.18M
RNR icon
1094
RenaissanceRe
RNR
$13.4B
$15M 0.01%
107,263
+6,141
+6% +$930K
THC icon
1095
Tenet Healthcare
THC
$20.1B
$14.9M 0.01%
224,119
+4,477
+2% +$318K
CLH icon
1096
Clean Harbors
CLH
$16.4B
$14.8M 0.01%
142,672
+1,211
+0.9% +$119K
FAX
1097
DELISTED
abrdn Asia-Pacific Income Fund
FAX
$14.8M 0.01%
+3,569,839
New +$14.8M
WWD icon
1098
Woodward
WWD
$21.5B
$14.8M 0.01%
130,686
-7,046
-5% -$837K
HEI icon
1099
HEICO Corp
HEI
$50.4B
$14.8M 0.01%
112,097
-1,010
-0.9% -$133K
JBTM
1100
JBT Marel
JBTM
$7.41B
$14.8M 0.01%
104,991
+5,742
+6% +$823K
42 43
44
45 46

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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.