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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
ACWV icon
1476
iShares MSCI Global Min Vol Factor ETF
ACWV
$3.35B
$8.38M ﹤0.01%
81,554
– –
ECHO
1477
DELISTED
Echo Global Logistics, Inc.
ECHO
$8.37M ﹤0.01%
175,371
+8,592
+5% +$297K
MIN
1478
Aberdeen Intermediate Income Fund
MIN
$278M
$8.36M ﹤0.01%
2,307,896
+543,914
+31% +$2.01M
ETRN
1479
DELISTED
Equitrans Midstream Corporation Common Stock
ETRN
$8.35M ﹤0.01%
823,430
-910,240
-53% -$8.03M
THS
1480
DELISTED
Treehouse Foods
THS
$8.33M ﹤0.01%
208,843
-150,820
-42% -$6.17M
VMEO
1481
DELISTED
Vimeo
VMEO
$8.32M ﹤0.01%
283,405
+19,844
+8% +$783K
BKH icon
1482
Black Hills Corp
BKH
$5.5B
$8.32M ﹤0.01%
132,584
-11,083
-8% -$756K
TFSL icon
1483
TFS Financial
TFSL
$5.21B
$8.31M ﹤0.01%
435,829
-5,191
-1% -$101K
SNDR icon
1484
Schneider National
SNDR
$6.4B
$8.3M ﹤0.01%
365,091
+24,218
+7% +$535K
IVOL icon
1485
Quadratic Interest Rate Volatility and Inflation Hedge ETF
IVOL
$273M
$8.29M ﹤0.01%
297,311
+78,778
+36% +$2.2M
CAE icon
1486
CAE Inc. Common Shares
CAE
$8.62B
$8.27M ﹤0.01%
276,825
-1,399
-0.5% -$41.4K
GHC icon
1487
Graham Holdings Company
GHC
$5.12B
$8.26M ﹤0.01%
14,012
-2,461
-15% -$1.53M
PRGS icon
1488
Progress Software
PRGS
$1.72B
$8.2M ﹤0.01%
166,789
+26,330
+19% +$1.21M
HR icon
1489
Healthcare Realty
HR
$7.03B
$8.2M ﹤0.01%
276,534
+13,906
+5% +$405K
H icon
1490
Hyatt Hotels
H
$16.4B
$8.2M ﹤0.01%
106,298
+9,394
+10% +$708K
BOKF icon
1491
BOK Financial
BOKF
$8.78B
$8.18M ﹤0.01%
91,351
+6,884
+8% +$589K
NWS icon
1492
News Corp Class B
NWS
$17.7B
$8.16M ﹤0.01%
351,400
+11,905
+4% +$272K
CAKE icon
1493
Cheesecake Factory
CAKE
$5.26B
$8.14M ﹤0.01%
173,186
-47,731
-22% -$2.24M
KT icon
1494
KT
KT
$8.81B
$8.13M ﹤0.01%
596,818
-422,879
-41% -$5.99M
NWE icon
1495
NorthWestern Energy
NWE
$4.3B
$8.12M ﹤0.01%
141,631
-13,184
-9% -$819K
AAON icon
1496
Aaon
AAON
$7.82B
$8.1M ﹤0.01%
186,054
+16,938
+10% +$735K
QQQ icon
1497
Invesco QQQ Trust
QQQ
$484B
$8.1M ﹤0.01%
22,614
+1,016
+5% +$374K
ATHM icon
1498
Autohome
ATHM
$2.65B
$8.09M ﹤0.01%
172,353
+127,318
+283% +$6.01M
CPK icon
1499
Chesapeake Utilities
CPK
$3.2B
$8.08M ﹤0.01%
67,323
-35,981
-35% -$4.51M
AVA icon
1500
Avista
AVA
$3.29B
$8.08M ﹤0.01%
206,447
-215,483
-51% -$9.02M
58 59
60
61 62

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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.