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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
PCH
1676
DELISTED
PotlatchDeltic
PCH
$6.25M ﹤0.01%
121,069
+4,982
+4% +$260K
USPH icon
1677
US Physical Therapy
USPH
$1.15B
$6.24M ﹤0.01%
56,403
+13,643
+32% +$1.55M
OPTU
1678
Optimum Communications Inc
OPTU
$343M
$6.24M ﹤0.01%
300,978
-320,609
-52% -$9.34M
PMT
1679
PennyMac Mortgage Investment
PMT
$831M
$6.23M ﹤0.01%
316,253
-2,249
-0.7% -$44.1K
EBS icon
1680
Emergent Biosolutions
EBS
$391M
$6.21M ﹤0.01%
124,022
-10,518
-8% -$637K
GEF icon
1681
Greif
GEF
$5.08B
$6.21M ﹤0.01%
96,084
+6,369
+7% +$394K
MTSI icon
1682
MACOM Technology Solutions
MTSI
$20.9B
$6.19M ﹤0.01%
95,434
-8,525
-8% -$524K
TNET icon
1683
TriNet
TNET
$3.18B
$6.18M ﹤0.01%
65,367
-2,889
-4% -$247K
SKT icon
1684
Tanger
SKT
$4.68B
$6.18M ﹤0.01%
379,066
-82,732
-18% -$1.44M
SUM
1685
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$6.17M ﹤0.01%
196,399
-34,008
-15% -$1.11M
MLCO icon
1686
Melco Resorts & Entertainment
MLCO
$2.17B
$6.16M ﹤0.01%
601,712
-40,839
-6% -$537K
MTX icon
1687
Minerals Technologies
MTX
$2.34B
$6.16M ﹤0.01%
88,126
-392
-0.4% -$29.9K
MGPI icon
1688
MGP Ingredients
MGPI
$366M
$6.14M ﹤0.01%
94,343
+4,891
+5% +$313K
LSXMA
1689
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
$6.13M ﹤0.01%
176,916
-18,782
-10% -$656K
IBP icon
1690
Installed Building Products
IBP
$6.41B
$6.13M ﹤0.01%
57,211
+919
+2% +$110K
FIRY
1691
Firy Inc
FIRY
$146M
$6.13M ﹤0.01%
31,201
+25,774
+475% +$6.67M
TTMI icon
1692
TTM Technologies
TTMI
$13.8B
$6.12M ﹤0.01%
486,473
+127,262
+35% +$1.75M
OII icon
1693
Oceaneering
OII
$5.02B
$6.1M ﹤0.01%
458,089
-313,993
-41% -$4.09M
PRA
1694
DELISTED
ProAssurance
PRA
$6.1M ﹤0.01%
256,395
-34,004
-12% -$783K
BSAC icon
1695
Banco Santander Chile
BSAC
$16.4B
$6.09M ﹤0.01%
307,946
+6,213
+2% +$122K
PTR
1696
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$6.08M ﹤0.01%
130,053
+24,057
+23% +$1.06M
JACK icon
1697
Jack in the Box
JACK
$329M
$6.08M ﹤0.01%
62,450
-34,137
-35% -$3.56M
VREX icon
1698
Varex Imaging
VREX
$521M
$6.06M ﹤0.01%
214,965
+9,576
+5% +$266K
SNP
1699
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$6.06M ﹤0.01%
123,245
+11,075
+10% +$529K
OPCH icon
1700
Option Care Health
OPCH
$3.55B
$6.06M ﹤0.01%
249,734
+238,308
+2,086% +$5.53M
66 67
68
69 70

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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.