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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
OZK icon
901
Bank OZK
OZK
$5.64B
$21.2M 0.01%
493,402
+9,898
+2% +$412K
SLF icon
902
Sun Life Financial
SLF
$45.8B
$21.1M 0.01%
410,628
+23,419
+6% +$1.2M
KNX icon
903
Knight Transportation
KNX
$11.1B
$21.1M 0.01%
412,203
+22,222
+6% +$1.12M
DAY
904
DELISTED
Dayforce
DAY
$20.9M 0.01%
185,694
+17,239
+10% +$1.81M
DTM icon
905
DT Midstream
DTM
$13.9B
$20.9M 0.01%
+451,575
New +$19.8M
ACM icon
906
Aecom
ACM
$9.6B
$20.9M 0.01%
330,421
+17,930
+6% +$1.14M
FIVE icon
907
Five Below
FIVE
$11.9B
$20.9M 0.01%
118,004
+393
+0.3% +$78.2K
GLOB icon
908
Globant
GLOB
$1.62B
$20.9M 0.01%
74,211
+12,433
+20% +$3.41M
EAT icon
909
Brinker International
EAT
$9.54B
$20.8M 0.01%
423,958
+33,397
+9% +$1.82M
SF
910
Stifel
SF
$12.6B
$20.8M 0.01%
458,825
+43,160
+10% +$1.92M
ARDC
911
Are Dynamic Credit Allocation Fund
ARDC
$298M
$20.7M 0.01%
1,281,239
-502,347
-28% -$8.15M
LCII icon
912
LCI Industries
LCII
$2.52B
$20.7M 0.01%
153,872
+71,898
+88% +$9.92M
CBT icon
913
Cabot Corp
CBT
$4.64B
$20.6M 0.01%
411,664
-9,055
-2% -$484K
STL
914
DELISTED
Sterling Bancorp
STL
$20.6M 0.01%
825,734
-32,771
-4% -$743K
BOH icon
915
Bank of Hawaii
BOH
$3.18B
$20.6M 0.01%
250,790
+98,768
+65% +$8.18M
EXLS icon
916
EXL Service
EXLS
$5.22B
$20.6M 0.01%
836,115
+112,615
+16% +$2.63M
WBD icon
917
Warner Bros
WBD
$65.7B
$20.6M 0.01%
810,142
+23,434
+3% +$659K
MDC
918
DELISTED
M.D.C. Holdings, Inc.
MDC
$20.6M 0.01%
440,022
-2,033
-0.5% -$103K
AEL
919
DELISTED
American Equity Investment Life Holding Company
AEL
$20.6M 0.01%
694,974
-42,098
-6% -$1.31M
PNFP icon
920
Pinnacle Financial Partners Inc
PNFP
$16.2B
$20.5M 0.01%
218,187
+16,146
+8% +$1.49M
OTEX icon
921
Open Text
OTEX
$6.38B
$20.4M 0.01%
418,689
+31,241
+8% +$1.63M
ACCO icon
922
Acco Brands
ACCO
$401M
$20.4M 0.01%
2,374,910
+206,491
+10% +$1.82M
ITT icon
923
ITT
ITT
$17.7B
$20.3M 0.01%
236,548
+6,517
+3% +$611K
SU icon
924
Suncor Energy
SU
$77.7B
$20.2M 0.01%
975,959
+78,443
+9% +$1.57M
ACIW icon
925
ACI Worldwide
ACIW
$5.81B
$20.2M 0.01%
658,479
+1,860
+0.3% +$61.7K
35 36
37
38 39

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MCM
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PSUF
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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.