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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
DHC
1401
Diversified Healthcare Trust
DHC
$2.05B
$9.35M 0.01%
2,759,248
+156,887
+6% +$592K
SSL icon
1402
Sasol
SSL
$7.1B
$9.35M 0.01%
496,472
-16,486
-3% -$252K
SITC icon
1403
SITE Centers
SITC
$157M
$9.34M 0.01%
775,349
-83,772
-10% -$1.02M
EQC
1404
DELISTED
Equity Commonwealth
EQC
$9.34M 0.01%
359,339
-530,992
-60% -$14M
BGS icon
1405
B&G Foods
BGS
$287M
$9.33M 0.01%
312,025
-50,190
-14% -$1.51M
RMT
1406
Royce Micro-Cap Trust
RMT
$752M
$9.32M 0.01%
816,543
+29,692
+4% +$351K
ARNC
1407
DELISTED
Arconic Corporation
ARNC
$9.3M 0.01%
294,748
-78,198
-21% -$2.67M
MGU
1408
DELISTED
Macquarie Global Infrastructure Total Return Fund, Inc.
MGU
$9.29M 0.01%
398,746
+5,427
+1% +$128K
SAFE
1409
Safehold
SAFE
$1.15B
$9.29M 0.01%
76,131
+18,546
+32% +$2.24M
PLAB icon
1410
Photronics
PLAB
$1.89B
$9.29M 0.01%
681,246
+28,871
+4% +$391K
GVA icon
1411
Granite Construction
GVA
$5.45B
$9.27M 0.01%
234,253
+16,302
+7% +$645K
EPRT icon
1412
Essential Properties Realty Trust
EPRT
$6.65B
$9.25M 0.01%
331,329
+19,855
+6% +$591K
STBA icon
1413
S&T Bancorp
STBA
$1.84B
$9.25M 0.01%
313,792
+62,656
+25% +$1.85M
DRH icon
1414
Diamondrock Hospitality Co
DRH
$2.74B
$9.24M 0.01%
977,896
+131,965
+16% +$1.18M
FLEX icon
1415
Flex
FLEX
$45.8B
$9.22M 0.01%
692,149
-563,933
-45% -$7.58M
EXP icon
1416
Eagle Materials
EXP
$6.53B
$9.19M 0.01%
70,073
+1,296
+2% +$186K
YETI icon
1417
Yeti Holdings
YETI
$3.91B
$9.18M 0.01%
107,178
+9,264
+9% +$897K
GIL icon
1418
Gildan
GIL
$10.3B
$9.18M 0.01%
251,514
+13,280
+6% +$488K
CYTK icon
1419
Cytokinetics
CYTK
$10.5B
$9.17M 0.01%
256,690
+84,307
+49% +$2.48M
BF.A icon
1420
Brown-Forman Class A
BF.A
$12.8B
$9.13M 0.01%
145,710
+1,366
+0.9% +$91.1K
FCN icon
1421
FTI Consulting
FCN
$4.33B
$9.11M 0.01%
67,649
+2,601
+4% +$361K
FFBC icon
1422
First Financial Bancorp
FFBC
$3.57B
$9.11M 0.01%
389,241
+17,544
+5% +$401K
ACA icon
1423
Arcosa
ACA
$7.15B
$9.11M 0.01%
181,490
-21,770
-11% -$1.13M
SWX icon
1424
Southwest Gas
SWX
$6.44B
$9.1M 0.01%
136,006
+5,319
+4% +$371K
OXM icon
1425
Oxford Industries
OXM
$571M
$9.09M 0.01%
100,830
+16,623
+20% +$1.51M
55 56
57
58 59

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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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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.