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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
FWRD icon
1426
Forward Air
FWRD
$472M
$9.09M 0.01%
109,438
-6,057
-5% -$530K
HQY icon
1427
HealthEquity
HQY
$8.7B
$9.08M 0.01%
140,242
-9,865
-7% -$685K
LOPE icon
1428
Grand Canyon Education
LOPE
$3.91B
$9.08M 0.01%
103,230
+13,985
+16% +$1.25M
CPA icon
1429
Copa Holdings
CPA
$6.03B
$9.07M 0.01%
111,483
-2,054
-2% -$154K
FORM icon
1430
FormFactor
FORM
$9.3B
$9.04M 0.01%
242,235
+19,868
+9% +$739K
UBSI icon
1431
United Bankshares
UBSI
$6.76B
$9.04M 0.01%
248,516
-27,459
-10% -$960K
HOMB icon
1432
Home BancShares
HOMB
$6.31B
$9.01M 0.01%
382,769
+20,604
+6% +$458K
TXNM
1433
TXNM Energy Inc
TXNM
$5.93B
$9.01M 0.01%
182,017
-7,254
-4% -$355K
EFOR
1434
Everforth Inc
EFOR
$1.21B
$9M 0.01%
79,583
+2,018
+3% +$212K
BLKB icon
1435
Blackbaud
BLKB
$2.03B
$8.98M 0.01%
127,636
+2,358
+2% +$166K
EDD
1436
Morgan Stanley Emerging Markets Domestic Debt Fund
EDD
$380M
$8.96M 0.01%
1,531,368
+458,893
+43% +$2.81M
VBTX
1437
DELISTED
Veritex Holdings
VBTX
$8.95M 0.01%
227,441
+40,147
+21% +$1.4M
KGC icon
1438
Kinross Gold
KGC
$28.4B
$8.95M 0.01%
1,668,786
-21,794
-1% -$130K
KBR icon
1439
KBR
KBR
$4.75B
$8.92M 0.01%
226,406
-46,040
-17% -$1.79M
STC icon
1440
Stewart Information Services
STC
$2.08B
$8.92M 0.01%
140,953
-4,650
-3% -$277K
FTDR icon
1441
Frontdoor
FTDR
$5.37B
$8.91M 0.01%
212,634
-11,477
-5% -$524K
DDD icon
1442
3D Systems Corp
DDD
$567M
$8.9M 0.01%
322,820
+10,975
+4% +$325K
MYGN icon
1443
Myriad Genetics
MYGN
$301M
$8.9M 0.01%
275,522
-110,620
-29% -$3.67M
BYND icon
1444
Beyond Meat
BYND
$331M
$8.89M 0.01%
84,487
+16,717
+25% +$2.04M
KWR icon
1445
Quaker Houghton
KWR
$2.93B
$8.89M 0.01%
37,411
+2,981
+9% +$732K
CIM
1446
Chimera Investment
CIM
$1.06B
$8.89M 0.01%
199,603
-46,379
-19% -$2.08M
GH icon
1447
Guardant Health
GH
$21.4B
$8.89M 0.01%
71,117
-10,036
-12% -$1.19M
OPLN
1448
Openlane
OPLN
$4.28B
$8.86M 0.01%
540,846
-116,801
-18% -$1.97M
WK icon
1449
Workiva
WK
$3.45B
$8.86M 0.01%
62,883
+6,359
+11% +$862K
PRTA icon
1450
Prothena Corp
PRTA
$449M
$8.85M 0.01%
124,221
+30,344
+32% +$1.88M
56 57
58
59 60

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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.