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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
TCBI icon
1601
Texas Capital Bancshares
TCBI
$4.41B
$6.95M ﹤0.01%
115,794
-5,922
-5% -$369K
WWW icon
1602
Wolverine World Wide
WWW
$1.59B
$6.93M ﹤0.01%
232,406
+896
+0.4% +$30.6K
FIZZ icon
1603
National Beverage
FIZZ
$2.97B
$6.93M ﹤0.01%
132,108
+34
+0% +$1.58K
OTTR icon
1604
Otter Tail
OTTR
$3.9B
$6.93M ﹤0.01%
123,848
+58,027
+88% +$3.08M
CNA icon
1605
CNA Financial
CNA
$14.3B
$6.93M ﹤0.01%
165,184
-3,562
-2% -$156K
MOG.A icon
1606
Moog Inc Class A
MOG.A
$12.9B
$6.93M ﹤0.01%
90,876
-7,200
-7% -$562K
GBX icon
1607
The Greenbrier Companies
GBX
$1.56B
$6.91M ﹤0.01%
160,824
+663
+0.4% +$28.6K
P
1608
Everpure Inc
P
$27.9B
$6.9M ﹤0.01%
274,334
+35,891
+15% +$792K
UVSP icon
1609
Univest Financial
UVSP
$1.24B
$6.9M ﹤0.01%
251,879
+5,579
+2% +$150K
IOSP icon
1610
Innospec
IOSP
$2.14B
$6.89M ﹤0.01%
81,859
+9,545
+13% +$851K
MDP
1611
DELISTED
Meredith Corporation
MDP
$6.88M ﹤0.01%
123,556
-8,842
-7% -$386K
MBT
1612
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$6.88M ﹤0.01%
713,767
+41,151
+6% +$371K
TPH
1613
DELISTED
Tri Pointe Homes
TPH
$6.88M ﹤0.01%
327,160
-25,143
-7% -$567K
CRVL icon
1614
CorVel
CRVL
$3.01B
$6.87M ﹤0.01%
110,625
+1,203
+1% +$62.7K
WD icon
1615
Walker & Dunlop
WD
$1.78B
$6.86M ﹤0.01%
60,447
+880
+1% +$92.2K
QLYS icon
1616
Qualys
QLYS
$5.67B
$6.86M ﹤0.01%
61,642
+16,958
+38% +$1.86M
ALV icon
1617
Autoliv
ALV
$9.12B
$6.86M ﹤0.01%
79,968
-8,785
-10% -$811K
UPWK icon
1618
Upwork
UPWK
$1.2B
$6.85M ﹤0.01%
152,200
+3,714
+3% +$181K
PARR icon
1619
Par Pacific Holdings
PARR
$4.16B
$6.85M ﹤0.01%
435,535
-2,281,176
-84% -$35.3M
XNCR icon
1620
Xencor
XNCR
$1.48B
$6.83M ﹤0.01%
209,277
+77,691
+59% +$2.55M
LMAT icon
1621
LeMaitre Vascular
LMAT
$2.42B
$6.83M ﹤0.01%
128,709
+19,276
+18% +$1.09M
WGO icon
1622
Winnebago Industries
WGO
$901M
$6.83M ﹤0.01%
94,317
+9,571
+11% +$669K
SCL icon
1623
Stepan Co
SCL
$1.45B
$6.82M ﹤0.01%
60,418
-2,451
-4% -$285K
EVBG
1624
DELISTED
Everbridge, Inc. Common Stock
EVBG
$6.81M ﹤0.01%
45,063
+8,076
+22% +$1.2M
EUFN icon
1625
iShares MSCI Europe Financials ETF
EUFN
$4.27B
$6.79M ﹤0.01%
346,183
+23,105
+7% +$458K
63 64
65
66 67

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AF
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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.