We are live on ! Find out more
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
GLO
2501
Clough Global Opportunities Fund
GLO
$254M
$1.78M ﹤0.01%
145,808
-243,443
-63% -$3.07M
CRAI icon
2502
CRA International
CRAI
$1.16B
$1.77M ﹤0.01%
17,847
+1,136
+7% +$102K
REYN icon
2503
Reynolds Consumer Products
REYN
$5.34B
$1.77M ﹤0.01%
64,841
-13,466
-17% -$385K
BSRR icon
2504
Sierra Bancorp
BSRR
$525M
$1.77M ﹤0.01%
72,924
+14,568
+25% +$354K
NP
2505
DELISTED
Neenah, Inc. Common Stock
NP
$1.77M ﹤0.01%
37,939
-2,696
-7% -$131K
EHTH icon
2506
eHealth
EHTH
$46M
$1.77M ﹤0.01%
43,628
+8,843
+25% +$412K
LOVE
2507
LoveSac
LOVE
$253M
$1.76M ﹤0.01%
26,665
-655
-2% -$41K
SWTX
2508
DELISTED
SpringWorks Therapeutics
SWTX
$1.76M ﹤0.01%
27,754
+329
+1% +$25.4K
SHEN icon
2509
Shenandoah Telecom
SHEN
$708M
$1.76M ﹤0.01%
55,713
-58,343
-51% -$2.22M
RBCAA icon
2510
Republic Bancorp
RBCAA
$1.96B
$1.76M ﹤0.01%
34,712
-11,814
-25% -$579K
DCO icon
2511
Ducommun
DCO
$2.81B
$1.75M ﹤0.01%
34,797
-1,816
-5% -$95.2K
IRMD icon
2512
iRadimed
IRMD
$1.18B
$1.75M ﹤0.01%
52,096
-6,832
-12% -$232K
BJRI icon
2513
BJ's Restaurants
BJRI
$1.42B
$1.75M ﹤0.01%
41,885
-4,355
-9% -$183K
IGA
2514
Voya Global Advantage and Premium Opportunity Fund
IGA
$157M
$1.75M ﹤0.01%
176,521
+51,908
+42% +$517K
DHIL
2515
DELISTED
Diamond Hill
DHIL
$1.75M ﹤0.01%
9,939
+76
+0.8% +$13.3K
RBNC
2516
DELISTED
Reliant Bancorp, Inc. Common Stock
RBNC
$1.74M ﹤0.01%
54,969
-20,436
-27% -$582K
MSP
2517
DELISTED
Datto Holding Corp.
MSP
$1.73M ﹤0.01%
72,500
+24,580
+51% +$637K
SWI
2518
DELISTED
SolarWinds Corporation Common Stock
SWI
$1.73M ﹤0.01%
+103,271
New +$1.91M
SLP icon
2519
Simulations Plus
SLP
$371M
$1.73M ﹤0.01%
43,706
+14,477
+50% +$661K
FTEC icon
2520
Fidelity MSCI Information Technology Index ETF
FTEC
$20.7B
$1.72M ﹤0.01%
14,481
+3,334
+30% +$408K
MGNX icon
2521
MacroGenics
MGNX
$243M
$1.72M ﹤0.01%
82,045
-2,557
-3% -$61.6K
PRIM icon
2522
Primoris Services
PRIM
$4.8B
$1.72M ﹤0.01%
70,075
-77,752
-53% -$2.09M
NTCT icon
2523
NETSCOUT
NTCT
$3.07B
$1.71M ﹤0.01%
63,561
-36,462
-36% -$1.01M
CVI icon
2524
CVR Energy
CVI
$3.26B
$1.71M ﹤0.01%
102,608
-345,668
-77% -$4.87M
KPTI icon
2525
Karyopharm Therapeutics
KPTI
$45.8M
$1.71M ﹤0.01%
19,542
+8,044
+70% +$835K
99 100
101
102 103

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.