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
AVTA
2526
DELISTED
Avantax, Inc. Common Stock
AVTA
$1.7M ﹤0.01%
109,330
-12,589
-10% -$204K
LIND icon
2527
Lindblad Expeditions
LIND
$2.22B
$1.7M ﹤0.01%
116,705
+17,940
+18% +$252K
ZNH
2528
DELISTED
China Southern Airlines Company Limited
ZNH
$1.68M ﹤0.01%
60,418
+32,396
+116% +$914K
FWONA icon
2529
Liberty Media Series A
FWONA
$22.3B
$1.68M ﹤0.01%
37,277
+2,337
+7% +$98.1K
EFC
2530
Ellington Financial
EFC
$1.66B
$1.68M ﹤0.01%
91,716
+35,856
+64% +$658K
OSPN icon
2531
OneSpan
OSPN
$598M
$1.68M ﹤0.01%
89,304
-17,925
-17% -$380K
VITL icon
2532
Vital Farms
VITL
$522M
$1.67M ﹤0.01%
+95,061
New +$1.71M
CUTR
2533
DELISTED
Cutera, Inc.
CUTR
$1.67M ﹤0.01%
35,757
+3,879
+12% +$191K
DNLI icon
2534
Denali Therapeutics
DNLI
$3.76B
$1.67M ﹤0.01%
32,998
-31,211
-49% -$1.76M
OSBC icon
2535
Old Second Bancorp
OSBC
$1.31B
$1.66M ﹤0.01%
127,428
-12,117
-9% -$145K
SI
2536
DELISTED
Silvergate Capital Corporation
SI
$1.66M ﹤0.01%
14,394
+9,136
+174% +$979K
PENG
2537
Penguin Solutions Inc
PENG
$2.91B
$1.66M ﹤0.01%
74,524
-2,982
-4% -$71.4K
GSBC icon
2538
Great Southern Bancorp
GSBC
$876M
$1.66M ﹤0.01%
30,212
-2,861
-9% -$151K
XIFR
2539
XPLR Infrastructure LP
XIFR
$1.1B
$1.65M ﹤0.01%
21,904
-316
-1% -$24.6K
SILK
2540
DELISTED
Silk Road Medical, Inc. Common Stock
SILK
$1.65M ﹤0.01%
29,924
+12,263
+69% +$642K
TEN
2541
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$1.65M ﹤0.01%
115,321
+3,326
+3% +$53.6K
APLS
2542
DELISTED
Apellis Pharmaceuticals
APLS
$1.64M ﹤0.01%
49,890
-7,858
-14% -$442K
BE icon
2543
Bloom Energy
BE
$66.2B
$1.64M ﹤0.01%
87,732
-6,654
-7% -$141K
CERE
2544
DELISTED
Cerevel Therapeutics Holdings, Inc. Common Stock
CERE
$1.64M ﹤0.01%
55,639
+21,446
+63% +$602K
BYSI icon
2545
BeyondSpring
BYSI
$44M
$1.64M ﹤0.01%
104,016
+74,054
+247% +$1.33M
TACO
2546
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
$1.64M ﹤0.01%
187,371
+2,031
+1% +$18K
WMG icon
2547
Warner Music
WMG
$13.1B
$1.63M ﹤0.01%
38,196
+12,872
+51% +$489K
ENIA
2548
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$1.63M ﹤0.01%
279,005
-50,192
-15% -$336K
VET icon
2549
Vermilion Energy
VET
$1.68B
$1.63M ﹤0.01%
164,692
+46,534
+39% +$341K
HEFA icon
2550
iShares Currency Hedged MSCI EAFE ETF
HEFA
$7.61B
$1.63M ﹤0.01%
47,279
+286
+0.6% +$9.93K
100 101
102
103 104

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.