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
FDIS icon
2851
Fidelity MSCI Consumer Discretionary Index ETF
FDIS
$1.72B
$890K ﹤0.01%
11,089
+2,062
+23% +$169K
MFGP
2852
DELISTED
Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share
MFGP
$889K ﹤0.01%
163,358
-21,862
-12% -$123K
RLGT icon
2853
Radiant Logistics
RLGT
$393M
$884K ﹤0.01%
138,319
+31,504
+29% +$203K
BFK
2854
DELISTED
BlackRock Municipal Income Trust
BFK
$883K ﹤0.01%
59,679
-49,260
-45% -$763K
SFST icon
2855
Southern First Bancshares
SFST
$601M
$883K ﹤0.01%
16,496
-237
-1% -$12K
AKUS
2856
DELISTED
Akouos Inc
AKUS
$878K ﹤0.01%
75,633
+21,481
+40% +$258K
CVAC
2857
DELISTED
CureVac
CVAC
$874K ﹤0.01%
16,004
+6,352
+66% +$383K
GAN
2858
DELISTED
GAN Ltd
GAN
$874K ﹤0.01%
58,790
-31,637
-35% -$506K
DADA
2859
DELISTED
Dada Nexus
DADA
$870K ﹤0.01%
43,422
+23,887
+122% +$541K
ESGD icon
2860
iShares ESG Aware MSCI EAFE ETF
ESGD
$12B
$870K ﹤0.01%
11,096
-14,021
-56% -$1.13M
RRGB icon
2861
Red Robin
RRGB
$150M
$870K ﹤0.01%
37,737
+3,097
+9% +$79.8K
PFC
2862
DELISTED
Premier Financial Corp. Common Stock
PFC
$870K ﹤0.01%
27,316
-49,912
-65% -$1.44M
BRG
2863
DELISTED
Bluerock Residential Growth REIT, Inc.
BRG
$866K ﹤0.01%
67,988
-7,764
-10% -$90K
GLD icon
2864
SPDR Gold Trust
GLD
$131B
$864K ﹤0.01%
5,262
-907
-15% -$152K
CBAY
2865
DELISTED
Cymabay Therapeutics
CBAY
$864K ﹤0.01%
236,757
+21,817
+10% +$86K
AXSM icon
2866
Axsome Therapeutics
AXSM
$10.9B
$861K ﹤0.01%
26,118
+11,861
+83% +$462K
EBSB
2867
DELISTED
Meridian Bancorp, Inc.
EBSB
$861K ﹤0.01%
41,469
+3,128
+8% +$62.3K
PRPL icon
2868
Purple Innovation
PRPL
$39.2M
$860K ﹤0.01%
1,637
+20
+1% +$12.5K
SGRY icon
2869
Surgery Partners
SGRY
$2.1B
$858K ﹤0.01%
20,264
-38,688
-66% -$1.97M
OCGN icon
2870
Ocugen
OCGN
$423M
$853K ﹤0.01%
118,844
+42,059
+55% +$309K
CAAP icon
2871
Corporacion America
CAAP
$4.18B
$851K ﹤0.01%
151,231
– –
ATRA icon
2872
Atara Biotherapeutics
ATRA
$77M
$848K ﹤0.01%
1,894
-427
-18% -$153K
GRWG icon
2873
GrowGeneration
GRWG
$88.3M
$847K ﹤0.01%
34,347
-21,847
-39% -$772K
RJET
2874
Republic Airways Holdings
RJET
$990M
$844K ﹤0.01%
7,349
-431
-6% -$53.6K
LAUR icon
2875
Laureate Education
LAUR
$5.18B
$842K ﹤0.01%
49,576
-12,948
-21% -$203K
113 114
115
116 117

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.