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
KLDO
3126
DELISTED
Kaleido Biosciences, Inc. Common Stock
KLDO
$479K ﹤0.01%
87,799
-18,111
-17% -$112K
XLRE icon
3127
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.66B
$478K ﹤0.01%
10,750
+253
+2% +$11.8K
VOOV icon
3128
Vanguard S&P 500 Value ETF
VOOV
$6.62B
$476K ﹤0.01%
3,387
-55
-2% -$7.93K
AKTS
3129
DELISTED
Akoustis Technologies Inc
AKTS
$476K ﹤0.01%
49,091
+6,706
+16% +$64.3K
DMTK
3130
DELISTED
DermTech, Inc. Common Stock
DMTK
$476K ﹤0.01%
14,839
+1,339
+10% +$47K
KVHI icon
3131
KVH Industries
KVHI
$181M
$475K ﹤0.01%
49,276
+11,300
+30% +$123K
RLMD icon
3132
Relmada Therapeutics
RLMD
$547M
$475K ﹤0.01%
+18,117
New +$485K
TPB icon
3133
Turning Point Brands
TPB
$1.52B
$473K ﹤0.01%
9,895
+4,715
+91% +$226K
BMRC icon
3134
Bank of Marin Bancorp
BMRC
$477M
$472K ﹤0.01%
12,500
-23,118
-65% -$806K
FYBR
3135
DELISTED
Frontier Communications
FYBR
$471K ﹤0.01%
+16,898
New +$503K
AAXJ icon
3136
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.66B
$468K ﹤0.01%
5,508
+1,896
+52% +$168K
BZH icon
3137
Beazer Homes USA
BZH
$900M
$468K ﹤0.01%
27,119
-89,666
-77% -$1.6M
SANA icon
3138
Sana Biotechnology
SANA
$863M
$468K ﹤0.01%
20,795
+4,809
+30% +$101K
TG icon
3139
Tredegar Corp
TG
$265M
$464K ﹤0.01%
38,090
-11,095
-23% -$142K
VRAY
3140
DELISTED
ViewRay, Inc.
VRAY
$462K ﹤0.01%
64,056
+9,614
+18% +$60.7K
EVI icon
3141
EVI Industries
EVI
$182M
$461K ﹤0.01%
16,957
+4,722
+39% +$126K
CRIS icon
3142
Curis
CRIS
$10.2M
$458K ﹤0.01%
146
+42
+40% +$131K
MMYT icon
3143
MakeMyTrip
MMYT
$6B
$458K ﹤0.01%
16,855
-47,663
-74% -$1.29M
PNNT
3144
Pennant Park Investment Corp
PNNT
$221M
$458K ﹤0.01%
70,604
-156,407
-69% -$1.03M
MORF
3145
DELISTED
Morphic Holding, Inc. Common Stock
MORF
$457K ﹤0.01%
8,076
+2,148
+36% +$130K
VAW icon
3146
Vanguard Materials ETF
VAW
$2.96B
$453K ﹤0.01%
2,618
+977
+60% +$178K
SKYY icon
3147
First Trust Cloud Computing ETF
SKYY
$2.94B
$452K ﹤0.01%
4,286
+771
+22% +$82.7K
OPBK icon
3148
OP Bancorp
OPBK
$240M
$451K ﹤0.01%
43,793
-15,427
-26% -$157K
TMCI icon
3149
Treace Medical Concepts
TMCI
$295M
$448K ﹤0.01%
16,667
-65
-0.4% -$1.79K
ERO icon
3150
Ero Copper
ERO
$2.77B
$447K ﹤0.01%
+25,178
New +$482K
124 125
126
127 128

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.