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
CRESY
3501
Cresud
CRESY
$795M
$130K ﹤0.01%
27,818
-3,852
-12% -$21.6K
RVP icon
3502
Retractable Technologies
RVP
$19.8M
$130K ﹤0.01%
+11,759
New +$138K
WRAP icon
3503
Wrap Technologies
WRAP
$103M
$129K ﹤0.01%
21,549
-6,813
-24% -$47.5K
EOLS icon
3504
Evolus
EOLS
$385M
$125K ﹤0.01%
16,346
+2,022
+14% +$20.9K
MCF
3505
DELISTED
Contango Oil & Gas Co.
MCF
$125K ﹤0.01%
27,392
-82,295
-75% -$313K
BFIN
3506
DELISTED
BankFinancial
BFIN
$124K ﹤0.01%
10,766
-5,580
-34% -$63.4K
LNAI
3507
Lunai Bioworks
LNAI
$8.8M
$124K ﹤0.01%
231
-41
-15% -$20K
PMD
3508
DELISTED
Psychemedics Corporation
PMD
$124K ﹤0.01%
14,769
+883
+6% +$6.47K
QMCO icon
3509
Quantum Corp
QMCO
$419M
$123K ﹤0.01%
1,189
-40
-3% -$4.71K
GALT icon
3510
Galectin Therapeutics
GALT
$196M
$121K ﹤0.01%
31,086
-24,961
-45% -$84.6K
TIG
3511
DELISTED
Trean Insurance Group, Inc. Common Stock
TIG
$121K ﹤0.01%
+11,714
New +$139K
GOGL
3512
DELISTED
Golden Ocean Group
GOGL
$119K ﹤0.01%
+11,055
New +$115K
AWH
3513
DELISTED
Aspira Women's Health Inc. Common Stock
AWH
$119K ﹤0.01%
2,446
-676
-22% -$41.8K
CASA
3514
DELISTED
Casa Systems, Inc. Common Stock
CASA
$118K ﹤0.01%
17,332
-19
-0.1% -$140
SLDB icon
3515
Solid Biosciences
SLDB
$794M
$116K ﹤0.01%
3,228
-1,233
-28% -$52.4K
ASC icon
3516
Ardmore Shipping
ASC
$710M
$115K ﹤0.01%
27,633
-89,166
-76% -$316K
VTGN icon
3517
VistaGen Therapeutics
VTGN
$9.89M
$115K ﹤0.01%
1,401
+999
+249% +$86.8K
NUVB icon
3518
Nuvation Bio
NUVB
$2.2B
$114K ﹤0.01%
+11,427
New +$104K
GMDA
3519
DELISTED
Gamida Cell Ltd. Ordinary Shares
GMDA
$114K ﹤0.01%
+29,125
New +$146K
NEXA icon
3520
Nexa Resources
NEXA
$1.7B
$113K ﹤0.01%
+14,855
New +$118K
FARM
3521
DELISTED
Farmer Brothers
FARM
$112K ﹤0.01%
13,330
-1,999
-13% -$18.3K
DNTH icon
3522
Dianthus Therapeutics
DNTH
$5.84B
$111K ﹤0.01%
+950
New +$111K
BMTX
3523
DELISTED
BM Technologies, Inc.
BMTX
$111K ﹤0.01%
12,473
-4,621
-27% -$47.3K
LUNA
3524
DELISTED
Luna Innovations Incorporated
LUNA
$111K ﹤0.01%
11,679
-2,362
-17% -$25.5K
BW icon
3525
Babcock & Wilcox
BW
$1.39B
$109K ﹤0.01%
17,046
-1,616
-9% -$11.3K
139 140
141
142 143

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.