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
INCY icon
701
Incyte
INCY
$24.2B
$33.3M 0.02%
484,548
-28,603
-6% -$2.17M
IDA icon
702
Idacorp
IDA
$8.27B
$33.2M 0.02%
321,617
+80,005
+33% +$8.36M
ZS icon
703
Zscaler
ZS
$24.5B
$33.2M 0.02%
126,763
+13,581
+12% +$3.41M
OGN icon
704
Organon & Co
OGN
$3.56B
$33.2M 0.02%
1,011,547
+19,268
+2% +$617K
SKM icon
705
SK Telecom
SKM
$12.1B
$33.1M 0.02%
667,327
-66,650
-9% -$3.22M
TREX icon
706
Trex
TREX
$4.51B
$33.1M 0.02%
324,378
+15,907
+5% +$1.66M
JD icon
707
JD.com
JD
$44.6B
$33.1M 0.02%
457,600
+6,352
+1% +$468K
HBI
708
DELISTED
Hanesbrands
HBI
$33M 0.02%
1,923,586
+71,297
+4% +$1.34M
OSK icon
709
Oshkosh
OSK
$8.79B
$32.9M 0.02%
321,546
-23,871
-7% -$2.74M
EQH icon
710
Equitable Holdings
EQH
$13B
$32.8M 0.02%
1,105,601
+54,415
+5% +$1.65M
NYT icon
711
New York Times
NYT
$12.1B
$32.7M 0.02%
664,429
+77,298
+13% +$3.66M
SPOT icon
712
Spotify
SPOT
$103B
$32.6M 0.02%
144,829
+1,422
+1% +$335K
PNW icon
713
Pinnacle West Capital
PNW
$12.2B
$32.6M 0.02%
450,334
-89,298
-17% -$7.08M
ARW icon
714
Arrow Electronics
ARW
$11.1B
$32.4M 0.02%
288,174
-111,516
-28% -$12.9M
GLPI icon
715
Gaming and Leisure Properties
GLPI
$12.7B
$32.3M 0.02%
697,880
+5,713
+0.8% +$273K
BURL icon
716
Burlington
BURL
$23.2B
$32.2M 0.02%
113,549
+52
+0% +$16.6K
FRT icon
717
Federal Realty Investment Trust
FRT
$10.7B
$32.1M 0.02%
272,456
+15,406
+6% +$1.83M
NBIS
718
Nebius Group N.V.
NBIS
$48.3B
$32.1M 0.02%
402,322
-26,311
-6% -$1.92M
SPLK
719
DELISTED
Splunk Inc
SPLK
$32M 0.02%
221,388
+26,212
+13% +$3.81M
ENTG icon
720
Entegris
ENTG
$18.1B
$31.9M 0.02%
253,505
+22,377
+10% +$2.7M
CZR icon
721
Caesars Entertainment
CZR
$6.06B
$31.9M 0.02%
284,042
-73,272
-21% -$7.16M
CHT icon
722
Chunghwa Telecom
CHT
$33.1B
$31.8M 0.02%
810,328
+104,766
+15% +$4.28M
NOK icon
723
Nokia
NOK
$51B
$31.7M 0.02%
5,824,502
+647,304
+13% +$3.76M
M icon
724
Macy's
M
$6.53B
$31.7M 0.02%
1,403,869
-3,566,867
-72% -$71.3M
JBL icon
725
Jabil
JBL
$33B
$31.6M 0.02%
541,823
-220,615
-29% -$13.1M
27 28
29
30 31

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.