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
MMS icon
826
Maximus
MMS
$3.27B
$24.9M 0.01%
298,798
+7,428
+3% +$636K
VMW
827
DELISTED
VMware, Inc
VMW
$24.9M 0.01%
167,127
+1,054
+0.6% +$160K
WF icon
828
Woori Financial
WF
$16.9B
$24.8M 0.01%
859,025
+48,849
+6% +$1.42M
VTIP icon
829
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
$24.8M 0.01%
470,944
+43,196
+10% +$2.27M
CXT icon
830
Crane NXT
CXT
$3.06B
$24.7M 0.01%
751,068
+16,721
+2% +$557K
ENOV icon
831
Enovis
ENOV
$1.8B
$24.7M 0.01%
312,383
+5,006
+2% +$402K
NWSA icon
832
News Corp Class A
NWSA
$15B
$24.6M 0.01%
1,046,715
-381,423
-27% -$9.03M
EWBC icon
833
East-West Bancorp
EWBC
$18.1B
$24.4M 0.01%
314,498
-4,505
-1% -$328K
SLGN icon
834
Silgan Holdings
SLGN
$4.38B
$24.4M 0.01%
635,163
-13,190
-2% -$537K
RL icon
835
Ralph Lauren
RL
$22.6B
$24.2M 0.01%
218,164
+37,893
+21% +$4.38M
WEX icon
836
WEX
WEX
$6.44B
$24.2M 0.01%
137,364
+4,695
+4% +$856K
PB icon
837
Prosperity Bancshares
PB
$9.01B
$24.2M 0.01%
339,837
+125,124
+58% +$8.66M
SEIC icon
838
SEI Investments
SEIC
$12.5B
$24.2M 0.01%
407,491
+19,565
+5% +$1.19M
PPLI
839
People Inc
PPLI
$3.16B
$24.1M 0.01%
225,747
-13,999
-6% -$1.54M
SYNH
840
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
$24.1M 0.01%
275,655
-1,762
-0.6% -$159K
B
841
Barrick Mining
B
$62.6B
$24M 0.01%
1,331,257
-34,980
-3% -$702K
RGLD icon
842
Royal Gold
RGLD
$17.1B
$24M 0.01%
250,968
+2,120
+0.9% +$238K
AXTA icon
843
Axalta
AXTA
$7.79B
$23.8M 0.01%
816,579
+14,692
+2% +$440K
GIB icon
844
CGI
GIB
$15.3B
$23.7M 0.01%
279,971
+18,144
+7% +$1.63M
RDY icon
845
Dr. Reddy's Laboratories
RDY
$10B
$23.7M 0.01%
1,820,455
-19,535
-1% -$260K
LII icon
846
Lennox International
LII
$14.9B
$23.7M 0.01%
80,430
+594
+0.7% +$194K
AWP
847
abrdn Global Premier Properties Fund
AWP
$369M
$23.5M 0.01%
1,291,166
+75,549
+6% +$1.49M
SON icon
848
Sonoco
SON
$5.59B
$23.5M 0.01%
393,828
+14,967
+4% +$958K
ELAN icon
849
Elanco Animal Health
ELAN
$12.8B
$23.4M 0.01%
733,017
+30,736
+4% +$1.03M
ONC
850
BeOne Medicines Ltd
ONC
$32.4B
$23.4M 0.01%
64,362
-1,768
-3% -$578K
32 33
34
35 36

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.