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
FWONK icon
1201
Liberty Media Series C
FWONK
$24.5B
$12.7M 0.01%
255,822
-7,874
-3% -$373K
NIO icon
1202
NIO
NIO
$12.1B
$12.7M 0.01%
355,807
-2,493
-0.7% -$102K
ROG icon
1203
Rogers Corp
ROG
$2.24B
$12.7M 0.01%
67,910
-5,397
-7% -$1.06M
VYX icon
1204
NCR Voyix
VYX
$1.19B
$12.7M 0.01%
532,337
-297,485
-36% -$7.74M
AMKR icon
1205
Amkor Technology
AMKR
$12.6B
$12.6M 0.01%
506,358
+112,072
+28% +$2.86M
WWE
1206
DELISTED
World Wrestling Entertainment
WWE
$12.6M 0.01%
223,886
-1,241
-0.6% -$64.6K
HAE icon
1207
Haemonetics
HAE
$3.94B
$12.6M 0.01%
177,915
+58,572
+49% +$3.7M
FNV icon
1208
Franco-Nevada
FNV
$41.4B
$12.6M 0.01%
96,635
+948
+1% +$139K
AIMC
1209
DELISTED
Altra Industrial Motion Corp
AIMC
$12.5M 0.01%
226,452
-13,350
-6% -$796K
U icon
1210
Unity
U
$14.6B
$12.5M 0.01%
99,059
+58,627
+145% +$6.94M
KTF
1211
DWS Municipal Income Trust
KTF
$347M
$12.5M 0.01%
1,050,675
-16,644
-2% -$204K
JGH icon
1212
Nuveen Global High Income Fund
JGH
$353M
$12.5M 0.01%
777,154
+10,997
+1% +$177K
AX icon
1213
Axos Financial
AX
$5.9B
$12.4M 0.01%
241,412
+17,772
+8% +$843K
STOR
1214
DELISTED
STORE Capital Corporation
STOR
$12.4M 0.01%
388,286
+2,033
+0.5% +$72K
XLRN
1215
DELISTED
Acceleron Pharma
XLRN
$12.4M 0.01%
72,110
+11,326
+19% +$1.48M
DOOR
1216
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
$12.4M 0.01%
116,923
-16,856
-13% -$1.92M
CC icon
1217
Chemours
CC
$2.57B
$12.4M 0.01%
426,312
-66,708
-14% -$2.16M
THRM icon
1218
Gentherm
THRM
$1.28B
$12.4M 0.01%
152,979
+23,933
+19% +$1.89M
CNMD icon
1219
CONMED
CNMD
$1.55B
$12.4M 0.01%
94,600
+5,738
+6% +$751K
SPB icon
1220
Spectrum Brands
SPB
$2.04B
$12.2M 0.01%
127,783
+9,600
+8% +$816K
POST icon
1221
Post Holdings
POST
$4.09B
$12.2M 0.01%
169,191
+10,332
+7% +$733K
HEI.A icon
1222
HEICO Corp Class A
HEI.A
$36.6B
$12.2M 0.01%
102,901
+2,427
+2% +$290K
EXEL icon
1223
Exelixis
EXEL
$13.8B
$12.2M 0.01%
576,268
-35,862
-6% -$666K
FLOW
1224
DELISTED
SPX FLOW, Inc.
FLOW
$12.2M 0.01%
166,366
+5,313
+3% +$404K
BERY
1225
DELISTED
Berry Global Group, Inc.
BERY
$12.1M 0.01%
216,800
+6,318
+3% +$375K
47 48
49
50 51

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.