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
QVMT
1551
Invesco S&P 500 Concentrated QVM ETF
QVMT
$137M
$7.45M ﹤0.01%
+180,737
New +$7.55M
COHR
1552
DELISTED
Coherent Inc
COHR
$7.44M ﹤0.01%
29,755
-1,627
-5% -$408K
VSS icon
1553
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11.6B
$7.43M ﹤0.01%
55,568
+1,364
+3% +$188K
AWI icon
1554
Armstrong World Industries
AWI
$7.74B
$7.4M ﹤0.01%
77,554
-16,333
-17% -$1.71M
KRG icon
1555
Kite Realty
KRG
$5.59B
$7.4M ﹤0.01%
363,449
+15,554
+4% +$316K
ALKS icon
1556
Alkermes
ALKS
$8.33B
$7.38M ﹤0.01%
239,452
+79,285
+50% +$2.24M
COLD icon
1557
Americold
COLD
$4.04B
$7.38M ﹤0.01%
254,147
+39,779
+19% +$1.46M
RBLX icon
1558
Roblox
RBLX
$26.4B
$7.36M ﹤0.01%
97,425
+47,639
+96% +$3.91M
WERN icon
1559
Werner Enterprises
WERN
$2.3B
$7.34M ﹤0.01%
165,772
+1,072
+0.7% +$49.1K
GDS icon
1560
GDS Holdings
GDS
$6.69B
$7.34M ﹤0.01%
129,588
+2,081
+2% +$128K
NJR icon
1561
New Jersey Resources
NJR
$5.79B
$7.33M ﹤0.01%
210,670
-206,048
-49% -$7.8M
CLDR
1562
DELISTED
Cloudera, Inc.
CLDR
$7.33M ﹤0.01%
458,839
+29,100
+7% +$462K
OPP
1563
RiverNorth/DoubleLine Strategic Opportunity Fund
OPP
$190M
$7.32M ﹤0.01%
508,669
+17,681
+4% +$273K
BHC icon
1564
Bausch Health
BHC
$2.41B
$7.31M ﹤0.01%
262,605
+163
+0.1% +$4.62K
MLI icon
1565
Mueller Industries
MLI
$15.1B
$7.3M ﹤0.01%
710,780
+67,440
+10% +$721K
COOP
1566
DELISTED
Mr. Cooper
COOP
$7.29M ﹤0.01%
177,183
+585
+0.3% +$22K
MSEX icon
1567
Middlesex Water
MSEX
$1.09B
$7.29M ﹤0.01%
70,894
+17,524
+33% +$1.8M
MNRO icon
1568
Monro
MNRO
$410M
$7.25M ﹤0.01%
126,161
+4,334
+4% +$254K
VGT icon
1569
Vanguard Information Technology ETF
VGT
$147B
$7.25M ﹤0.01%
144,632
+20,992
+17% +$1.09M
BIG
1570
DELISTED
Big Lots, Inc.
BIG
$7.25M ﹤0.01%
167,316
-8,739
-5% -$476K
CALY
1571
Callaway Golf Company
CALY
$3.52B
$7.24M ﹤0.01%
261,985
-57,885
-18% -$1.76M
LBRDA icon
1572
Liberty Broadband Class A
LBRDA
$5.17B
$7.24M ﹤0.01%
42,979
-3,118
-7% -$544K
NPO icon
1573
Enpro
NPO
$7.07B
$7.24M ﹤0.01%
83,048
-1,945
-2% -$171K
MANT
1574
DELISTED
Mantech International Corp
MANT
$7.24M ﹤0.01%
95,292
-3,776
-4% -$309K
MFA
1575
MFA Financial
MFA
$924M
$7.23M ﹤0.01%
395,515
-152,250
-28% -$2.83M
61 62
63
64 65

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.