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
MMU
1751
Western Asset Managed Municipals Fund
MMU
$547M
$5.55M ﹤0.01%
416,206
-183,171
-31% -$2.48M
CPF icon
1752
Central Pacific Financial
CPF
$1.02B
$5.54M ﹤0.01%
215,755
+11,324
+6% +$284K
BBBY
1753
DELISTED
Bed Bath & Beyond Inc
BBBY
$5.54M ﹤0.01%
320,654
-3,618,591
-92% -$97.8M
MGEE icon
1754
MGE Energy Inc
MGEE
$3.02B
$5.54M ﹤0.01%
75,324
+606
+0.8% +$47.4K
FCPT icon
1755
Four Corners Property Trust
FCPT
$2.78B
$5.53M ﹤0.01%
205,999
+24,054
+13% +$674K
SJI
1756
DELISTED
South Jersey Industries, Inc.
SJI
$5.53M ﹤0.01%
260,139
-359,738
-58% -$8.86M
FHI icon
1757
Federated Hermes
FHI
$4.77B
$5.52M ﹤0.01%
169,777
-306,603
-64% -$10M
STRA icon
1758
Strategic Education
STRA
$1.89B
$5.52M ﹤0.01%
78,266
+30,045
+62% +$2.24M
ESE icon
1759
ESCO Technologies
ESE
$8.24B
$5.52M ﹤0.01%
71,649
-448
-0.6% -$39.6K
CUK
1760
DELISTED
Carnival PLC
CUK
$5.51M ﹤0.01%
241,404
-10,075
-4% -$214K
CACC icon
1761
Credit Acceptance
CACC
$5.99B
$5.5M ﹤0.01%
9,388
+957
+11% +$521K
ARES icon
1762
Ares Management
ARES
$32.2B
$5.49M ﹤0.01%
74,412
+11,937
+19% +$860K
WIRE
1763
DELISTED
Encore Wire Corp
WIRE
$5.49M ﹤0.01%
57,893
+10,996
+23% +$904K
KW
1764
DELISTED
Kennedy-Wilson Holdings
KW
$5.48M ﹤0.01%
262,139
+118,417
+82% +$2.47M
GNL icon
1765
Global Net Lease
GNL
$1.83B
$5.47M ﹤0.01%
341,363
-22,139
-6% -$389K
QTWO icon
1766
Q2 Holdings
QTWO
$3.99B
$5.45M ﹤0.01%
68,052
+9,525
+16% +$873K
GTY
1767
Getty Realty Corp
GTY
$2.1B
$5.45M ﹤0.01%
185,973
+1,046
+0.6% +$32.7K
GMS
1768
DELISTED
GMS Inc
GMS
$5.42M ﹤0.01%
123,672
+10,783
+10% +$516K
AIN icon
1769
Albany International
AIN
$2.13B
$5.41M ﹤0.01%
70,354
+2,060
+3% +$165K
SBGI icon
1770
Sinclair Inc
SBGI
$1B
$5.37M ﹤0.01%
169,447
-16,280
-9% -$479K
CENTA icon
1771
Central Garden & Pet Co Class A
CENTA
$2.39B
$5.37M ﹤0.01%
156,020
-57,358
-27% -$1.98M
DOO
1772
Bombardier Recreational Products
DOO
$4.53B
$5.36M ﹤0.01%
57,844
+7,267
+14% +$629K
PSMT icon
1773
Pricesmart
PSMT
$6.08B
$5.36M ﹤0.01%
69,080
-22,457
-25% -$1.91M
CTS icon
1774
CTS Corp
CTS
$1.86B
$5.35M ﹤0.01%
173,018
+22,248
+15% +$762K
AU icon
1775
AngloGold Ashanti
AU
$41.2B
$5.34M ﹤0.01%
333,741
-73,432
-18% -$1.27M
69 70
71
72 73

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.