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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
NPTN
3701
DELISTED
NEOPHOTONICS CORP
NPTN
– –
-11,469
Closed -$117K
MBII
3702
DELISTED
Marrone Bio Innovations, Inc.
MBII
– –
-15,810
Closed -$26K
APR
3703
DELISTED
Apria, Inc. Common Stock
APR
– –
-8,303
Closed -$232K
RESN
3704
DELISTED
Resonant Inc.
RESN
– –
-19,675
Closed -$63K
ODT
3705
DELISTED
Odonate Therapeutics, Inc. Common Stock
ODT
– –
-19,259
Closed -$67K
DFPHU
3706
DELISTED
DFP Healthcare Acquisitions Corp. Unit
DFPHU
– –
-24,482
Closed -$254K
PMBC
3707
DELISTED
Pacific Mercantile Bancorp
PMBC
– –
-10,459
Closed -$90K
OPP.RT
3708
DELISTED
RiverNorth/DoubleLine Strategic Opportunity Fund, Inc. Rights (expiring October 1, 2021)
OPP.RT
$0 ﹤0.01%
+43,258
New +$779
SNR
3709
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
– –
-330,361
Closed -$2.9M
TBIO
3710
DELISTED
Translate Bio, Inc. Common Stock
TBIO
– –
-78,277
Closed -$2.16M
CORE
3711
DELISTED
Core Mark Holding Co., Inc.
CORE
– –
-245,033
Closed -$11M
PFPT
3712
DELISTED
Proofpoint, Inc.
PFPT
– –
-55,650
Closed -$9.67M
QTS
3713
DELISTED
QTS REALTY TRUST, INC.
QTS
– –
-92,365
Closed -$7.14M
KIN
3714
DELISTED
Kindred Biosciences, Inc.
KIN
– –
-19,498
Closed -$179K
SYKE
3715
DELISTED
SYKES Enterprises Inc
SYKE
– –
-196,558
Closed -$10.6M
MXIM
3716
DELISTED
Maxim Integrated Products
MXIM
– –
-747,995
Closed -$78.8M
USCR
3717
DELISTED
U S Concrete, Inc.
USCR
– –
-55,816
Closed -$4.12M
CHMA
3718
DELISTED
Chiasma, Inc. Common Stock
CHMA
– –
-39,770
Closed -$188K
PROS
3719
DELISTED
ProSight Global, Inc.
PROS
– –
-16,953
Closed -$216K
WRI
3720
DELISTED
Weingarten Realty Investors
WRI
– –
-295,045
Closed -$9.46M
TLND
3721
DELISTED
Talend S.A. American Depositary Shares
TLND
– –
-13,487
Closed -$885K
BPYU
3722
DELISTED
Brookfield Property REIT Inc. Class A Common Stock
BPYU
– –
-48,833
Closed -$922K
HOME
3723
DELISTED
At Home Group Inc.
HOME
– –
-91,696
Closed -$3.38M
ALSK
3724
DELISTED
Alaska Communications Systems
ALSK
– –
-202,308
Closed -$674K
ALXN
3725
DELISTED
Alexion Pharmaceuticals
ALXN
– –
-776,990
Closed -$143M
146 147 148
149
150

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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.