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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
WORK
3726
DELISTED
Slack Technologies, Inc.
WORK
– –
-431,514
Closed -$19.1M
DSSI
3727
DELISTED
Diamond S Shipping Inc. Common Shares
DSSI
– –
-30,771
Closed -$306K
CNST
3728
DELISTED
Constellation Pharmaceuticals, Inc.
CNST
– –
-21,639
Closed -$731K
LMNX
3729
DELISTED
Luminex Corp
LMNX
– –
-144,851
Closed -$5.33M
MSGN
3730
DELISTED
MSG Networks Inc.
MSGN
– –
-75,265
Closed -$1.1M
WPF
3731
DELISTED
Foley Trasimene Acquisition Corp.
WPF
– –
-102,309
Closed -$1M
PRAH
3732
DELISTED
PRA Health Sciences, Inc.
PRAH
– –
-64,376
Closed -$10.6M
NAV
3733
DELISTED
Navistar International
NAV
– –
-48,627
Closed -$2.16M
BPFH
3734
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
– –
-258,353
Closed -$3.81M
GTT
3735
DELISTED
GTT Communications, Inc.
GTT
– –
-77,617
Closed -$189K
KNL
3736
DELISTED
Knoll, Inc.
KNL
– –
-112,159
Closed -$2.92M
CEMI
3737
DELISTED
Chembio diagnostics, Inc.
CEMI
– –
-13,298
Closed -$39K
GRA
3738
DELISTED
W.R. Grace & Co.
GRA
– –
-59,274
Closed -$4.1M
CBB
3739
DELISTED
Cincinnati Bell Inc.
CBB
– –
-232,057
Closed -$3.58M
ORBC
3740
DELISTED
ORBCOMM, Inc.
ORBC
– –
-197,602
Closed -$2.22M
GAB.RT
3741
DELISTED
The Gabelli Equity Trust Inc. Rights (expiring July 14, 2021)
GAB.RT
– –
-20,240
Closed -$2K
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.