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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
ETWO
3276
DELISTED
E2open Parent Holdings
ETWO
$318K ﹤0.01%
28,157
-52,805
-65% -$593K
PCVX icon
3277
Vaxcyte
PCVX
$7.81B
$318K ﹤0.01%
12,541
-13,437
-52% -$326K
MRSN
3278
DELISTED
Mersana Therapeutics
MRSN
$317K ﹤0.01%
1,343
-96
-7% -$28K
PRLD icon
3279
Prelude Therapeutics
PRLD
$366M
$317K ﹤0.01%
+10,130
New +$328K
IESC icon
3280
IES Holdings
IESC
$14.8B
$316K ﹤0.01%
6,920
+199
+3% +$9.67K
PPTA
3281
Perpetua Resources
PPTA
$2.3B
$316K ﹤0.01%
63,460
+49,543
+356% +$276K
IXN icon
3282
iShares Global Tech ETF
IXN
$8.32B
$315K ﹤0.01%
5,559
+915
+20% +$53.6K
YMAB
3283
DELISTED
Y-mAbs Therapeutics
YMAB
$315K ﹤0.01%
11,051
-36,423
-77% -$1.15M
ATNX
3284
DELISTED
Athenex, Inc. Common Stock
ATNX
$315K ﹤0.01%
5,237
-2,807
-35% -$204K
TEO icon
3285
Telecom Argentina
TEO
$6.03B
$314K ﹤0.01%
63,372
-78,592
-55% -$405K
KLRS
3286
Kalaris Therapeutics
KLRS
$83.5M
$313K ﹤0.01%
543
-18
-3% -$8.34K
ARKO icon
3287
ARKO Corp
ARKO
$896M
$312K ﹤0.01%
+30,857
New +$278K
CECO icon
3288
Ceco Environmental
CECO
$3.85B
$312K ﹤0.01%
44,315
+1,873
+4% +$13.3K
MVIS icon
3289
Microvision
MVIS
$6.21M
$312K ﹤0.01%
28,239
+7,507
+36% +$104K
JBI icon
3290
Janus International
JBI
$700M
$311K ﹤0.01%
25,444
+13,954
+121% +$191K
KALA icon
3291
KALA BIO
KALA
$14.1M
$311K ﹤0.01%
48
-22
-31% -$190K
BBW icon
3292
Build-A-Bear
BBW
$425M
$310K ﹤0.01%
18,304
– –
MPX
3293
DELISTED
Marine Products Corp
MPX
$310K ﹤0.01%
24,783
-60
-0.2% -$874
KRYS icon
3294
Krystal Biotech
KRYS
$10.1B
$309K ﹤0.01%
5,922
-1,579
-21% -$93.5K
TK icon
3295
Teekay
TK
$1.01B
$309K ﹤0.01%
84,401
+71,077
+533% +$224K
SPTL icon
3296
State Street SPDR Portfolio Long Term Treasury ETF
SPTL
$10.4B
$307K ﹤0.01%
7,435
+261
+4% +$11.1K
TRUE
3297
DELISTED
TrueCar
TRUE
$307K ﹤0.01%
73,760
+3,699
+5% +$17.2K
IVOO icon
3298
Vanguard S&P Mid-Cap 400 ETF
IVOO
$3.71B
$306K ﹤0.01%
3,436
-214
-6% -$19.5K
VDE icon
3299
Vanguard Energy ETF
VDE
$10.1B
$306K ﹤0.01%
4,142
-394
-9% -$27.5K
BEEM icon
3300
Beam Global
BEEM
$23.3M
$303K ﹤0.01%
11,067
+4,523
+69% +$134K
130 131
132
133 134

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MCM
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PSUF
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BAM
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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.