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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
REFR icon
3651
Research Frontiers
REFR
$14M
– –
-18,654
Closed -$44K
RGCO icon
3652
RGC Resources
RGCO
$223M
– –
-28,462
Closed -$718K
RMM
3653
RiverNorth Managed Duration Municipal Income Fund
RMM
$283M
– –
-39,441
Closed -$800K
SIEB icon
3654
Siebert Financial
SIEB
$66.7M
– –
-14,762
Closed -$71K
SNOW icon
3655
PUT
Snowflake
SNOW
$102B
– –
-750
Closed -$3.64M
SPMD icon
3656
State Street SPDR Portfolio S&P 400 Mid Cap ETF
SPMD
$18.2B
– –
-4,313
Closed -$204K
STTK icon
3657
Shattuck Labs
STTK
$675M
– –
-7,217
Closed -$209K
TNXP icon
3658
Tonix Pharmaceuticals
TNXP
$160M
– –
0
– -$72K
TOON icon
3659
Kartoon Studios
TOON
$35.2M
– –
-1,878
Closed -$35K
TSE
3660
DELISTED
Trinseo
TSE
– –
-316,364
Closed -$18.9M
UBFO
3661
DELISTED
United Security Bancshares
UBFO
– –
-11,931
Closed -$97K
UBX
3662
DELISTED
Unity Biotechnology
UBX
– –
-3,140
Closed -$146K
VGSH icon
3663
Vanguard Short-Term Treasury ETF
VGSH
$29.3B
– –
-17,472
Closed -$1.07M
VSEC icon
3664
VSE Corp
VSEC
$5.45B
– –
-4,634
Closed -$229K
VTVT icon
3665
vTv Therapeutics
VTVT
$127M
– –
-311
Closed -$28K
VTWV icon
3666
Vanguard Russell 2000 Value ETF
VTWV
$1.29B
– –
-1,435
Closed -$209K
VYGR icon
3667
Voyager Therapeutics
VYGR
$183M
– –
-15,000
Closed -$62K
WNEB icon
3668
Western New England Bancorp
WNEB
$259M
– –
-11,746
Closed -$96K
XBIT icon
3669
XBiotech
XBIT
$68M
– –
-20,995
Closed -$348K
XERS icon
3670
Xeris Biopharma Holdings
XERS
$1.39B
– –
-214,286
Closed -$872K
ABTC
3671
American Bitcoin Corp
ABTC
$403M
– –
0
– -$41K
QTTB icon
3672
Q32 Bio
QTTB
$466M
– –
-1,511
Closed -$198K
BNT
3673
Brookfield Wealth Solutions
BNT
$11.8B
– –
-7,106
Closed -$246K
MTVA
3674
MetaVia Inc
MTVA
$7.33M
– –
-6
Closed -$55K
ATXI
3675
DELISTED
Avenue Therapeutics, Inc. Common Stock
ATXI
– –
-9
Closed -$26K
145 146
147
148 149

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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.