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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
EMLP icon
2476
First Trust North American Energy Infrastructure Fund
EMLP
$4.11B
$1.89M ﹤0.01%
79,687
-8,018
-9% -$195K
FIF
2477
DELISTED
FIRST TRUST ENERGY INFRASTRUCTURE FUND
FIF
$1.89M ﹤0.01%
147,905
+32,476
+28% +$427K
TIMB icon
2478
TIM SA
TIMB
$8.82B
$1.87M ﹤0.01%
173,833
+33,742
+24% +$379K
FPE icon
2479
First Trust Preferred Securities and Income ETF
FPE
$6.35B
$1.86M ﹤0.01%
90,742
-5,466
-6% -$113K
RDNT icon
2480
RadNet
RDNT
$5.32B
$1.86M ﹤0.01%
63,456
-42,763
-40% -$1.37M
NVG icon
2481
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.67B
$1.86M ﹤0.01%
108,337
-82,429
-43% -$1.47M
PML
2482
PIMCO Municipal Income Fund II
PML
$487M
$1.86M ﹤0.01%
126,081
-89,229
-41% -$1.34M
AVYA
2483
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
$1.85M ﹤0.01%
93,547
+6,413
+7% +$141K
ARRY icon
2484
Array Technologies
ARRY
$921M
$1.85M ﹤0.01%
99,859
+77,383
+344% +$1.28M
CANO
2485
DELISTED
Cano Health, Inc.
CANO
$1.84M ﹤0.01%
1,454
-164
-10% -$199K
ARLO icon
2486
Arlo Technologies
ARLO
$1.71B
$1.84M ﹤0.01%
287,063
+37,908
+15% +$236K
DX
2487
Dynex Capital
DX
$3.16B
$1.84M ﹤0.01%
106,342
-52,843
-33% -$935K
AD
2488
Array Digital Infrastructure
AD
$3.06B
$1.84M ﹤0.01%
57,640
-7,227
-11% -$240K
XRN
2489
Chiron Real Estate Inc
XRN
$466M
$1.83M ﹤0.01%
24,941
+107
+0.4% +$8.15K
WOOF icon
2490
Petco
WOOF
$837M
$1.83M ﹤0.01%
+86,726
New +$1.83M
UFI icon
2491
UNIFI
UFI
$125M
$1.82M ﹤0.01%
83,216
-34,693
-29% -$789K
CMTL icon
2492
Comtech Telecommunications
CMTL
$50.9M
$1.82M ﹤0.01%
71,231
+10,174
+17% +$256K
BIPC icon
2493
Brookfield Infrastructure
BIPC
$4.98B
$1.81M ﹤0.01%
45,419
+10,845
+31% +$475K
CLW icon
2494
Clearwater Paper
CLW
$368M
$1.81M ﹤0.01%
47,290
+5,034
+12% +$160K
CRC icon
2495
California Resources
CRC
$4.65B
$1.81M ﹤0.01%
+44,081
New +$1.44M
PBYI icon
2496
Puma Biotechnology
PBYI
$391M
$1.8M ﹤0.01%
257,426
+208,845
+430% +$1.56M
HCKT icon
2497
Hackett Group
HCKT
$286M
$1.8M ﹤0.01%
91,727
+1,466
+2% +$27.5K
BANC icon
2498
Banc of California
BANC
$3.14B
$1.79M ﹤0.01%
96,989
+14,670
+18% +$257K
DNB
2499
DELISTED
Dun & Bradstreet
DNB
$1.79M ﹤0.01%
106,684
+78,696
+281% +$1.5M
ALEC icon
2500
Alector
ALEC
$172M
$1.78M ﹤0.01%
78,230
+39,196
+100% +$1.1M
98 99
100
101 102

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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.