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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
+11.37%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$195B
AUM Growth
+$19.5B
Cap. Flow
+$2.82B
Cap. Flow %
1.44%
Top 10 Hldgs %
24.02%
Holding
3,778
New
180
Increased
2,074
Reduced
1,351
Closed
151

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$827M
2
TSLA icon
Tesla
TSLA
+$218M
3
MSFT icon
Microsoft
MSFT
+$162M
4
AMZN icon
Amazon
AMZN
+$157M
5
AAPL icon
Apple
AAPL
+$138M

Top Sells

Rank Stock Value
1
VONV icon
Vanguard Russell 1000 Value ETF
VONV
+$629M
2
RPV icon
Invesco S&P 500 Pure Value ETF
RPV
+$189M
3
EWY icon
iShares MSCI South Korea ETF
EWY
+$154M
4
KSU
Kansas City Southern
KSU
+$118M
5
MDT icon
Medtronic
MDT
+$99.3M

Sector Composition

Rank Sector Weight
1 Technology 25.12%
2 Financials 12.71%
3 Healthcare 12.46%
4 Consumer Discretionary 10.99%
5 Communication Services 8.26%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
INFN
2726
DELISTED
Infinera Corporation Common Stock
INFN
$1.14M ﹤0.01%
118,397
-2,341
-2% -$19.8K
WOOF icon
2727
Petco
WOOF
$797M
$1.13M ﹤0.01%
57,139
-29,587
-34% -$647K
SBLK icon
2728
Star Bulk Carriers
SBLK
$3.05B
$1.13M ﹤0.01%
49,741
– –
SILK
2729
DELISTED
Silk Road Medical, Inc. Common Stock
SILK
$1.13M ﹤0.01%
26,484
-3,440
-11% -$172K
CPRX
2730
DELISTED
Catalyst Pharmaceutical
CPRX
$1.13M ﹤0.01%
166,223
-2,175
-1% -$14.3K
HONE
2731
DELISTED
HarborOne Bancorp
HONE
$1.12M ﹤0.01%
75,681
-1,635
-2% -$23.8K
CHUY
2732
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
$1.12M ﹤0.01%
37,258
+8,898
+31% +$270K
PAR icon
2733
PAR Technology
PAR
$716M
$1.12M ﹤0.01%
21,237
-2,627
-11% -$158K
USHY icon
2734
iShares Broad USD High Yield Corporate Bond ETF
USHY
$29.2B
$1.12M ﹤0.01%
27,174
-1,777
-6% -$73.1K
CGNT icon
2735
Cognyte Software
CGNT
$655M
$1.11M ﹤0.01%
70,846
-82,155
-54% -$1.66M
QUOT
2736
DELISTED
Quotient Technology Inc
QUOT
$1.11M ﹤0.01%
149,647
+85,662
+134% +$583K
CATO icon
2737
Cato Corp
CATO
$65.7M
$1.11M ﹤0.01%
64,640
+8,169
+14% +$141K
AFMD
2738
DELISTED
Affimed
AFMD
$1.11M ﹤0.01%
20,063
+1,391
+7% +$85.9K
TDAY
2739
USA Today Co
TDAY
$1.29B
$1.11M ﹤0.01%
207,580
+2,548
+1% +$14.2K
BWB icon
2740
Bridgewater Bancshares
BWB
$580M
$1.1M ﹤0.01%
62,155
+2,257
+4% +$40.4K
CEMB icon
2741
iShares JPMorgan EM Corporate Bond ETF
CEMB
$398M
$1.1M ﹤0.01%
21,521
-1,432
-6% -$73.4K
NVEC icon
2742
NVE Corp
NVEC
$543M
$1.1M ﹤0.01%
16,046
+206
+1% +$14.1K
MP icon
2743
MP Materials
MP
$6.78B
$1.09M ﹤0.01%
24,042
+6,654
+38% +$262K
FNDX icon
2744
Schwab Fundamental US Large Company Index ETF
FNDX
$26.5B
$1.09M ﹤0.01%
55,773
+41,862
+301% +$795K
ACRE
2745
Ares Commercial Real Estate
ACRE
$247M
$1.08M ﹤0.01%
74,572
-621
-0.8% -$9.47K
SGMO
2746
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
$1.08M ﹤0.01%
144,136
-7,474
-5% -$64.9K
PCYO icon
2747
Pure Cycle
PCYO
$255M
$1.08M ﹤0.01%
73,907
+2,479
+3% +$37.1K
ONT
2748
Onterris Inc
ONT
$731M
$1.08M ﹤0.01%
15,281
-5,952
-28% -$412K
NCV
2749
Virtus Convertible & Income Fund
NCV
$372M
$1.07M ﹤0.01%
45,966
+29,872
+186% +$717K
SP
2750
DELISTED
SP Plus Corporation
SP
$1.07M ﹤0.01%
37,919
+83
+0.2% +$2.48K
108 109
110
111 112

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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Parametric Portfolio Associates's Q4 2021 Portfolio in Review

As of Q4 2021, Parametric Portfolio Associates held 3,778 positions worth $195B, up 11% from $176B the previous quarter. Its ten largest holdings account for 24% of the portfolio.

Parametric Portfolio Associates's Q4 2021 filing shows 180 new, 2,074 increased, 1,351 reduced and 151 closed positions. Its largest new stake was Trinseo: 241,533 shares worth $12.7M. The largest sale was Vanguard Russell 1000 Value ETF, an estimated $629M.

By sector, the portfolio is most concentrated in Technology at 25% of assets, up from 23% a quarter earlier, followed by Financials and Healthcare.

  • Parametric Portfolio Associates's largest Q4 2021 buy was Trinseo: 241,533 shares worth $12.7M.
  • Parametric Portfolio Associates added most to iShares Core S&P 500 ETF in Q4 2021, an estimated $827M increase.
  • Parametric Portfolio Associates's biggest Q4 2021 reduction was Vanguard Russell 1000 Value ETF, cutting an estimated $629M.
  • Parametric Portfolio Associates fully exited Invesco S&P 500 Pure Value ETF in Q4 2021, selling an estimated $189M.
  • Parametric Portfolio Associates's ten largest holdings make up 24% of its $195B portfolio in Q4 2021.
  • Parametric Portfolio Associates opened 180 new positions and closed 151 in Q4 2021.
  • Parametric Portfolio Associates's portfolio value rose 11% quarter-over-quarter to $195B.

Based on Parametric Portfolio Associates's 13F filing for Q4 2021, filed 15 Feb 2022.