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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
PAGP icon
3451
Plains GP Holdings
PAGP
$5.26B
$174K ﹤0.01%
17,189
-30,843
-64% -$332K
PMX
3452
DELISTED
PIMCO Municipal Income Fund III
PMX
$173K ﹤0.01%
13,568
-49,041
-78% -$606K
HPK icon
3453
HighPeak Energy
HPK
$838M
$172K ﹤0.01%
+11,744
New +$159K
SRT
3454
DELISTED
Startek Inc.
SRT
$171K ﹤0.01%
32,842
+20,672
+170% +$104K
ATCO
3455
DELISTED
Atlas Corp.
ATCO
$171K ﹤0.01%
+12,056
New +$170K
SFT
3456
DELISTED
Shift Technologies, Inc. Class A Common Stock
SFT
$171K ﹤0.01%
+5,007
New +$274K
ORMP icon
3457
Oramed Pharmaceuticals
ORMP
$169M
$168K ﹤0.01%
+11,764
New +$246K
MDVL
3458
DELISTED
MedAvail Holdings, Inc. Common Stock
MDVL
$167K ﹤0.01%
2,379
-1,483
-38% -$160K
PRTH icon
3459
Priority Technology Holdings
PRTH
$544M
$166K ﹤0.01%
23,485
-7,590
-24% -$46.8K
MQY icon
3460
BlackRock MuniYield Quality Fund
MQY
$808M
$165K ﹤0.01%
10,231
-36,416
-78% -$591K
NPKI
3461
NPK International
NPKI
$1.05B
$165K ﹤0.01%
56,004
+5,354
+11% +$17.2K
RYTM icon
3462
Rhythm Pharmaceuticals
RYTM
$7.25B
$162K ﹤0.01%
16,190
-2,660
-14% -$29.9K
NKTX icon
3463
Nkarta
NKTX
$154M
$161K ﹤0.01%
10,477
-46,444
-82% -$797K
STIM icon
3464
Neuronetics
STIM
$137M
$159K ﹤0.01%
35,584
+137
+0.4% +$671
KLDO
3465
DELISTED
Kaleido Biosciences, Inc. Common Stock
KLDO
$159K ﹤0.01%
66,628
-21,171
-24% -$86.2K
BLBD icon
3466
Blue Bird Corp
BLBD
$2.36B
$158K ﹤0.01%
10,114
-9
-0.1% -$179
CRMD icon
3467
CorMedix
CRMD
$588M
$158K ﹤0.01%
34,636
+16,848
+95% +$83.6K
CMRX
3468
DELISTED
Chimerix, Inc.
CMRX
$158K ﹤0.01%
24,636
+1,315
+6% +$7.89K
CVGI icon
3469
Commercial Vehicle Group
CVGI
$147M
$157K ﹤0.01%
19,485
-470
-2% -$4.25K
GHM icon
3470
Graham Corp
GHM
$1.1B
$157K ﹤0.01%
12,619
-821
-6% -$10.5K
QTTB icon
3471
Q32 Bio
QTTB
$462M
$157K ﹤0.01%
+2,402
New +$233K
LSEA
3472
DELISTED
Landsea Homes
LSEA
$156K ﹤0.01%
21,244
-6,697
-24% -$55.7K
TAC icon
3473
TransAlta
TAC
$4.06B
$156K ﹤0.01%
14,037
-8,132
-37% -$88.6K
CRESY
3474
Cresud
CRESY
$823M
$154K ﹤0.01%
33,957
+6,139
+22% +$29.6K
KLXE icon
3475
KLX Energy Services
KLXE
$44.4M
$154K ﹤0.01%
49,765
+1,161
+2% +$4.72K
137 138
139
140 141

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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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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.