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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 25.22%
2 Financials 12.92%
3 Healthcare 12.53%
4 Consumer Discretionary 10.99%
5 Communication Services 8.28%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LORL
3751
DELISTED
Loral Space and Communications, Inc.
LORL
– –
-13,585
Closed -$584K
TRIL
3752
DELISTED
Trillium Therapeutics Inc.
TRIL
– –
-109,415
Closed -$1.92M
CNBKA
3753
DELISTED
Century Bancorp Inc/Mass
CNBKA
– –
-4,283
Closed -$494K
EBSB
3754
DELISTED
Meridian Bancorp, Inc.
EBSB
– –
-41,469
Closed -$861K
KDMN
3755
DELISTED
Kadmon Holdings, Inc.
KDMN
– –
-163,158
Closed -$1.42M
VEI
3756
DELISTED
Vine Energy Inc.
VEI
– –
-74,406
Closed -$1.23M
MDLA
3757
DELISTED
Medallia, Inc.
MDLA
– –
-91,594
Closed -$3.1M
VTA
3758
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
– –
-42,672
Closed -$499K
RPAI
3759
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
– –
-1,083,000
Closed -$13.9M
SLCT
3760
DELISTED
Select Bancorp, Inc.
SLCT
– –
-31,161
Closed -$538K
CSOD
3761
DELISTED
Cornerstone OnDemand, Inc.
CSOD
– –
-89,493
Closed -$5.12M
CLDR
3762
DELISTED
Cloudera, Inc.
CLDR
– –
-458,839
Closed -$7.33M
SBBP
3763
DELISTED
Strongbridge Biopharma plc.
SBBP
– –
-44,032
Closed -$90K
XEC
3764
DELISTED
CIMAREX ENERGY CO
XEC
– –
-733,072
Closed -$63.9M
LDL
3765
DELISTED
Lydall, Inc.
LDL
– –
-57,999
Closed -$3.6M
OPP.RT
3766
DELISTED
RiverNorth/DoubleLine Strategic Opportunity Fund, Inc. Rights (expiring October 1, 2021)
OPP.RT
– –
-43,258
Closed –
ALTA
3767
DELISTED
Altabancorp
ALTA
– –
-64,831
Closed -$2.86M
VER
3768
DELISTED
VEREIT, Inc.
VER
– –
-342,495
Closed -$15.5M
OZON
3769
DELISTED
Ozon Holdings PLC American Depositary Shares, each ADS representing one ordinary share
OZON
– –
-13,884
Closed -$700K
MCF
3770
DELISTED
Contango Oil & Gas Co.
MCF
– –
-27,392
Closed -$125K
UFS
3771
DELISTED
DOMTAR CORPORATION (New)
UFS
– –
-195,210
Closed -$10.6M
JTA
3772
DELISTED
Nuveen Tax-Advantaged Total Return Strategy Fund
JTA
– –
-67,854
Closed -$754K
JDD
3773
DELISTED
Nuveen Diversified Dividend and Income Fund
JDD
– –
-143,725
Closed -$1.49M
VEDL
3774
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
– –
-1,697,138
Closed -$25.9M
QADA
3775
DELISTED
QAD Inc.
QADA
– –
-21,698
Closed -$1.9M
148 149 150
151
152

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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.