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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
GO icon
1876
Grocery Outlet
GO
$906M
$4.87M ﹤0.01%
172,327
+97,940
+132% +$2.51M
IVR icon
1877
Invesco Mortgage Capital
IVR
$759M
$4.86M ﹤0.01%
174,882
+51,408
+42% +$1.59M
MODV
1878
DELISTED
ModivCare
MODV
$4.86M ﹤0.01%
32,747
-2,055
-6% -$318K
CWEN icon
1879
Clearway Energy Class C
CWEN
$4.94B
$4.86M ﹤0.01%
134,760
+1,862
+1% +$65.8K
JBGS
1880
JBG SMITH
JBGS
$820M
$4.85M ﹤0.01%
168,998
-3,274
-2% -$95.9K
ZLAB icon
1881
Zai Lab
ZLAB
$2.06B
$4.85M ﹤0.01%
77,126
+43,962
+133% +$3.73M
ROCK icon
1882
Gibraltar Industries
ROCK
$1.27B
$4.84M ﹤0.01%
72,619
+4,120
+6% +$294K
SDHY
1883
PGIM Short Duration High Yield Opportunities Fund
SDHY
$398M
$4.84M ﹤0.01%
262,582
+7,797
+3% +$144K
OSIS icon
1884
OSI Systems
OSIS
$3.62B
$4.83M ﹤0.01%
51,787
-568
-1% -$53.3K
AMCX icon
1885
AMC Global Media
AMCX
$427M
$4.82M ﹤0.01%
139,961
+18,230
+15% +$759K
PSMT icon
1886
Pricesmart
PSMT
$5.94B
$4.82M ﹤0.01%
65,848
-3,232
-5% -$243K
BECN
1887
DELISTED
Beacon Roofing Supply, Inc.
BECN
$4.82M ﹤0.01%
84,016
+1,367
+2% +$73.7K
BAND
1888
Bandwidth Inc
BAND
$1.25B
$4.82M ﹤0.01%
67,101
+37,707
+128% +$2.94M
RIVN icon
1889
Rivian
RIVN
$24.4B
$4.82M ﹤0.01%
+46,441
New +$5.35M
ECPG icon
1890
Encore Capital Group
ECPG
$2.02B
$4.81M ﹤0.01%
77,489
+957
+1% +$53.9K
LI icon
1891
Li Auto
LI
$14B
$4.79M ﹤0.01%
149,228
+41,236
+38% +$1.27M
XLV icon
1892
State Street Health Care Select Sector SPDR ETF
XLV
$42.2B
$4.79M ﹤0.01%
33,970
+4,909
+17% +$652K
FSP
1893
Franklin Street Properties
FSP
$48.1M
$4.78M ﹤0.01%
803,200
+57,127
+8% +$319K
FORR icon
1894
Forrester Research
FORR
$189M
$4.78M ﹤0.01%
81,335
+13,900
+21% +$773K
ILPT
1895
Industrial Logistics Properties Trust
ILPT
$565M
$4.78M ﹤0.01%
190,658
-33,395
-15% -$844K
JACK icon
1896
Jack in the Box
JACK
$312M
$4.77M ﹤0.01%
54,537
-7,913
-13% -$735K
VECO icon
1897
Veeco
VECO
$2.95B
$4.76M ﹤0.01%
167,372
-33,540
-17% -$855K
SCHB icon
1898
Schwab US Broad Market ETF
SCHB
$43B
$4.76M ﹤0.01%
252,936
+215,694
+579% +$3.97M
PMT
1899
PennyMac Mortgage Investment
PMT
$812M
$4.75M ﹤0.01%
274,321
-41,932
-13% -$794K
IWB icon
1900
iShares Russell 1000 ETF
IWB
$47.9B
$4.75M ﹤0.01%
17,961
+10,083
+128% +$2.6M
74 75
76
77 78

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.