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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
LYLT
1951
DELISTED
Loyalty Ventures Inc. Common Stock
LYLT
$4.44M ﹤0.01%
+147,653
New +$4.77M
REX icon
1952
REX American Resources
REX
$1.44B
$4.43M ﹤0.01%
276,936
+22,842
+9% +$349K
WABC icon
1953
Westamerica Bancorp
WABC
$1.38B
$4.42M ﹤0.01%
76,621
+1,804
+2% +$102K
NMIH icon
1954
NMI Holdings
NMIH
$3.3B
$4.42M ﹤0.01%
202,267
+21,752
+12% +$483K
AVNS
1955
DELISTED
Avanos Medical
AVNS
$4.42M ﹤0.01%
127,366
+18,538
+17% +$599K
JOYY
1956
JOYY Inc
JOYY
$3.68B
$4.41M ﹤0.01%
97,074
+23,916
+33% +$1.23M
PAC icon
1957
Grupo Aeroportuario del Pacifico
PAC
$13.1B
$4.41M ﹤0.01%
32,062
+828
+3% +$106K
ALTR
1958
DELISTED
Altair Engineering Inc
ALTR
$4.4M ﹤0.01%
56,953
-2,523
-4% -$189K
BGR icon
1959
BlackRock Energy and Resources Trust
BGR
$417M
$4.39M ﹤0.01%
463,542
-35,183
-7% -$347K
SCHD icon
1960
Schwab US Dividend Equity ETF
SCHD
$103B
$4.38M ﹤0.01%
162,681
+34,863
+27% +$906K
MAXR
1961
DELISTED
Maxar Technologies Inc. Common Stock
MAXR
$4.38M ﹤0.01%
148,361
-783
-0.5% -$22.7K
KELYA icon
1962
Kelly Services Class A
KELYA
$521M
$4.37M ﹤0.01%
260,650
+4,661
+2% +$85.2K
ADEA icon
1963
Adeia
ADEA
$2.8B
$4.36M ﹤0.01%
872,269
+88,116
+11% +$439K
PFSI icon
1964
PennyMac Financial
PFSI
$3.94B
$4.35M ﹤0.01%
62,389
+1,327
+2% +$87.6K
WNC icon
1965
Wabash National
WNC
$505M
$4.35M ﹤0.01%
222,619
-11,768
-5% -$205K
AYX
1966
DELISTED
Alteryx Inc
AYX
$4.35M ﹤0.01%
71,834
+8,262
+13% +$571K
GDO
1967
Western Asset Global Corporate Defined Opportunity Fund
GDO
$77.1M
$4.34M ﹤0.01%
248,064
+6,987
+3% +$124K
NXG
1968
NXG NextGen Infrastructure Income Fund
NXG
$318M
$4.34M ﹤0.01%
98,594
-125
-0.1% -$5.86K
RARE icon
1969
Ultragenyx Pharmaceutical
RARE
$2.56B
$4.33M ﹤0.01%
51,522
-1,402
-3% -$114K
MLAB icon
1970
Mesa Laboratories
MLAB
$558M
$4.32M ﹤0.01%
13,171
+769
+6% +$241K
SHOE
1971
Shoe Station Group
SHOE
$420M
$4.3M ﹤0.01%
110,153
+1,713
+2% +$64.4K
RPT
1972
Rithm Property Trust
RPT
$97.2M
$4.3M ﹤0.01%
54,447
+974
+2% +$79.5K
PDM
1973
Piedmont Realty Trust
PDM
$1.25B
$4.29M ﹤0.01%
233,341
+12,008
+5% +$220K
CORT icon
1974
Corcept Therapeutics
CORT
$12.8B
$4.29M ﹤0.01%
216,574
-35,438
-14% -$719K
POLY
1975
DELISTED
Plantronics, Inc.
POLY
$4.28M ﹤0.01%
145,926
+11,785
+9% +$326K
77 78
79
80 81

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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.