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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
AVAH icon
2526
Aveanna Healthcare
AVAH
$2.12B
$1.72M ﹤0.01%
231,841
+91,078
+65% +$662K
KZR
2527
DELISTED
Kezar Life Sciences
KZR
$1.71M ﹤0.01%
10,253
+5,937
+138% +$670K
WES icon
2528
Western Midstream Partners
WES
$19.4B
$1.71M ﹤0.01%
76,842
-29,439
-28% -$630K
HLX icon
2529
Helix Energy Solutions
HLX
$1.34B
$1.71M ﹤0.01%
548,151
+15,267
+3% +$56.3K
LADR
2530
Ladder Capital
LADR
$1.24B
$1.71M ﹤0.01%
142,528
+6,110
+4% +$72.4K
ICFI icon
2531
ICF International
ICFI
$1.5B
$1.71M ﹤0.01%
16,627
+1,402
+9% +$141K
VTLE
2532
DELISTED
Vital Energy
VTLE
$1.7M ﹤0.01%
28,342
+3,836
+16% +$271K
APP icon
2533
Applovin
APP
$134B
$1.7M ﹤0.01%
18,064
-1,241
-6% -$116K
CRAI icon
2534
CRA International
CRAI
$1.23B
$1.7M ﹤0.01%
18,229
+382
+2% +$38.2K
TCRR
2535
DELISTED
TCR2 Therapeutics Inc. Common Stock
TCRR
$1.7M ﹤0.01%
364,726
+291,040
+395% +$1.82M
FTS icon
2536
Fortis
FTS
$29.3B
$1.7M ﹤0.01%
35,202
+1,150
+3% +$52.1K
CDMO
2537
DELISTED
Avid Bioservices, Inc. Common Stock
CDMO
$1.7M ﹤0.01%
58,194
-31,901
-35% -$913K
BATRK icon
2538
Atlanta Braves Holdings Series B
BATRK
$3.28B
$1.7M ﹤0.01%
60,327
+5,381
+10% +$153K
LCID icon
2539
Lucid Motors
LCID
$3.11B
$1.69M ﹤0.01%
+4,452
New +$1.68M
LAZR
2540
DELISTED
Luminar Technologies
LAZR
$1.69M ﹤0.01%
6,667
– –
HTLF
2541
DELISTED
Heartland Financial USA, Inc.
HTLF
$1.69M ﹤0.01%
33,412
-14,546
-30% -$732K
IMGN
2542
DELISTED
Immunogen Inc
IMGN
$1.69M ﹤0.01%
227,514
+4,358
+2% +$27.1K
ADPT icon
2543
Adaptive Biotechnologies
ADPT
$3.61B
$1.69M ﹤0.01%
60,098
-9,687
-14% -$297K
GOLF icon
2544
Acushnet Holdings
GOLF
$6B
$1.69M ﹤0.01%
31,768
-1,364
-4% -$71.7K
RIOT icon
2545
Riot Platforms
RIOT
$6.9B
$1.68M ﹤0.01%
75,412
+14,959
+25% +$445K
OSPN icon
2546
OneSpan
OSPN
$584M
$1.68M ﹤0.01%
99,382
+10,078
+11% +$188K
EB
2547
DELISTED
Eventbrite
EB
$1.68M ﹤0.01%
96,398
-21,796
-18% -$403K
NSTG
2548
DELISTED
NanoString Technologies, Inc.
NSTG
$1.68M ﹤0.01%
39,803
+10,340
+35% +$452K
PRIM icon
2549
Primoris Services
PRIM
$4.06B
$1.68M ﹤0.01%
70,076
+1
+0% +$25
CMPR icon
2550
Cimpress
CMPR
$2.37B
$1.68M ﹤0.01%
23,406
+1,661
+8% +$136K
100 101
102
103 104

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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.