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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
CCO icon
2701
Clear Channel Outdoor Holdings
CCO
$1.22B
$1.22M ﹤0.01%
367,741
+286,721
+354% +$892K
BKD icon
2702
Brookdale Senior Living
BKD
$3.55B
$1.22M ﹤0.01%
235,570
-20,044
-8% -$125K
CSTE icon
2703
Caesarstone
CSTE
$69.5M
$1.22M ﹤0.01%
107,207
+11,271
+12% +$135K
RRGB icon
2704
Red Robin
RRGB
$139M
$1.22M ﹤0.01%
73,500
+35,763
+95% +$684K
PBYI icon
2705
Puma Biotechnology
PBYI
$398M
$1.21M ﹤0.01%
397,483
+140,057
+54% +$608K
BATRA icon
2706
Atlanta Braves Holdings Series A
BATRA
$3.51B
$1.2M ﹤0.01%
41,814
-177
-0.4% -$5.11K
ARCH
2707
DELISTED
Arch Resources, Inc.
ARCH
$1.2M ﹤0.01%
13,147
-880
-6% -$78.1K
REAL icon
2708
The RealReal
REAL
$1.41B
$1.2M ﹤0.01%
102,939
+15,677
+18% +$206K
HMTV
2709
DELISTED
Hemisphere Media Group, Inc.
HMTV
$1.19M ﹤0.01%
163,777
+89,909
+122% +$878K
ACVA icon
2710
ACV Auctions
ACVA
$1.41B
$1.19M ﹤0.01%
63,121
+30,200
+92% +$593K
NBP
2711
NovaBridge Biosciences American Depositary Shares
NBP
$186M
$1.17M ﹤0.01%
24,782
-7,255
-23% -$435K
SPPI
2712
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$1.17M ﹤0.01%
924,598
+472,550
+105% +$845K
WASH icon
2713
Washington Trust Bancorp
WASH
$748M
$1.17M ﹤0.01%
20,744
+2,221
+12% +$123K
FRST icon
2714
Primis Financial Corp
FRST
$399M
$1.17M ﹤0.01%
77,429
-19,413
-20% -$295K
BBIO icon
2715
BridgeBio Pharma
BBIO
$16.4B
$1.16M ﹤0.01%
69,476
+7,812
+13% +$331K
CSW
2716
CSW Industrials
CSW
$4.44B
$1.16M ﹤0.01%
9,590
-26
-0.3% -$3.39K
PCSB
2717
DELISTED
PCSB Financial Corporation
PCSB
$1.16M ﹤0.01%
60,889
-3,821
-6% -$71.6K
HYG icon
2718
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$1.16M ﹤0.01%
+13,270
New +$1.15M
BHR
2719
Braemar Hotels & Resorts
BHR
$163M
$1.15M ﹤0.01%
224,794
-74,326
-25% -$365K
SWI
2720
DELISTED
SolarWinds Corporation Common Stock
SWI
$1.14M ﹤0.01%
80,479
-22,792
-22% -$369K
LASR icon
2721
nLIGHT
LASR
$3.33B
$1.14M ﹤0.01%
47,633
+9,316
+24% +$246K
RAD
2722
DELISTED
Rite Aid Corporation
RAD
$1.14M ﹤0.01%
77,652
-95,501
-55% -$1.29M
BLUE
2723
DELISTED
bluebird bio
BLUE
$1.14M ﹤0.01%
5,696
-4,822
-46% -$1.14M
IMXI icon
2724
International Money Express
IMXI
$389M
$1.14M ﹤0.01%
71,241
+6,131
+9% +$99.3K
OPK icon
2725
Opko Health
OPK
$1.02B
$1.14M ﹤0.01%
236,331
-37,190
-14% -$151K
107 108
109
110 111

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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.