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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
MG icon
2776
Mistras Group
MG
$477M
$1.02M ﹤0.01%
137,528
+9,022
+7% +$79.3K
MNP
2777
DELISTED
Western Asset Municipal Partners Fund, Inc.
MNP
$1.02M ﹤0.01%
65,683
-1,401
-2% -$22K
MTRX icon
2778
Matrix Service
MTRX
$312M
$1.02M ﹤0.01%
135,063
+83,144
+160% +$782K
VXRT
2779
DELISTED
Vaxart
VXRT
$1.01M ﹤0.01%
161,907
+89,249
+123% +$609K
JRS icon
2780
Nuveen Real Estate Income Fund
JRS
$251M
$1.01M ﹤0.01%
79,050
-20,797
-21% -$244K
IVC
2781
DELISTED
Invacare Corporation
IVC
$1.01M ﹤0.01%
371,742
+43,483
+13% +$160K
AMRX icon
2782
Amneal Pharmaceuticals
AMRX
$6.1B
$1.01M ﹤0.01%
210,284
-32,763
-13% -$163K
GBDC icon
2783
Golub Capital BDC
GBDC
$3.33B
$1.01M ﹤0.01%
65,203
– –
SRI icon
2784
Stoneridge
SRI
$200M
$1.01M ﹤0.01%
51,008
+29,279
+135% +$619K
NABL icon
2785
N-able
NABL
$844M
$1M ﹤0.01%
90,355
+6,256
+7% +$77.4K
LL
2786
DELISTED
LL Flooring Holdings, Inc.
LL
$1M ﹤0.01%
58,573
-19,743
-25% -$348K
HRMY icon
2787
Harmony Biosciences
HRMY
$2.08B
$996K ﹤0.01%
23,352
+15,954
+216% +$636K
PATH icon
2788
UiPath
PATH
$6.52B
$996K ﹤0.01%
23,088
+1,552
+7% +$76.5K
WMG icon
2789
Warner Music
WMG
$15.2B
$994K ﹤0.01%
23,011
-15,185
-40% -$683K
URTH icon
2790
iShares MSCI World ETF
URTH
$7.83B
$991K ﹤0.01%
7,325
+1,713
+31% +$228K
ANIK icon
2791
Anika Therapeutics
ANIK
$215M
$984K ﹤0.01%
27,450
-5,762
-17% -$231K
APEI icon
2792
American Public Education
APEI
$940M
$983K ﹤0.01%
44,160
+12,404
+39% +$295K
TSP
2793
DELISTED
TuSimple Holdings Inc. Class A Common Stock
TSP
$983K ﹤0.01%
27,411
+9,886
+56% +$368K
ATRI
2794
DELISTED
Atrion Corp
ATRI
$981K ﹤0.01%
1,392
-507
-27% -$365K
TPIC
2795
DELISTED
TPI Composites
TPIC
$973K ﹤0.01%
65,067
+33,772
+108% +$829K
ACWX icon
2796
iShares MSCI ACWI ex US ETF
ACWX
$11.2B
$968K ﹤0.01%
+17,406
New +$979K
VKTX icon
2797
Viking Therapeutics
VKTX
$3.88B
$968K ﹤0.01%
210,376
-99,560
-32% -$558K
CERT icon
2798
Certara
CERT
$1.26B
$966K ﹤0.01%
33,986
-1,954
-5% -$65.7K
VMD icon
2799
Viemed Healthcare
VMD
$447M
$965K ﹤0.01%
184,785
+115,236
+166% +$643K
JHMM icon
2800
John Hancock Multifactor Mid Cap ETF
JHMM
$5.88B
$961K ﹤0.01%
17,294
-363
-2% -$19.8K
110 111
112
113 114

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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.