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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
HMPT
2826
DELISTED
Home Point Capital, Inc Common Stock
HMPT
$896K ﹤0.01%
199,048
+68,637
+53% +$294K
KYMR icon
2827
Kymera Therapeutics
KYMR
$8.66B
$892K ﹤0.01%
14,048
+270
+2% +$15.7K
DXPE icon
2828
DXP Enterprises
DXPE
$2.3B
$891K ﹤0.01%
34,720
-1,077
-3% -$32.8K
ESGD icon
2829
iShares ESG Aware MSCI EAFE ETF
ESGD
$11.7B
$890K ﹤0.01%
11,202
+106
+1% +$8.44K
CCCC icon
2830
C4 Therapeutics
CCCC
$389M
$889K ﹤0.01%
27,615
+673
+2% +$26.6K
STEP icon
2831
StepStone Group
STEP
$3.54B
$889K ﹤0.01%
21,397
-30,507
-59% -$1.35M
ARQ icon
2832
Arq
ARQ
$83.3M
$888K ﹤0.01%
134,120
-60,755
-31% -$406K
RIG icon
2833
Transocean
RIG
$5.48B
$887K ﹤0.01%
321,286
-94,286
-23% -$320K
MUE
2834
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
$883K ﹤0.01%
62,950
-90,167
-59% -$1.25M
JYNT icon
2835
The Joint Corp
JYNT
$119M
$882K ﹤0.01%
13,432
-8,494
-39% -$685K
AGI icon
2836
Alamos Gold
AGI
$12B
$877K ﹤0.01%
113,997
-19,166
-14% -$148K
SHLS icon
2837
Shoals Technologies Group
SHLS
$1.33B
$877K ﹤0.01%
36,077
-12,587
-26% -$362K
ATRA icon
2838
Atara Biotherapeutics
ATRA
$72.6M
$875K ﹤0.01%
2,220
+326
+17% +$137K
IJK icon
2839
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.6B
$868K ﹤0.01%
10,179
+1,128
+12% +$94.6K
EGIO
2840
DELISTED
Edgio, Inc. Common Stock
EGIO
$868K ﹤0.01%
6,326
+2,114
+50% +$251K
MRC
2841
DELISTED
MRC Global
MRC
$867K ﹤0.01%
126,039
-163,986
-57% -$1.28M
ATSG
2842
DELISTED
Air Transport Services Group
ATSG
$864K ﹤0.01%
29,392
-378
-1% -$10.1K
ORRF icon
2843
Orrstown Financial Services
ORRF
$850M
$863K ﹤0.01%
34,236
+719
+2% +$17.4K
PLTK icon
2844
Playtika
PLTK
$1.53B
$862K ﹤0.01%
49,842
-23,994
-32% -$537K
BV icon
2845
BrightView Holdings
BV
$1.24B
$857K ﹤0.01%
60,880
-2,356
-4% -$35.4K
FTCH
2846
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
$857K ﹤0.01%
25,644
+7,289
+40% +$268K
RYAM icon
2847
Rayonier Advanced Materials
RYAM
$562M
$855K ﹤0.01%
149,771
-43,682
-23% -$284K
NESR
2848
National Energy Services Reunited Corp
NESR
$2.46B
$853K ﹤0.01%
90,310
-2,974
-3% -$33.2K
FRBA icon
2849
First Bank
FRBA
$470M
$852K ﹤0.01%
58,689
-940
-2% -$14K
FOSL icon
2850
Fossil Group
FOSL
$260M
$847K ﹤0.01%
82,276
-20,749
-20% -$251K
112 113
114
115 116

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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.