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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
NNN icon
1226
NNN REIT
NNN
$9.29B
$12.8M 0.01%
265,880
+16,477
+7% +$756K
TEI
1227
Templeton Emerging Markets Income Fund
TEI
$310M
$12.8M 0.01%
1,750,078
-87,601
-5% -$659K
STAG icon
1228
STAG Industrial
STAG
$7.44B
$12.8M 0.01%
265,894
+7,617
+3% +$332K
TRUP icon
1229
Trupanion
TRUP
$1.13B
$12.7M 0.01%
96,318
+37,248
+63% +$4.34M
TMX
1230
DELISTED
Terminix Global Holdings, Inc.
TMX
$12.7M 0.01%
280,344
-32,485
-10% -$1.32M
TSE
1231
DELISTED
Trinseo
TSE
$12.7M 0.01%
+241,533
New +$13.1M
SBRA icon
1232
Sabra Healthcare REIT
SBRA
$5.56B
$12.6M 0.01%
929,374
+238,965
+35% +$3.38M
TRNO icon
1233
Terreno Realty
TRNO
$7.58B
$12.6M 0.01%
147,457
+20,292
+16% +$1.53M
EFA icon
1234
iShares MSCI EAFE ETF
EFA
$76.4B
$12.5M 0.01%
159,371
+76,538
+92% +$6.06M
TDOC icon
1235
Teladoc Health
TDOC
$1.66B
$12.5M 0.01%
136,262
-195
-0.1% -$23.3K
COUR icon
1236
Coursera
COUR
$1.77B
$12.5M 0.01%
510,383
+503,690
+7,526% +$15.3M
CUBI icon
1237
Customers Bancorp
CUBI
$2.66B
$12.4M 0.01%
190,296
+36,338
+24% +$1.99M
SIX
1238
DELISTED
Six Flags Entertainment Corp.
SIX
$12.4M 0.01%
291,752
-11,893
-4% -$496K
JPC icon
1239
Nuveen Preferred & Income Opportunities Fund
JPC
$2.88B
$12.4M 0.01%
1,272,750
+174,165
+16% +$1.68M
TPL icon
1240
Texas Pacific Land
TPL
$26.9B
$12.4M 0.01%
89,442
+10,188
+13% +$1.42M
SC
1241
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$12.4M 0.01%
295,135
-9,924
-3% -$416K
OLED icon
1242
Universal Display
OLED
$3.75B
$12.4M 0.01%
75,095
-6,625
-8% -$1.09M
ADC icon
1243
Agree Realty
ADC
$9.66B
$12.3M 0.01%
173,011
-1,527
-0.9% -$106K
EVTC icon
1244
Evertec
EVTC
$1.97B
$12.3M 0.01%
246,873
+3,323
+1% +$154K
DAN icon
1245
Dana Inc
DAN
$2.88B
$12.3M 0.01%
540,339
+25,071
+5% +$582K
SCHA icon
1246
Schwab U.S Small- Cap ETF
SCHA
$21.8B
$12.3M 0.01%
481,272
+461,760
+2,367% +$11.9M
EXP icon
1247
Eagle Materials
EXP
$6.49B
$12.3M 0.01%
73,887
+3,814
+5% +$586K
COHR icon
1248
Coherent
COHR
$43.4B
$12.3M 0.01%
179,868
+16,366
+10% +$1.03M
QLYS icon
1249
Qualys
QLYS
$4.76B
$12.3M 0.01%
89,543
+27,901
+45% +$3.56M
VAC icon
1250
Marriott Vacations Worldwide
VAC
$3.53B
$12.3M 0.01%
72,648
+3,024
+4% +$486K
48 49
50
51 52

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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.