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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
PEB icon
1276
Pebblebrook Hotel Trust
PEB
$2.18B
$11.7M 0.01%
523,663
+29,919
+6% +$674K
PCRX icon
1277
Pacira BioSciences
PCRX
$1.04B
$11.7M 0.01%
194,516
-3,102
-2% -$171K
ACHC icon
1278
Acadia Healthcare
ACHC
$2.52B
$11.7M 0.01%
192,769
+4,172
+2% +$249K
GRFS
1279
Grifois
GRFS
$5.55B
$11.7M 0.01%
1,040,410
+296,695
+40% +$3.64M
FNV icon
1280
Franco-Nevada
FNV
$41.3B
$11.7M 0.01%
84,302
-12,333
-13% -$1.7M
PBR icon
1281
Petrobras
PBR
$120B
$11.7M 0.01%
1,061,047
-80,512
-7% -$850K
VUG icon
1282
Vanguard Growth ETF
VUG
$212B
$11.5M 0.01%
215,580
-171,486
-44% -$8.93M
SGOL icon
1283
abrdn Physical Gold Shares ETF
SGOL
$6.9B
$11.5M 0.01%
656,135
+31,019
+5% +$535K
WING icon
1284
Wingstop
WING
$3.8B
$11.5M 0.01%
66,585
+3,669
+6% +$615K
ABM icon
1285
ABM Industries
ABM
$2.89B
$11.5M 0.01%
281,350
-4,389
-2% -$198K
BDC icon
1286
Belden
BDC
$3.97B
$11.5M 0.01%
174,771
+2,247
+1% +$141K
VO icon
1287
Vanguard Mid-Cap ETF
VO
$106B
$11.5M 0.01%
180,068
+153,300
+573% +$9.61M
FORM icon
1288
FormFactor
FORM
$6.51B
$11.4M 0.01%
250,332
+8,097
+3% +$332K
CWT icon
1289
California Water Service
CWT
$3.1B
$11.4M 0.01%
158,459
-946
-0.6% -$60.8K
DT icon
1290
Dynatrace
DT
$12.7B
$11.4M 0.01%
188,494
+35,526
+23% +$2.42M
DBX icon
1291
Dropbox
DBX
$7.78B
$11.3M 0.01%
461,880
-1,110
-0.2% -$29.9K
H icon
1292
Hyatt Hotels
H
$17.5B
$11.3M 0.01%
117,966
+11,668
+11% +$996K
BDJ icon
1293
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.7B
$11.3M 0.01%
1,121,636
+31,495
+3% +$317K
PRI icon
1294
Primerica
PRI
$10.1B
$11.3M 0.01%
73,632
+2,490
+4% +$395K
AEIS icon
1295
Advanced Energy
AEIS
$10.1B
$11.2M 0.01%
123,088
+13,247
+12% +$1.18M
WD icon
1296
Walker & Dunlop
WD
$1.73B
$11.2M 0.01%
74,283
+13,836
+23% +$1.93M
SEM
1297
DELISTED
Select Medical
SEM
$11.2M 0.01%
706,832
-107,017
-13% -$1.83M
LGIH icon
1298
LGI Homes
LGIH
$1.35B
$11.2M 0.01%
72,433
+1,845
+3% +$270K
OI icon
1299
O-I Glass
OI
$1.18B
$11.2M 0.01%
928,350
-131,901
-12% -$1.67M
CX icon
1300
Cemex
CX
$16.9B
$11.1M 0.01%
1,641,679
-245,845
-13% -$1.6M
50 51
52
53 54

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AF
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MCM
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PSUF
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IA
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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.