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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
FRME icon
1401
First Merchants
FRME
$2.69B
$9.75M 0.01%
232,828
+21,843
+10% +$915K
WIRE
1402
DELISTED
Encore Wire Corp
WIRE
$9.74M 0.01%
68,097
+10,204
+18% +$1.32M
QQQ icon
1403
Invesco QQQ Trust
QQQ
$436B
$9.74M 0.01%
24,492
+1,878
+8% +$725K
NTRA icon
1404
Natera
NTRA
$36.4B
$9.74M 0.01%
104,303
-39,282
-27% -$4.08M
PRKS icon
1405
United Parks & Resorts
PRKS
$2.19B
$9.74M 0.01%
150,121
+58,543
+64% +$3.68M
CCXI
1406
DELISTED
ChemoCentryx, Inc.
CCXI
$9.71M 0.01%
266,760
+6,710
+3% +$236K
SNX icon
1407
TD Synnex
SNX
$19.9B
$9.71M 0.01%
84,868
+3,608
+4% +$392K
MNDT
1408
DELISTED
Mandiant, Inc. Common Stock
MNDT
$9.71M 0.01%
553,329
+282
+0.1% +$4.95K
VRT icon
1409
Vertiv
VRT
$85.9B
$9.7M 0.01%
388,337
+224,356
+137% +$5.61M
ITGR icon
1410
Integer Holdings
ITGR
$3.39B
$9.66M ﹤0.01%
112,857
-5,244
-4% -$458K
ERIE icon
1411
Erie Indemnity
ERIE
$13B
$9.66M ﹤0.01%
50,124
-10,710
-18% -$2.15M
VRTS icon
1412
Virtus Investment Partners
VRTS
$1.12B
$9.65M ﹤0.01%
32,479
-1,000
-3% -$311K
BOKF icon
1413
BOK Financial
BOKF
$8.58B
$9.65M ﹤0.01%
91,446
+95
+0.1% +$9.75K
RMT
1414
Royce Micro-Cap Trust
RMT
$718M
$9.63M ﹤0.01%
833,421
+16,878
+2% +$197K
AEM icon
1415
Agnico Eagle Mines
AEM
$72.2B
$9.62M ﹤0.01%
181,032
-14,279
-7% -$759K
TPH
1416
DELISTED
Tri Pointe Homes
TPH
$9.61M ﹤0.01%
344,630
+17,470
+5% +$439K
RCI icon
1417
Rogers Communications
RCI
$18.8B
$9.6M ﹤0.01%
201,566
-22,433
-10% -$1.05M
SRC
1418
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$9.59M ﹤0.01%
198,937
+8,915
+5% +$424K
UI icon
1419
Ubiquiti
UI
$31.6B
$9.59M ﹤0.01%
31,252
-3,513
-10% -$1.07M
MLCO icon
1420
Melco Resorts & Entertainment
MLCO
$2.21B
$9.58M ﹤0.01%
941,376
+339,664
+56% +$3.62M
NWS icon
1421
News Corp Class B
NWS
$17.7B
$9.52M ﹤0.01%
423,066
+71,666
+20% +$1.64M
CVCO icon
1422
Cavco Industries
CVCO
$4.36B
$9.52M ﹤0.01%
29,963
+12,357
+70% +$3.44M
MDY icon
1423
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.4B
$9.51M ﹤0.01%
18,370
+162
+0.9% +$82.4K
TTGT icon
1424
TechTarget
TTGT
$327M
$9.49M ﹤0.01%
99,247
+2,261
+2% +$213K
ARWR icon
1425
Arrowhead Research
ARWR
$12.1B
$9.49M ﹤0.01%
143,144
+17,164
+14% +$1.18M
55 56
57
58 59

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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.