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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
HR icon
1426
Healthcare Realty
HR
$7.56B
$9.48M ﹤0.01%
283,817
+7,283
+3% +$243K
RBA icon
1427
RB Global
RBA
$21.5B
$9.48M ﹤0.01%
154,808
+2,382
+2% +$159K
BVN icon
1428
Compañía de Minas Buenaventura
BVN
$7.68B
$9.47M ﹤0.01%
1,293,383
-9,634
-0.7% -$72K
EPRT icon
1429
Essential Properties Realty Trust
EPRT
$6.92B
$9.43M ﹤0.01%
327,018
-4,311
-1% -$123K
OLLI icon
1430
Ollie's Bargain Outlet
OLLI
$4.31B
$9.41M ﹤0.01%
183,910
+111
+0.1% +$6.76K
RLI icon
1431
RLI Corp
RLI
$6.02B
$9.41M ﹤0.01%
167,888
+14,032
+9% +$760K
XNCR icon
1432
Xencor
XNCR
$1.45B
$9.39M ﹤0.01%
234,005
+24,728
+12% +$937K
UNF icon
1433
Unifirst Corp
UNF
$5.45B
$9.38M ﹤0.01%
44,561
-4,755
-10% -$975K
CBU icon
1434
Community Bank
CBU
$3.39B
$9.37M ﹤0.01%
125,794
+13,643
+12% +$995K
UBSI icon
1435
United Bankshares
UBSI
$6.69B
$9.36M ﹤0.01%
258,058
+9,542
+4% +$351K
RPD icon
1436
Rapid7
RPD
$628M
$9.36M ﹤0.01%
79,540
-3,773
-5% -$465K
TDS icon
1437
Telephone and Data Systems
TDS
$3.87B
$9.35M ﹤0.01%
464,226
+230,967
+99% +$4.51M
NVCR icon
1438
NovoCure
NVCR
$1.77B
$9.35M ﹤0.01%
124,522
+36,311
+41% +$3.64M
KRNT icon
1439
Kornit Digital
KRNT
$677M
$9.35M ﹤0.01%
61,381
+15,020
+32% +$2.31M
MRCY icon
1440
Mercury Systems
MRCY
$5.41B
$9.34M ﹤0.01%
169,683
+49,772
+42% +$2.52M
SPT icon
1441
Sprout Social
SPT
$530M
$9.32M ﹤0.01%
102,754
+14,308
+16% +$1.62M
DRH icon
1442
Diamondrock Hospitality Co
DRH
$2.69B
$9.31M ﹤0.01%
969,274
-8,622
-0.9% -$81.1K
NJR icon
1443
New Jersey Resources
NJR
$6B
$9.31M ﹤0.01%
226,743
+16,073
+8% +$621K
SWX icon
1444
Southwest Gas
SWX
$6.64B
$9.3M ﹤0.01%
132,799
-3,207
-2% -$221K
PFGC icon
1445
Performance Food Group
PFGC
$18.3B
$9.28M ﹤0.01%
202,317
+21,711
+12% +$987K
VBTX
1446
DELISTED
Veritex Holdings
VBTX
$9.28M ﹤0.01%
233,299
+5,858
+3% +$237K
BMI icon
1447
Badger Meter
BMI
$3.87B
$9.24M ﹤0.01%
86,762
-19,685
-18% -$2.07M
HOMB icon
1448
Home BancShares
HOMB
$6.3B
$9.21M ﹤0.01%
378,424
-4,345
-1% -$107K
SUM
1449
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$9.21M ﹤0.01%
233,409
+37,010
+19% +$1.36M
CRUS icon
1450
Cirrus Logic
CRUS
$6.76B
$9.13M ﹤0.01%
99,240
+5,951
+6% +$494K
56 57
58
59 60

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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.