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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
FSS icon
1576
Federal Signal
FSS
$6.82B
$7.57M ﹤0.01%
174,644
+1,396
+0.8% +$60.6K
BHVN
1577
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
$7.56M ﹤0.01%
54,874
-23,242
-30% -$2.96M
SXT icon
1578
Sensient Technologies
SXT
$5.22B
$7.56M ﹤0.01%
75,570
+5,866
+8% +$571K
ALEX
1579
DELISTED
Alexander & Baldwin
ALEX
$7.56M ﹤0.01%
301,195
+4,590
+2% +$111K
VICR icon
1580
Vicor
VICR
$8.33B
$7.54M ﹤0.01%
59,378
-18,997
-24% -$2.69M
BPMC
1581
DELISTED
Blueprint Medicines
BPMC
$7.52M ﹤0.01%
70,229
+8,720
+14% +$912K
MTSI icon
1582
MACOM Technology Solutions
MTSI
$17.4B
$7.52M ﹤0.01%
96,028
+594
+0.6% +$42.8K
TXNM
1583
TXNM Energy Inc
TXNM
$6.39B
$7.5M ﹤0.01%
164,335
-17,682
-10% -$850K
IBTX
1584
DELISTED
Independent Bank Group, Inc.
IBTX
$7.49M ﹤0.01%
103,834
+10,228
+11% +$740K
CACC icon
1585
Credit Acceptance
CACC
$5.82B
$7.47M ﹤0.01%
10,865
+1,477
+16% +$950K
MOG.A icon
1586
Moog Inc Class A
MOG.A
$12.4B
$7.46M ﹤0.01%
92,143
+1,267
+1% +$98.2K
FBC
1587
DELISTED
Flagstar Bancorp, Inc. New
FBC
$7.45M ﹤0.01%
155,439
-15,786
-9% -$783K
TCBI icon
1588
Texas Capital Bancshares
TCBI
$4.28B
$7.45M ﹤0.01%
123,671
+7,877
+7% +$475K
TEX icon
1589
Terex
TEX
$7.37B
$7.44M ﹤0.01%
169,345
-16,998
-9% -$763K
VCRA
1590
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
$7.42M ﹤0.01%
114,440
+18,031
+19% +$1.01M
UVV icon
1591
Universal Corp
UVV
$1.37B
$7.41M ﹤0.01%
134,932
+12,304
+10% +$613K
PAGS icon
1592
PagSeguro Digital
PAGS
$2.67B
$7.4M ﹤0.01%
282,288
+19,355
+7% +$630K
GPRE icon
1593
Green Plains
GPRE
$1.15B
$7.39M ﹤0.01%
212,491
+11,090
+6% +$412K
HLIT icon
1594
Harmonic Inc
HLIT
$1.15B
$7.38M ﹤0.01%
627,838
-26,957
-4% -$278K
VMI icon
1595
Valmont Industries
VMI
$8.81B
$7.37M ﹤0.01%
29,427
+1,275
+5% +$312K
DEA
1596
Easterly Government Properties
DEA
$1.16B
$7.37M ﹤0.01%
128,608
+2,748
+2% +$148K
CET
1597
Central Securities Corp
CET
$1.54B
$7.35M ﹤0.01%
164,966
+23,240
+16% +$989K
VSS icon
1598
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11B
$7.35M ﹤0.01%
54,846
-722
-1% -$97.7K
GIII icon
1599
G-III Apparel Group
GIII
$1.54B
$7.35M ﹤0.01%
265,760
-985
-0.4% -$28.7K
CALY
1600
Callaway Golf Company
CALY
$3.28B
$7.34M ﹤0.01%
267,588
+5,603
+2% +$156K
62 63
64
65 66

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MCM
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PSUF
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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.