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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
MFA
1726
MFA Financial
MFA
$935M
$6.03M ﹤0.01%
330,406
-65,109
-16% -$1.19M
PBF icon
1727
PBF Energy
PBF
$8.65B
$6.02M ﹤0.01%
464,175
+53,143
+13% +$736K
MLKN icon
1728
MillerKnoll
MLKN
$1.53B
$6.02M ﹤0.01%
153,541
-34,901
-19% -$1.36M
PPT
1729
Franklin Premier Income Trust
PPT
$323M
$6.01M ﹤0.01%
1,406,621
-37,792
-3% -$167K
ASAN icon
1730
Asana
ASAN
$1.83B
$6M ﹤0.01%
80,499
-33,261
-29% -$3.52M
ENS icon
1731
EnerSys
ENS
$6.74B
$6M ﹤0.01%
75,902
-1,983
-3% -$155K
RVNC
1732
DELISTED
Revance Therapeutics, Inc.
RVNC
$6M ﹤0.01%
367,732
+98,664
+37% +$1.64M
BANF icon
1733
BancFirst
BANF
$3.77B
$5.99M ﹤0.01%
84,874
+1,873
+2% +$124K
APOG icon
1734
Apogee Enterprises
APOG
$832M
$5.98M ﹤0.01%
124,164
-2,410
-2% -$105K
TFIN icon
1735
Triumph Financial Inc
TFIN
$1.76B
$5.97M ﹤0.01%
50,178
+16,840
+51% +$2.02M
SABR icon
1736
Sabre
SABR
$739M
$5.97M ﹤0.01%
695,469
+53,633
+8% +$514K
SCHL icon
1737
Scholastic
SCHL
$789M
$5.96M ﹤0.01%
149,194
+9,416
+7% +$355K
ITRI icon
1738
Itron
ITRI
$4.33B
$5.96M ﹤0.01%
86,932
-778
-0.9% -$54.7K
ENV
1739
DELISTED
ENVESTNET, INC.
ENV
$5.94M ﹤0.01%
74,874
+3,154
+4% +$257K
HNI icon
1740
HNI Corp
HNI
$3.14B
$5.93M ﹤0.01%
141,073
+22,286
+19% +$893K
ZWS icon
1741
Zurn Elkay Water Solutions
ZWS
$8.31B
$5.93M ﹤0.01%
162,976
-212,060
-57% -$7.63M
FOUR icon
1742
Shift4
FOUR
$4.26B
$5.92M ﹤0.01%
102,226
+68,815
+206% +$4.37M
VNOM icon
1743
Viper Energy
VNOM
$8.48B
$5.91M ﹤0.01%
277,385
+204
+0.1% +$4.57K
MBT
1744
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$5.9M ﹤0.01%
742,460
+28,693
+4% +$250K
BYND icon
1745
Beyond Meat
BYND
$286M
$5.9M ﹤0.01%
90,565
+6,078
+7% +$517K
EPC icon
1746
Edgewell Personal Care
EPC
$1.26B
$5.89M ﹤0.01%
128,934
+20,576
+19% +$830K
PTR
1747
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$5.89M ﹤0.01%
133,261
+3,208
+2% +$151K
FIZZ icon
1748
National Beverage
FIZZ
$3B
$5.88M ﹤0.01%
129,647
-2,461
-2% -$134K
JOE icon
1749
St. Joe Company
JOE
$3.62B
$5.87M ﹤0.01%
112,857
+4,917
+5% +$238K
NSLR
1750
Neostellar Capital Corp
NSLR
$270M
$5.87M ﹤0.01%
453,584
+15,786
+4% +$208K
68 69
70
71 72

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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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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.