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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
PGRE
1926
DELISTED
Paramount Group
PGRE
$4.59M ﹤0.01%
550,984
+12,365
+2% +$110K
GTES icon
1927
Gates Industrial Corporation Ltd.
GTES
$6.53B
$4.58M ﹤0.01%
287,858
+90,711
+46% +$1.49M
EXE
1928
Expand Energy Corp
EXE
$21.4B
$4.57M ﹤0.01%
70,837
+26,503
+60% +$1.68M
NXGN
1929
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$4.56M ﹤0.01%
256,544
+28,093
+12% +$451K
APAM icon
1930
Artisan Partners
APAM
$2.82B
$4.54M ﹤0.01%
95,388
-64,087
-40% -$3.08M
IBOC icon
1931
International Bancshares
IBOC
$4.75B
$4.54M ﹤0.01%
107,184
+310
+0.3% +$13.3K
EDU icon
1932
New Oriental
EDU
$9B
$4.54M ﹤0.01%
216,178
+117,398
+119% +$2.53M
LEN.B icon
1933
Lennar Class B
LEN.B
$19.7B
$4.53M ﹤0.01%
49,861
-196
-0.4% -$16.1K
TGH
1934
DELISTED
Textainer Group Holdings limited
TGH
$4.53M ﹤0.01%
126,920
-1,647
-1% -$59.7K
HCM icon
1935
HUTCHMED
HCM
$1.87B
$4.53M ﹤0.01%
129,083
+37,187
+40% +$1.21M
TME icon
1936
Tencent Music
TME
$15.5B
$4.52M ﹤0.01%
659,888
+451,710
+217% +$3.33M
GEF icon
1937
Greif
GEF
$4.96B
$4.52M ﹤0.01%
74,851
-21,233
-22% -$1.38M
SBGI icon
1938
Sinclair Inc
SBGI
$994M
$4.52M ﹤0.01%
170,888
+1,441
+0.9% +$38.5K
HPP
1939
Hudson Pacific Properties
HPP
$766M
$4.51M ﹤0.01%
26,068
+2,301
+10% +$419K
VNDA icon
1940
Vanda Pharmaceuticals
VNDA
$312M
$4.51M ﹤0.01%
287,391
+25,937
+10% +$452K
BSAC icon
1941
Banco Santander Chile
BSAC
$16.5B
$4.5M ﹤0.01%
276,099
-31,847
-10% -$571K
EVBG
1942
DELISTED
Everbridge, Inc. Common Stock
EVBG
$4.49M ﹤0.01%
66,651
+21,588
+48% +$2.61M
EGHT icon
1943
8x8 Inc
EGHT
$262M
$4.49M ﹤0.01%
267,715
+19,097
+8% +$400K
SCSC icon
1944
Scansource
SCSC
$1.15B
$4.48M ﹤0.01%
127,804
+18,722
+17% +$660K
MCRI icon
1945
Monarch Casino & Resort
MCRI
$2.19B
$4.48M ﹤0.01%
60,570
+4,842
+9% +$338K
OUT icon
1946
Outfront Media
OUT
$5.62B
$4.47M ﹤0.01%
169,270
+82,450
+95% +$2.12M
ASND icon
1947
Ascendis Pharma A/S
ASND
$16.5B
$4.45M ﹤0.01%
33,100
+5,509
+20% +$819K
BRSP
1948
BrightSpire Capital
BRSP
$631M
$4.45M ﹤0.01%
434,048
-27,876
-6% -$270K
CHRD icon
1949
Chord Energy
CHRD
$7.78B
$4.45M ﹤0.01%
35,289
-787
-2% -$93.5K
RNST icon
1950
Renasant Corp
RNST
$3.96B
$4.45M ﹤0.01%
117,141
+13,837
+13% +$524K
76 77
78
79 80

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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.