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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
UPWK icon
2001
Upwork
UPWK
$1.14B
$4.08M ﹤0.01%
119,571
-32,629
-21% -$1.44M
RSX
2002
DELISTED
VanEck Russia ETF
RSX
$4.08M ﹤0.01%
153,150
+8,425
+6% +$253K
AAMI
2003
Acadian Asset Management
AAMI
$2.99B
$4.07M ﹤0.01%
158,861
-17,972
-10% -$506K
ABR icon
2004
Arbor Realty Trust
ABR
$921M
$4.05M ﹤0.01%
221,361
+17,192
+8% +$322K
CFFN icon
2005
Capitol Federal Financial
CFFN
$1.09B
$4.05M ﹤0.01%
357,724
-38,621
-10% -$455K
VIPS icon
2006
Vipshop
VIPS
$7.3B
$4.05M ﹤0.01%
482,345
+93,597
+24% +$979K
HOOD icon
2007
Robinhood
HOOD
$77.9B
$4.05M ﹤0.01%
+228,040
New +$7.02M
RDUS
2008
DELISTED
Radius Recycling
RDUS
$4.05M ﹤0.01%
77,984
-28,085
-26% -$1.44M
GTN icon
2009
Gray Television
GTN
$417M
$4.04M ﹤0.01%
200,492
+9,278
+5% +$205K
YELP icon
2010
Yelp
YELP
$1.44B
$4.04M ﹤0.01%
111,446
+9,010
+9% +$338K
ATHM icon
2011
Autohome
ATHM
$2.63B
$4.03M ﹤0.01%
136,747
-35,606
-21% -$1.36M
HMY icon
2012
Harmony Gold Mining
HMY
$10.1B
$4.03M ﹤0.01%
980,688
+267,721
+38% +$1.02M
NUVA
2013
DELISTED
NuVasive, Inc.
NUVA
$4.03M ﹤0.01%
76,696
+7,624
+11% +$414K
WT icon
2014
WisdomTree
WT
$2.88B
$4.01M ﹤0.01%
656,076
-48,189
-7% -$299K
BTU icon
2015
Peabody Energy
BTU
$2.61B
$4.01M ﹤0.01%
398,081
+224,149
+129% +$2.72M
TRMK icon
2016
Trustmark
TRMK
$2.77B
$4M ﹤0.01%
123,375
+1,842
+2% +$60.2K
ADUS icon
2017
Addus HomeCare
ADUS
$2.18B
$4M ﹤0.01%
42,787
-8,588
-17% -$772K
DNB
2018
DELISTED
Dun & Bradstreet
DNB
$4M ﹤0.01%
195,133
+88,449
+83% +$1.68M
PARAA
2019
DELISTED
Paramount Global Class A
PARAA
$3.99M ﹤0.01%
119,471
+5,481
+5% +$205K
AMBP icon
2020
Ardagh Metal Packaging
AMBP
$2.9B
$3.98M ﹤0.01%
+440,488
New +$4.19M
VRNS icon
2021
Varonis Systems
VRNS
$4.59B
$3.97M ﹤0.01%
81,476
-34,316
-30% -$1.95M
MFL
2022
DELISTED
BLACKROCK MUNIHOLDINGS INVESTMENT QUALITY FUND
MFL
$3.97M ﹤0.01%
266,987
-12,546
-4% -$182K
ALG icon
2023
Alamo Group
ALG
$1.92B
$3.96M ﹤0.01%
26,908
-363
-1% -$53.8K
MRTX
2024
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
$3.96M ﹤0.01%
26,976
-22,606
-46% -$3.51M
GLNG icon
2025
Golar LNG
GLNG
$4.91B
$3.95M ﹤0.01%
319,011
+38,806
+14% +$494K
79 80
81
82 83

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MCM
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PSUF
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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.