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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
EBIX
2101
DELISTED
Ebix Inc
EBIX
$3.48M ﹤0.01%
114,360
+9,544
+9% +$304K
MTUS icon
2102
Metallus
MTUS
$826M
$3.48M ﹤0.01%
210,675
+13,823
+7% +$201K
FCBC icon
2103
First Community Bankshares
FCBC
$899M
$3.46M ﹤0.01%
103,691
-17,487
-14% -$583K
CFLT
2104
DELISTED
Confluent
CFLT
$3.46M ﹤0.01%
45,314
+22,414
+98% +$1.62M
PDFS icon
2105
PDF Solutions
PDFS
$1.93B
$3.44M ﹤0.01%
108,265
+37,877
+54% +$1.05M
SGFY
2106
DELISTED
Signify Health, Inc.
SGFY
$3.44M ﹤0.01%
241,870
+100,142
+71% +$1.55M
RGNX icon
2107
Regenxbio
RGNX
$648M
$3.44M ﹤0.01%
105,058
+25,233
+32% +$859K
DSGX icon
2108
Descartes Systems
DSGX
$6.39B
$3.43M ﹤0.01%
41,484
+801
+2% +$65.6K
IOVA icon
2109
Iovance Biotherapeutics
IOVA
$2.09B
$3.43M ﹤0.01%
179,666
-351,115
-66% -$7.73M
CPZ
2110
Calamos Long/Short Equity & Dynamic Income Trust
CPZ
$258M
$3.43M ﹤0.01%
175,963
-16,570
-9% -$333K
CNH
2111
CNH Industrial
CNH
$12.8B
$3.42M ﹤0.01%
202,265
+8,372
+4% +$128K
ZG icon
2112
Zillow
ZG
$7.79B
$3.42M ﹤0.01%
54,952
+22,042
+67% +$1.58M
EGRX
2113
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
$3.41M ﹤0.01%
67,017
+327
+0.5% +$16.9K
AVAV icon
2114
AeroVironment
AVAV
$7.42B
$3.4M ﹤0.01%
54,848
+807
+1% +$65.6K
HAE icon
2115
Haemonetics
HAE
$3.85B
$3.4M ﹤0.01%
64,047
-113,868
-64% -$6.94M
HBNC icon
2116
Horizon Bancorp
HBNC
$1.05B
$3.4M ﹤0.01%
162,874
+2,042
+1% +$40.1K
PGNY icon
2117
Progyny
PGNY
$2.47B
$3.39M ﹤0.01%
67,417
+4,342
+7% +$243K
TCBK icon
2118
TriCo Bancshares
TCBK
$1.85B
$3.39M ﹤0.01%
79,002
+2,116
+3% +$92.9K
AR icon
2119
Antero Resources
AR
$10.9B
$3.39M ﹤0.01%
193,628
-11,932
-6% -$226K
TVTX icon
2120
Travere Therapeutics
TVTX
$5.33B
$3.39M ﹤0.01%
109,094
+30,004
+38% +$845K
RTLR
2121
DELISTED
Rattler Midstream LP Common Units
RTLR
$3.38M ﹤0.01%
296,638
-2,530
-0.8% -$28.9K
VRRM icon
2122
Verra Mobility
VRRM
$781M
$3.37M ﹤0.01%
218,659
+52,202
+31% +$791K
MODN
2123
DELISTED
MODEL N, INC.
MODN
$3.37M ﹤0.01%
112,315
+8,897
+9% +$278K
DPG
2124
Duff & Phelps Utility and Infrastructure Fund
DPG
$525M
$3.37M ﹤0.01%
233,398
-36,888
-14% -$519K
SSP icon
2125
E.W. Scripps
SSP
$259M
$3.36M ﹤0.01%
173,610
+21,047
+14% +$407K
83 84
85
86 87

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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.