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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
SBSI icon
2126
Southside Bancshares
SBSI
$960M
$3.35M ﹤0.01%
80,151
+6,525
+9% +$270K
GBT
2127
DELISTED
Global Blood Therapeutics, Inc.
GBT
$3.35M ﹤0.01%
114,309
+17,391
+18% +$539K
ORA icon
2128
Ormat Technologies
ORA
$5.94B
$3.35M ﹤0.01%
42,181
+209
+0.5% +$15.8K
BCH icon
2129
Banco de Chile
BCH
$21.3B
$3.34M ﹤0.01%
212,846
-23,589
-10% -$419K
CTBI icon
2130
Community Trust Bancorp
CTBI
$1.42B
$3.31M ﹤0.01%
75,851
+1,298
+2% +$56.6K
GPMT
2131
Granite Point Mortgage Trust
GPMT
$64.7M
$3.31M ﹤0.01%
282,253
-4,727
-2% -$60.5K
GGB icon
2132
Gerdau
GGB
$9.74B
$3.3M ﹤0.01%
845,193
-69,490
-8% -$264K
RCM
2133
DELISTED
R1 RCM Inc. Common Stock
RCM
$3.3M ﹤0.01%
129,428
+5,369
+4% +$129K
RDFN
2134
DELISTED
Redfin
RDFN
$3.29M ﹤0.01%
85,619
+15,312
+22% +$696K
NTUS
2135
DELISTED
Natus Medical Inc
NTUS
$3.29M ﹤0.01%
138,447
-14,450
-9% -$357K
AMK
2136
DELISTED
AssetMark Financial Holdings, Inc.
AMK
$3.28M ﹤0.01%
125,153
+65,905
+111% +$1.71M
ENDP
2137
DELISTED
Endo International plc
ENDP
$3.28M ﹤0.01%
871,726
+452,778
+108% +$2.19M
LBRT icon
2138
Liberty Energy
LBRT
$2.93B
$3.27M ﹤0.01%
337,680
+55,209
+20% +$641K
NARI
2139
DELISTED
Inari Medical, Inc. Common Stock
NARI
$3.27M ﹤0.01%
35,814
+4,682
+15% +$401K
FOCS
2140
DELISTED
Focus Financial Partners Inc. Class A
FOCS
$3.27M ﹤0.01%
54,738
+27,156
+98% +$1.69M
UGP icon
2141
Ultrapar
UGP
$6.9B
$3.26M ﹤0.01%
1,234,394
+244,130
+25% +$622K
HWKN icon
2142
Hawkins
HWKN
$2.7B
$3.25M ﹤0.01%
82,308
+2,909
+4% +$108K
GOOD
2143
Gladstone Commercial Corp
GOOD
$606M
$3.25M ﹤0.01%
125,979
-82
-0.1% -$1.86K
MBWM icon
2144
Mercantile Bank Corp
MBWM
$1.03B
$3.25M ﹤0.01%
92,645
+3,994
+5% +$139K
HSII
2145
DELISTED
Heidrick & Struggles
HSII
$3.24M ﹤0.01%
74,113
+17,356
+31% +$790K
QNST icon
2146
QuinStreet
QNST
$890M
$3.23M ﹤0.01%
177,822
-12,918
-7% -$214K
APPN icon
2147
Appian
APPN
$1.94B
$3.23M ﹤0.01%
49,550
-78
-0.2% -$6.48K
LNN icon
2148
Lindsay Corp
LNN
$1.12B
$3.23M ﹤0.01%
21,259
-1,118
-5% -$171K
FFIC
2149
DELISTED
Flushing Financial
FFIC
$3.22M ﹤0.01%
132,694
-6,647
-5% -$159K
FSR
2150
DELISTED
Fisker Inc.
FSR
$3.21M ﹤0.01%
204,356
+103,780
+103% +$1.8M
84 85
86
87 88

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AF
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MCM
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PSUF
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IA
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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.