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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
RC
2201
Ready Capital
RC
$260M
$2.97M ﹤0.01%
189,910
+18,956
+11% +$295K
NVTA
2202
DELISTED
Invitae Corporation
NVTA
$2.97M ﹤0.01%
194,349
+124,523
+178% +$2.69M
UWMC icon
2203
UWM Holdings
UWMC
$672M
$2.96M ﹤0.01%
500,593
+130,773
+35% +$883K
TILE icon
2204
Interface
TILE
$1.95B
$2.96M ﹤0.01%
185,310
+19,207
+12% +$299K
EVH icon
2205
Evolent Health
EVH
$371M
$2.96M ﹤0.01%
106,788
+10,637
+11% +$305K
CLAR icon
2206
Clarus
CLAR
$125M
$2.95M ﹤0.01%
106,332
+43,056
+68% +$1.19M
CHRS icon
2207
Coherus Oncology
CHRS
$217M
$2.94M ﹤0.01%
184,504
-15,667
-8% -$274K
UIS icon
2208
Unisys
UIS
$252M
$2.94M ﹤0.01%
142,878
-5,325
-4% -$117K
NOG icon
2209
Northern Oil and Gas
NOG
$2.29B
$2.94M ﹤0.01%
142,605
+111,072
+352% +$2.48M
KRO icon
2210
KRONOS Worldwide
KRO
$712M
$2.93M ﹤0.01%
195,435
-7,596
-4% -$106K
SBI
2211
Western Asset Intermediate Muni Fund
SBI
$107M
$2.93M ﹤0.01%
304,281
-6,021
-2% -$58.3K
ARLO icon
2212
Arlo Technologies
ARLO
$1.58B
$2.93M ﹤0.01%
279,225
-7,838
-3% -$61.2K
EVRI
2213
DELISTED
Everi Holdings
EVRI
$2.92M ﹤0.01%
136,882
-56,630
-29% -$1.29M
RGR icon
2214
Sturm, Ruger & Co
RGR
$603M
$2.92M ﹤0.01%
42,897
-5,262
-11% -$382K
EVOP
2215
DELISTED
EVO Payments, Inc. Class A Common Stock
EVOP
$2.9M ﹤0.01%
113,148
+66,557
+143% +$1.52M
PRMW
2216
DELISTED
Primo Water Corporation
PRMW
$2.89M ﹤0.01%
164,096
+12,064
+8% +$207K
AUDC icon
2217
AudioCodes
AUDC
$239M
$2.88M ﹤0.01%
83,030
+1,482
+2% +$51.7K
VRM icon
2218
Vroom Inc
VRM
$36.4M
$2.88M ﹤0.01%
3,337
+1,803
+118% +$2.43M
DFAI
2219
Dimensional International Core Equity Market ETF
DFAI
$17.1B
$2.88M ﹤0.01%
97,348
+9,051
+10% +$267K
LTC
2220
LTC Properties
LTC
$2.13B
$2.88M ﹤0.01%
84,206
+11,326
+16% +$378K
UUUU icon
2221
Energy Fuels
UUUU
$2.68B
$2.87M ﹤0.01%
376,349
+5,289
+1% +$44.7K
YORW icon
2222
York Water
YORW
$511M
$2.86M ﹤0.01%
57,532
+1,126
+2% +$53.7K
DQ
2223
Daqo New Energy
DQ
$810M
$2.86M ﹤0.01%
70,858
+19,317
+37% +$1.12M
VSAT icon
2224
Viasat
VSAT
$9.67B
$2.85M ﹤0.01%
64,031
-2,844
-4% -$147K
AGM icon
2225
Federal Agricultural Mortgage
AGM
$2.32B
$2.85M ﹤0.01%
23,008
-6,341
-22% -$780K
87 88
89
90 91

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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.