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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
HSTM icon
2301
HealthStream
HSTM
$863M
$2.53M ﹤0.01%
95,938
-11,500
-11% -$304K
HAPN
2302
Happen Inc
HAPN
$2.14B
$2.53M ﹤0.01%
104,546
-68,233
-39% -$2.31M
NOVA
2303
DELISTED
Sunnova Energy
NOVA
$2.53M ﹤0.01%
90,482
-12,594
-12% -$454K
CDLX icon
2304
Cardlytics
CDLX
$22.2M
$2.52M ﹤0.01%
3,820
+674
+21% +$515K
ENIC icon
2305
Enel Chile
ENIC
$6.03B
$2.52M ﹤0.01%
1,391,472
+374,961
+37% +$802K
DIA icon
2306
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
$2.52M ﹤0.01%
6,930
-1,593
-19% -$566K
BIPC icon
2307
Brookfield Infrastructure
BIPC
$5.32B
$2.51M ﹤0.01%
55,223
+9,804
+22% +$406K
MWA icon
2308
Mueller Water Products
MWA
$3.94B
$2.5M ﹤0.01%
173,898
+3,194
+2% +$48K
ONL
2309
Orion Office REIT
ONL
$151M
$2.5M ﹤0.01%
+133,842
New +$2.64M
FNDF icon
2310
Schwab Fundamental International Large Company Index ETF
FNDF
$24.4B
$2.5M ﹤0.01%
76,822
+60,239
+363% +$1.99M
FRO icon
2311
Frontline
FRO
$8.71B
$2.49M ﹤0.01%
352,631
+57,353
+19% +$458K
SLQT icon
2312
SelectQuote
SLQT
$122M
$2.48M ﹤0.01%
273,885
-4,507
-2% -$49.4K
BRY
2313
DELISTED
Berry Corp
BRY
$2.48M ﹤0.01%
294,106
-6,785
-2% -$59.8K
ETD icon
2314
Ethan Allen Interiors
ETD
$600M
$2.47M ﹤0.01%
93,789
+12,453
+15% +$304K
POWL icon
2315
Powell Industries
POWL
$6.79B
$2.47M ﹤0.01%
250,827
+70,653
+39% +$635K
IEI icon
2316
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
$2.46M ﹤0.01%
19,134
-2,104
-10% -$272K
PAYA
2317
DELISTED
Paya Holdings Inc. Class A Common Stock
PAYA
$2.45M ﹤0.01%
386,557
+211,403
+121% +$1.72M
TARO
2318
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$2.45M ﹤0.01%
48,859
-13,826
-22% -$775K
NFBK
2319
DELISTED
Northfield Bancorp
NFBK
$2.45M ﹤0.01%
151,449
-3,510
-2% -$60.6K
KC
2320
Kingsoft Cloud Holdings
KC
$2.96B
$2.44M ﹤0.01%
155,236
+101,818
+191% +$2.19M
PRSU
2321
Pursuit Attractions and Hospitality Inc
PRSU
$1.45B
$2.43M ﹤0.01%
56,845
+626
+1% +$28.6K
BNL icon
2322
Broadstone Net Lease
BNL
$4.25B
$2.43M ﹤0.01%
97,864
-4,834
-5% -$124K
BILI icon
2323
Bilibili
BILI
$7.75B
$2.43M ﹤0.01%
52,316
+12,635
+32% +$844K
IWO icon
2324
iShares Russell 2000 Growth ETF
IWO
$14.1B
$2.43M ﹤0.01%
8,281
+258
+3% +$77.8K
ROAD icon
2325
Construction Partners
ROAD
$5.88B
$2.43M ﹤0.01%
82,538
+17,059
+26% +$596K
91 92
93
94 95

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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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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.