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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
HTHT icon
2351
Huazhu Hotels Group
HTHT
$13.3B
$2.31M ﹤0.01%
61,963
-411
-0.7% -$18K
AMWL icon
2352
American Well
AMWL
$180M
$2.31M ﹤0.01%
19,129
+7,655
+67% +$1.17M
FWONA icon
2353
Liberty Media Series A
FWONA
$23.4B
$2.31M ﹤0.01%
40,680
+3,403
+9% +$176K
CRMT icon
2354
America's Car Mart
CRMT
$25.9M
$2.3M ﹤0.01%
22,458
+2,408
+12% +$272K
BANC icon
2355
Banc of California
BANC
$2.87B
$2.3M ﹤0.01%
117,120
+20,131
+21% +$407K
FMNB icon
2356
Farmers National Banc Corp
FMNB
$945M
$2.3M ﹤0.01%
123,760
+3,091
+3% +$55K
TMP icon
2357
Tompkins Financial
TMP
$1.42B
$2.29M ﹤0.01%
27,462
-514
-2% -$42.2K
IHRT icon
2358
iHeartMedia
IHRT
$531M
$2.29M ﹤0.01%
108,951
-88,145
-45% -$1.87M
PEBO icon
2359
Peoples Bancorp
PEBO
$1.51B
$2.29M ﹤0.01%
72,006
-11,089
-13% -$356K
AGNT
2360
AGNT Inc
AGNT
$629M
$2.29M ﹤0.01%
67,863
+2,976
+5% +$123K
JELD icon
2361
JELD-WEN Holding
JELD
$110M
$2.28M ﹤0.01%
86,430
-9,335
-10% -$242K
DOUG icon
2362
Douglas Elliman
DOUG
$156M
$2.27M ﹤0.01%
+207,516
New +$2.33M
OSW icon
2363
OneSpaWorld
OSW
$2.64B
$2.27M ﹤0.01%
226,754
-8,275
-4% -$87.9K
LQDT icon
2364
Liquidity Services
LQDT
$1.2B
$2.27M ﹤0.01%
102,828
-2,817
-3% -$62.7K
MYE icon
2365
Myers Industries
MYE
$1.24B
$2.27M ﹤0.01%
113,234
-25,239
-18% -$511K
CONN
2366
DELISTED
Conn's Inc.
CONN
$2.25M ﹤0.01%
95,868
-1,194
-1% -$26.9K
TBRG
2367
DELISTED
TruBridge
TBRG
$2.25M ﹤0.01%
76,823
-3,558
-4% -$116K
ISEE
2368
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
$2.25M ﹤0.01%
134,568
-2,095
-2% -$34.3K
UPLD icon
2369
Upland Software
UPLD
$13.3M
$2.25M ﹤0.01%
12,513
+7,972
+176% +$2.03M
DBD
2370
DELISTED
Diebold Nixdorf Incorporated
DBD
$2.25M ﹤0.01%
248,025
+4,210
+2% +$39.1K
ARCC icon
2371
Ares Capital
ARCC
$13.4B
$2.23M ﹤0.01%
105,321
+2,612
+3% +$54.2K
NSL
2372
DELISTED
NUVEEN SENIOR INCM FD
NSL
$2.23M ﹤0.01%
378,184
-174,214
-32% -$1.04M
BBBY
2373
Bed Bath & Beyond
BBBY
$479M
$2.22M ﹤0.01%
41,405
+531
+1% +$40.1K
OCDX
2374
DELISTED
Ortho Clinical Diagnostics Holdings plc Ordinary Shares
OCDX
$2.21M ﹤0.01%
103,542
+39,955
+63% +$787K
NOAH
2375
Noah Holdings
NOAH
$590M
$2.21M ﹤0.01%
72,062
+721
+1% +$27.2K
93 94
95
96 97

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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.