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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
TW icon
2401
Tradeweb Markets
TW
$23B
$2.13M ﹤0.01%
21,270
+5,944
+39% +$548K
IVE icon
2402
iShares S&P 500 Value ETF
IVE
$49.1B
$2.13M ﹤0.01%
13,588
-43
-0.3% -$6.54K
NHI icon
2403
National Health Investors
NHI
$3.79B
$2.13M ﹤0.01%
36,990
-13,507
-27% -$748K
PRF icon
2404
Invesco FTSE RAFI US 1000 ETF
PRF
$9.72B
$2.13M ﹤0.01%
61,895
+50,515
+444% +$1.69M
ESGR
2405
DELISTED
Enstar Group
ESGR
$2.12M ﹤0.01%
8,573
+15
+0.2% +$3.56K
ABTX
2406
DELISTED
Allegiance Bancshares
ABTX
$2.11M ﹤0.01%
49,995
-1,590
-3% -$64.9K
TRHC
2407
DELISTED
Tabula Rasa HealthCare, Inc. Common Stock
TRHC
$2.11M ﹤0.01%
140,536
+110,628
+370% +$2.01M
RMR icon
2408
The RMR Group
RMR
$335M
$2.11M ﹤0.01%
60,733
-4,534
-7% -$157K
SXC icon
2409
SunCoke Energy
SXC
$794M
$2.1M ﹤0.01%
319,104
+72,388
+29% +$480K
PAHC icon
2410
Phibro Animal Health
PAHC
$1.5B
$2.1M ﹤0.01%
102,889
+4,418
+4% +$94.3K
VGK icon
2411
Vanguard FTSE Europe ETF
VGK
$30.1B
$2.1M ﹤0.01%
+30,717
New +$2.08M
WRBY icon
2412
Warby Parker
WRBY
$3.19B
$2.09M ﹤0.01%
+44,947
New +$2.34M
RMAX icon
2413
RE/MAX Holdings
RMAX
$198M
$2.08M ﹤0.01%
68,385
-2,305
-3% -$70.4K
ESTE
2414
DELISTED
Earthstone Energy Inc. Class A Common Stock
ESTE
$2.08M ﹤0.01%
190,555
+34,880
+22% +$372K
SGRY icon
2415
Surgery Partners
SGRY
$2.15B
$2.08M ﹤0.01%
38,991
+18,727
+92% +$869K
BSRR icon
2416
Sierra Bancorp
BSRR
$532M
$2.08M ﹤0.01%
76,658
+3,734
+5% +$96.6K
RES icon
2417
RPC Inc
RES
$1.13B
$2.08M ﹤0.01%
457,425
+40,685
+10% +$200K
APLS
2418
DELISTED
Apellis Pharmaceuticals
APLS
$2.07M ﹤0.01%
43,733
-6,157
-12% -$242K
CSTM icon
2419
Constellium
CSTM
$3.76B
$2.06M ﹤0.01%
115,283
-5,009
-4% -$91.9K
HCAT icon
2420
Health Catalyst
HCAT
$160M
$2.06M ﹤0.01%
52,093
-10,073
-16% -$459K
TX icon
2421
Ternium
TX
$9.43B
$2.06M ﹤0.01%
47,393
+2,103
+5% +$88.4K
CERE
2422
DELISTED
Cerevel Therapeutics Holdings, Inc. Common Stock
CERE
$2.05M ﹤0.01%
63,289
+7,650
+14% +$270K
VET icon
2423
Vermilion Energy
VET
$1.66B
$2.05M ﹤0.01%
162,884
-1,808
-1% -$19.7K
NG icon
2424
NovaGold Resources
NG
$2.54B
$2.05M ﹤0.01%
298,548
+7,561
+3% +$55.2K
ACIC icon
2425
American Coastal Insurance
ACIC
$536M
$2.05M ﹤0.01%
471,366
+118,346
+34% +$508K
95 96
97
98 99

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MCM
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PSUF
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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.