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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
PAAS icon
2426
Pan American Silver
PAAS
$17.9B
$2.04M ﹤0.01%
81,787
+21,347
+35% +$538K
AVYA
2427
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
$2.04M ﹤0.01%
103,095
+9,548
+10% +$188K
PING
2428
DELISTED
Ping Identity Holding Corp.
PING
$2.04M ﹤0.01%
89,214
-3,091
-3% -$78.6K
COLL icon
2429
Collegium Pharmaceutical
COLL
$1.18B
$2.03M ﹤0.01%
108,699
-8,838
-8% -$172K
METC icon
2430
Ramaco Resources Class A
METC
$629M
$2.03M ﹤0.01%
154,255
-61,592
-29% -$800K
ORGO icon
2431
Organogenesis Holdings
ORGO
$324M
$2.03M ﹤0.01%
219,559
+32,148
+17% +$341K
PJT icon
2432
PJT Partners
PJT
$4.26B
$2.01M ﹤0.01%
27,122
-1,207
-4% -$96.2K
III icon
2433
Information Services Group
III
$204M
$2.01M ﹤0.01%
263,459
+55,557
+27% +$447K
PLMR icon
2434
Palomar
PLMR
$3.79B
$2.01M ﹤0.01%
30,967
-22,497
-42% -$1.75M
AY
2435
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
$2M ﹤0.01%
56,078
-3,816
-6% -$143K
VIVO
2436
DELISTED
Meridian Bioscience Inc
VIVO
$2M ﹤0.01%
97,824
-18,047
-16% -$346K
JKS
2437
JinkoSolar
JKS
$764M
$1.99M ﹤0.01%
43,382
+113
+0.3% +$5.84K
HEES
2438
DELISTED
H&E Equipment Services
HEES
$1.99M ﹤0.01%
45,002
+5,754
+15% +$251K
CASS icon
2439
Cass Information Systems
CASS
$716M
$1.99M ﹤0.01%
50,571
-2,714
-5% -$115K
VNET
2440
VNET Group
VNET
$1.79B
$1.98M ﹤0.01%
219,673
+68,756
+46% +$934K
ET icon
2441
Energy Transfer Partners
ET
$69.5B
$1.98M ﹤0.01%
240,992
-84,999
-26% -$772K
FIF
2442
DELISTED
FIRST TRUST ENERGY INFRASTRUCTURE FUND
FIF
$1.98M ﹤0.01%
146,403
-1,502
-1% -$20.2K
PFBC icon
2443
Preferred Bank
PFBC
$1.24B
$1.98M ﹤0.01%
27,569
+3,538
+15% +$245K
SCD
2444
LMP Capital and Income Fund
SCD
$351M
$1.98M ﹤0.01%
129,909
+14,683
+13% +$214K
CLNE icon
2445
Clean Energy Fuels
CLNE
$416M
$1.97M ﹤0.01%
321,816
-10,818
-3% -$84.8K
DHIL
2446
DELISTED
Diamond Hill
DHIL
$1.97M ﹤0.01%
10,148
+209
+2% +$41.8K
WSBF icon
2447
Waterstone Financial
WSBF
$371M
$1.97M ﹤0.01%
90,017
-17,755
-16% -$376K
NCMI icon
2448
National CineMedia
NCMI
$378M
$1.97M ﹤0.01%
69,956
+9,485
+16% +$302K
AXIA
2449
AXIA Energia
AXIA
$22.9B
$1.96M ﹤0.01%
406,463
-36,779
-8% -$185K
WB icon
2450
Weibo
WB
$1.97B
$1.96M ﹤0.01%
63,146
-20,249
-24% -$823K
96 97
98
99 100

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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.