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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
FR icon
876
First Industrial Realty Trust
FR
$8.76B
$23.4M 0.01%
352,945
+19,840
+6% +$1.19M
CABO icon
877
Cable One
CABO
$241M
$23.2M 0.01%
13,152
+2,119
+19% +$3.76M
NBIS
878
Nebius Group N.V.
NBIS
$40.2B
$23.1M 0.01%
381,598
-20,724
-5% -$1.53M
WLY icon
879
John Wiley & Sons Class A
WLY
$2.87B
$23.1M 0.01%
403,034
+48,557
+14% +$2.63M
SR icon
880
Spire
SR
$4.8B
$23.1M 0.01%
353,876
+3,463
+1% +$219K
BCPC
881
Balchem Corp
BCPC
$5.26B
$23.1M 0.01%
136,857
+13,343
+11% +$2.14M
MGY icon
882
Magnolia Oil & Gas
MGY
$5.88B
$23.1M 0.01%
1,222,131
+220,140
+22% +$4.37M
GTLS
883
DELISTED
Chart Industries
GTLS
$23M 0.01%
144,345
-8,736
-6% -$1.54M
BGY icon
884
BlackRock Enhanced International Dividend Trust
BGY
$511M
$23M 0.01%
3,659,055
-4,864
-0.1% -$30.2K
CBT icon
885
Cabot Corp
CBT
$4.71B
$22.9M 0.01%
406,741
-4,923
-1% -$271K
NVST icon
886
Envista
NVST
$4.6B
$22.8M 0.01%
506,126
+32,750
+7% +$1.35M
OZK icon
887
Bank OZK
OZK
$5.63B
$22.7M 0.01%
488,460
-4,942
-1% -$225K
ENSG icon
888
The Ensign Group
ENSG
$10.5B
$22.7M 0.01%
270,673
+19,719
+8% +$1.53M
SON icon
889
Sonoco
SON
$5.8B
$22.7M 0.01%
392,140
-1,688
-0.4% -$101K
FSD
890
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$22.7M 0.01%
1,454,801
-248,073
-15% -$3.9M
AXTA icon
891
Axalta
AXTA
$7.52B
$22.7M 0.01%
684,256
-132,323
-16% -$4.2M
SSNC icon
892
SS&C Technologies
SSNC
$19.1B
$22.6M 0.01%
276,210
+34,574
+14% +$2.66M
W icon
893
Wayfair
W
$12.2B
$22.6M 0.01%
119,131
+30,909
+35% +$7.29M
PPBI
894
DELISTED
Pacific Premier Bancorp
PPBI
$22.6M 0.01%
565,103
-37,189
-6% -$1.54M
LFUS icon
895
Littelfuse
LFUS
$10.5B
$22.6M 0.01%
71,790
+8,394
+13% +$2.54M
CHH icon
896
Choice Hotels
CHH
$5.22B
$22.6M 0.01%
144,577
+10,723
+8% +$1.54M
TGNA
897
DELISTED
TEGNA Inc
TGNA
$22.5M 0.01%
1,214,137
+34,504
+3% +$690K
NFG icon
898
National Fuel Gas
NFG
$7.73B
$22.5M 0.01%
351,217
+12,887
+4% +$770K
EAD
899
Allspring Income Opportunities Fund
EAD
$372M
$22.4M 0.01%
2,448,917
-195,778
-7% -$1.73M
AAWW
900
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$22.4M 0.01%
238,122
-5,789
-2% -$499K
34 35
36
37 38

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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.