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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
LGF.B
1501
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
$8.47M ﹤0.01%
550,076
+28,358
+5% +$397K
RBLX icon
1502
Roblox
RBLX
$35.9B
$8.44M ﹤0.01%
81,846
-15,579
-16% -$1.51M
NEO icon
1503
NeoGenomics
NEO
$1.96B
$8.41M ﹤0.01%
246,617
-26,179
-10% -$1.03M
DSU icon
1504
BlackRock Debt Strategies Fund
DSU
$592M
$8.41M ﹤0.01%
718,479
-38,971
-5% -$455K
NWBI icon
1505
Northwest Bancshares
NWBI
$2.33B
$8.41M ﹤0.01%
593,627
+58,491
+11% +$814K
ADAM
1506
Adamas Trust
ADAM
$777M
$8.4M ﹤0.01%
564,848
-14,710
-3% -$241K
OGS icon
1507
ONE Gas
OGS
$5.01B
$8.4M ﹤0.01%
108,294
+19,898
+23% +$1.39M
MYRG icon
1508
MYR Group
MYRG
$5.01B
$8.4M ﹤0.01%
75,963
-2,633
-3% -$286K
MSEX icon
1509
Middlesex Water
MSEX
$1.07B
$8.4M ﹤0.01%
69,796
-1,098
-2% -$117K
MGLN
1510
DELISTED
Magellan Health Services, Inc.
MGLN
$8.39M ﹤0.01%
88,346
+4,509
+5% +$427K
CIM
1511
Chimera Investment
CIM
$1.06B
$8.39M ﹤0.01%
185,429
-14,174
-7% -$670K
MTOR
1512
DELISTED
MERITOR, Inc.
MTOR
$8.36M ﹤0.01%
337,369
+8,858
+3% +$226K
SAFM
1513
DELISTED
Sanderson Farms Inc
SAFM
$8.36M ﹤0.01%
43,736
-6,207
-12% -$1.17M
TBI
1514
Trueblue
TBI
$227M
$8.34M ﹤0.01%
301,446
-24,363
-7% -$689K
CVGW
1515
DELISTED
Calavo Growers
CVGW
$8.34M ﹤0.01%
196,702
+74,316
+61% +$3.04M
BIG
1516
DELISTED
Big Lots, Inc.
BIG
$8.32M ﹤0.01%
184,620
+17,304
+10% +$788K
DY icon
1517
Dycom Industries
DY
$11.2B
$8.3M ﹤0.01%
88,576
+26,632
+43% +$2.25M
BANR icon
1518
Banner Corp
BANR
$2.38B
$8.28M ﹤0.01%
136,517
-5,222
-4% -$309K
WHD icon
1519
Cactus
WHD
$3.63B
$8.27M ﹤0.01%
216,930
+28,395
+15% +$1.14M
KRA
1520
DELISTED
Kraton Corporation
KRA
$8.25M ﹤0.01%
178,135
-34,192
-16% -$1.57M
ESNT icon
1521
Essent Group
ESNT
$6.28B
$8.25M ﹤0.01%
181,184
+10,981
+6% +$503K
SSL icon
1522
Sasol
SSL
$7.4B
$8.25M ﹤0.01%
502,974
+6,502
+1% +$112K
AU icon
1523
AngloGold Ashanti
AU
$39.4B
$8.25M ﹤0.01%
393,159
+59,418
+18% +$1.16M
INSP icon
1524
Inspire Medical Systems
INSP
$1.47B
$8.21M ﹤0.01%
35,710
-5,669
-14% -$1.38M
QTWO icon
1525
Q2 Holdings
QTWO
$3.78B
$8.16M ﹤0.01%
102,784
+34,732
+51% +$2.8M
59 60
61
62 63

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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.