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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
AKR icon
1526
Acadia Realty Trust
AKR
$3.11B
$8.16M ﹤0.01%
373,658
+23,241
+7% +$507K
OPCH icon
1527
Option Care Health
OPCH
$3.58B
$8.13M ﹤0.01%
285,854
+36,120
+14% +$948K
GDS icon
1528
GDS Holdings
GDS
$5.93B
$8.12M ﹤0.01%
172,225
+42,637
+33% +$2.35M
SKT icon
1529
Tanger
SKT
$4.78B
$8.12M ﹤0.01%
421,096
+42,030
+11% +$800K
FRA icon
1530
BlackRock Floating Rate Income Strategies Fund
FRA
$380M
$8.09M ﹤0.01%
602,581
-98,424
-14% -$1.33M
TXG icon
1531
10x Genomics
TXG
$5.88B
$8.09M ﹤0.01%
54,318
-924
-2% -$142K
KRC icon
1532
Kilroy Realty
KRC
$4.59B
$8.06M ﹤0.01%
121,280
+8,161
+7% +$557K
LOPE icon
1533
Grand Canyon Education
LOPE
$4.22B
$8.04M ﹤0.01%
93,842
-9,388
-9% -$774K
RDN icon
1534
Radian Group
RDN
$5.28B
$8.03M ﹤0.01%
380,202
-5,031
-1% -$111K
PCOR icon
1535
Procore
PCOR
$7.57B
$8.03M ﹤0.01%
+100,423
New +$8.8M
OMF icon
1536
OneMain Financial
OMF
$7.27B
$8M ﹤0.01%
159,783
-31,788
-17% -$1.68M
COHR
1537
DELISTED
Coherent Inc
COHR
$8M ﹤0.01%
30,000
+245
+0.8% +$63.2K
IBP icon
1538
Installed Building Products
IBP
$6.21B
$7.99M ﹤0.01%
57,209
-2
-0% -$256
NEU icon
1539
NewMarket
NEU
$7.24B
$7.98M ﹤0.01%
23,280
+933
+4% +$322K
MSA icon
1540
Mine Safety
MSA
$6.79B
$7.97M ﹤0.01%
52,814
-998
-2% -$150K
UA icon
1541
Under Armour Class C
UA
$2.95B
$7.97M ﹤0.01%
441,939
+1,096
+0.2% +$21.3K
MNRO icon
1542
Monro
MNRO
$415M
$7.95M ﹤0.01%
136,403
+10,242
+8% +$605K
UNIT
1543
Uniti Group
UNIT
$2.52B
$7.95M ﹤0.01%
567,101
+34,425
+6% +$459K
B
1544
DELISTED
Barnes Group Inc.
B
$7.94M ﹤0.01%
170,422
+36,393
+27% +$1.61M
MAT icon
1545
Mattel
MAT
$4.47B
$7.94M ﹤0.01%
368,093
-18,177
-5% -$381K
WK icon
1546
Workiva
WK
$3.45B
$7.93M ﹤0.01%
60,783
-2,100
-3% -$296K
FIX icon
1547
Comfort Systems
FIX
$53.5B
$7.91M ﹤0.01%
79,938
+9,370
+13% +$866K
MSGS icon
1548
Madison Square Garden
MSGS
$9.59B
$7.9M ﹤0.01%
45,497
+5,102
+13% +$926K
MIME
1549
DELISTED
Mimecast Limited
MIME
$7.9M ﹤0.01%
99,242
-22,602
-19% -$1.7M
UVSP icon
1550
Univest Financial
UVSP
$1.23B
$7.86M ﹤0.01%
262,523
+10,644
+4% +$310K
60 61
62
63 64

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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.