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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
ENR icon
1551
Energizer
ENR
$1.47B
$7.83M ﹤0.01%
195,364
+187
+0.1% +$7.18K
PFS icon
1552
Provident Financial Services
PFS
$3.14B
$7.83M ﹤0.01%
323,164
-5,017
-2% -$123K
COTY icon
1553
Coty
COTY
$2.4B
$7.82M ﹤0.01%
744,928
+15,028
+2% +$141K
MEI icon
1554
Methode Electronics
MEI
$458M
$7.82M ﹤0.01%
158,945
+1,928
+1% +$86.7K
HNP
1555
DELISTED
Huaneng Power Intl, Inc.
HNP
$7.81M ﹤0.01%
295,682
+10,143
+4% +$208K
CCS icon
1556
Century Communities
CCS
$1.98B
$7.79M ﹤0.01%
95,282
-2,224
-2% -$159K
CRVL icon
1557
CorVel
CRVL
$3.18B
$7.77M ﹤0.01%
112,080
+1,455
+1% +$91.4K
YETI icon
1558
Yeti Holdings
YETI
$3.87B
$7.77M ﹤0.01%
93,823
-13,355
-12% -$1.23M
CWST icon
1559
Casella Waste Systems
CWST
$5.76B
$7.75M ﹤0.01%
90,710
+13,166
+17% +$1.1M
UPBD icon
1560
Upbound Group
UPBD
$1.22B
$7.73M ﹤0.01%
160,842
-31,229
-16% -$1.56M
CNA icon
1561
CNA Financial
CNA
$14.9B
$7.68M ﹤0.01%
174,258
+9,074
+5% +$404K
SHAK icon
1562
Shake Shack
SHAK
$2.54B
$7.67M ﹤0.01%
106,361
+31,307
+42% +$2.38M
NWE icon
1563
NorthWestern Energy
NWE
$4.34B
$7.67M ﹤0.01%
134,187
-7,444
-5% -$423K
MDRX
1564
DELISTED
Veradigm Inc. Common Stock
MDRX
$7.66M ﹤0.01%
415,207
+39,354
+10% +$625K
IOSP icon
1565
Innospec
IOSP
$2.09B
$7.66M ﹤0.01%
84,793
+2,934
+4% +$259K
PFF icon
1566
iShares Preferred and Income Securities ETF
PFF
$13.1B
$7.64M ﹤0.01%
193,883
-146,582
-43% -$5.7M
BKH icon
1567
Black Hills Corp
BKH
$5.55B
$7.64M ﹤0.01%
108,264
-24,320
-18% -$1.61M
EXEL icon
1568
Exelixis
EXEL
$13.9B
$7.63M ﹤0.01%
417,201
-159,067
-28% -$3.04M
PSFE icon
1569
Paysafe
PSFE
$443M
$7.63M ﹤0.01%
162,511
+157,966
+3,476% +$10.6M
SMAR
1570
DELISTED
Smartsheet Inc.
SMAR
$7.62M ﹤0.01%
98,428
+22,173
+29% +$1.55M
GMS
1571
DELISTED
GMS Inc
GMS
$7.61M ﹤0.01%
126,646
+2,974
+2% +$161K
APPS icon
1572
Digital Turbine
APPS
$982M
$7.6M ﹤0.01%
124,558
-25,602
-17% -$1.74M
HGV icon
1573
Hilton Grand Vacations
HGV
$4.04B
$7.58M ﹤0.01%
145,418
+36,148
+33% +$1.81M
AMX icon
1574
America Movil
AMX
$74.6B
$7.57M ﹤0.01%
358,606
+24,879
+7% +$458K
SCL icon
1575
Stepan Co
SCL
$1.5B
$7.57M ﹤0.01%
60,909
+491
+0.8% +$59.2K
61 62
63
64 65

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MCM
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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.