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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
WSFS icon
1851
WSFS Financial
WSFS
$4.1B
$5.1M ﹤0.01%
101,716
+1,351
+1% +$70.8K
CALM icon
1852
Cal-Maine
CALM
$4.13B
$5.09M ﹤0.01%
137,619
+861
+0.6% +$31.2K
DKNG icon
1853
DraftKings
DKNG
$11.8B
$5.09M ﹤0.01%
185,257
-142,683
-44% -$5.59M
PLAY icon
1854
Dave & Buster's
PLAY
$377M
$5.08M ﹤0.01%
132,260
-2,336
-2% -$86.6K
NTNX icon
1855
Nutanix
NTNX
$16B
$5.08M ﹤0.01%
159,281
-31,498
-17% -$1.08M
HIBB
1856
DELISTED
Hibbett, Inc. Common Stock
HIBB
$5.06M ﹤0.01%
70,385
+3,019
+4% +$240K
IDCC icon
1857
InterDigital
IDCC
$7.84B
$5.04M ﹤0.01%
70,427
-6,885
-9% -$480K
MRTN icon
1858
Marten Transport
MRTN
$1.21B
$5.04M ﹤0.01%
293,769
-16,029
-5% -$265K
ATI icon
1859
ATI
ATI
$24.8B
$5.04M ﹤0.01%
316,259
+49,232
+18% +$790K
ASIX icon
1860
AdvanSix
ASIX
$555M
$5.03M ﹤0.01%
106,361
+35,745
+51% +$1.65M
IRTC icon
1861
iRhythm Holdings
IRTC
$3.91B
$5.01M ﹤0.01%
42,586
+16,429
+63% +$1.51M
RXT icon
1862
Rackspace Technology
RXT
$1.07B
$5.01M ﹤0.01%
371,705
+237,717
+177% +$3.4M
VOOG icon
1863
Vanguard S&P 500 Growth ETF
VOOG
$25.5B
$4.96M ﹤0.01%
98,718
+1,122
+1% +$54.4K
UHT
1864
Universal Health Realty Income Trust
UHT
$608M
$4.95M ﹤0.01%
83,146
+37,247
+81% +$2.17M
ICHR icon
1865
Ichor Holdings
ICHR
$2.61B
$4.94M ﹤0.01%
107,282
+28,878
+37% +$1.28M
FOE
1866
DELISTED
Ferro Corporation
FOE
$4.93M ﹤0.01%
225,751
+2,016
+0.9% +$42.9K
HCCI
1867
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
$4.93M ﹤0.01%
153,839
-12,527
-8% -$407K
CBRL icon
1868
Cracker Barrel
CBRL
$1.28B
$4.92M ﹤0.01%
38,204
-3,062
-7% -$409K
KD icon
1869
Kyndryl
KD
$2.98B
$4.91M ﹤0.01%
+271,024
New +$5.85M
SNBR
1870
DELISTED
Sleep Number
SNBR
$4.91M ﹤0.01%
64,035
-5,173
-7% -$433K
CODX
1871
Co-Diagnostics
CODX
$5.75M
$4.9M ﹤0.01%
18,295
+748
+4% +$196K
ENVA icon
1872
Enova International
ENVA
$6.31B
$4.9M ﹤0.01%
119,587
+7,754
+7% +$294K
PRTA icon
1873
Prothena Corp
PRTA
$440M
$4.9M ﹤0.01%
99,138
-25,083
-20% -$1.39M
JBSS icon
1874
John B. Sanfilippo & Son
JBSS
$954M
$4.9M ﹤0.01%
54,303
+1,698
+3% +$145K
WKC icon
1875
World Kinect Corp
WKC
$2.03B
$4.88M ﹤0.01%
184,491
-52,471
-22% -$1.5M
73 74
75
76 77

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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.