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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
KMPR icon
2026
Kemper
KMPR
$1.71B
$3.94M ﹤0.01%
67,096
-22,229
-25% -$1.35M
WRLD icon
2027
World Acceptance Corp
WRLD
$840M
$3.94M ﹤0.01%
16,039
+322
+2% +$70K
HTLD icon
2028
Heartland Express
HTLD
$986M
$3.93M ﹤0.01%
233,669
+34,319
+17% +$576K
EIG icon
2029
Employers Holdings
EIG
$941M
$3.92M ﹤0.01%
94,820
+4,927
+5% +$198K
EOD
2030
Allspring Global Dividend Opportunity Fund
EOD
$277M
$3.92M ﹤0.01%
664,911
-58,095
-8% -$336K
SI
2031
DELISTED
Silvergate Capital Corporation
SI
$3.91M ﹤0.01%
26,401
+12,007
+83% +$2.05M
ACWI icon
2032
iShares MSCI ACWI ETF
ACWI
$32.7B
$3.9M ﹤0.01%
36,910
+217
+0.6% +$22.7K
MCBC
2033
DELISTED
Macatawa Bank Corp
MCBC
$3.9M ﹤0.01%
442,584
+29,654
+7% +$253K
AGD
2034
abrdn Global Dynamic Dividend Fund
AGD
$316M
$3.9M ﹤0.01%
322,768
-63,362
-16% -$759K
TWOU
2035
DELISTED
2U Inc
TWOU
$3.9M ﹤0.01%
6,474
-121
-2% -$96.4K
CHWY icon
2036
Chewy
CHWY
$9.34B
$3.89M ﹤0.01%
65,963
+10,098
+18% +$660K
RGP icon
2037
Resources Connection
RGP
$147M
$3.89M ﹤0.01%
217,890
+28,072
+15% +$496K
CSV icon
2038
Carriage Services
CSV
$637M
$3.88M ﹤0.01%
60,205
+25,618
+74% +$1.33M
CTT
2039
DELISTED
CATCHMARK TIMBER TRUST, INC.
CTT
$3.88M ﹤0.01%
445,190
+56,057
+14% +$499K
OEC icon
2040
Orion
OEC
$381M
$3.87M ﹤0.01%
211,022
-1,669
-0.8% -$31.1K
TUP
2041
DELISTED
Tupperware Brands Corporation
TUP
$3.87M ﹤0.01%
253,368
-20,185
-7% -$376K
CPLG
2042
DELISTED
CorePoint Lodging Inc. Common Stock
CPLG
$3.87M ﹤0.01%
246,325
-72,516
-23% -$1.14M
BBBY
2043
DELISTED
Bed Bath & Beyond Inc
BBBY
$3.85M ﹤0.01%
264,274
-56,380
-18% -$985K
AMPH icon
2044
Amphastar Pharmaceuticals
AMPH
$899M
$3.83M ﹤0.01%
164,396
+13,608
+9% +$278K
MNRL
2045
DELISTED
Brigham Minerals, Inc. Class A Common Stock
MNRL
$3.82M ﹤0.01%
181,337
-32,905
-15% -$717K
ADTN icon
2046
Adtran
ADTN
$682M
$3.82M ﹤0.01%
167,464
+7,750
+5% +$157K
PEGA icon
2047
Pegasystems
PEGA
$4.94B
$3.82M ﹤0.01%
68,340
+1,780
+3% +$105K
SHO icon
2048
Sunstone Hotel Investors
SHO
$2.18B
$3.82M ﹤0.01%
325,698
+9,193
+3% +$110K
AZZ icon
2049
AZZ Inc
AZZ
$4.36B
$3.82M ﹤0.01%
69,077
+1,880
+3% +$102K
VRE
2050
DELISTED
Veris Residential
VRE
$3.82M ﹤0.01%
207,772
+16,851
+9% +$308K
80 81
82
83 84

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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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ACI
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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.