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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
MAGN
2076
Magnera Corp
MAGN
$475M
$3.69M ﹤0.01%
16,501
-572
-3% -$124K
PGTI
2077
DELISTED
PGT, Inc.
PGTI
$3.67M ﹤0.01%
163,141
+26,639
+20% +$569K
CHCO icon
2078
City Holding Co
CHCO
$2.04B
$3.67M ﹤0.01%
44,819
+1,856
+4% +$149K
S icon
2079
SentinelOne
S
$6.31B
$3.67M ﹤0.01%
72,585
+2,415
+3% +$142K
CXW icon
2080
CoreCivic
CXW
$2.95B
$3.66M ﹤0.01%
367,248
+16,637
+5% +$165K
XLC icon
2081
State Street Communication Services Select Sector SPDR ETF
XLC
$21.9B
$3.66M ﹤0.01%
47,083
+9,731
+26% +$769K
SKIN icon
2082
SkinHealth Systems
SKIN
$87.6M
$3.65M ﹤0.01%
151,081
-38,528
-20% -$993K
PRDO icon
2083
Perdoceo Education
PRDO
$2.04B
$3.63M ﹤0.01%
309,075
+111,998
+57% +$1.22M
WAFD icon
2084
WaFd
WAFD
$2.69B
$3.63M ﹤0.01%
108,722
+26,261
+32% +$906K
KOP icon
2085
Koppers
KOP
$942M
$3.62M ﹤0.01%
115,483
-818
-0.7% -$26.7K
NVRO
2086
DELISTED
NEVRO CORP.
NVRO
$3.6M ﹤0.01%
44,451
+6,664
+18% +$668K
FOLD
2087
DELISTED
Amicus Therapeutics
FOLD
$3.59M ﹤0.01%
311,097
+7,687
+3% +$85.7K
MCY icon
2088
Mercury Insurance
MCY
$5.91B
$3.59M ﹤0.01%
67,711
-952
-1% -$51.1K
GRC icon
2089
Gorman-Rupp
GRC
$2.13B
$3.59M ﹤0.01%
80,493
+5,768
+8% +$247K
JWN
2090
DELISTED
Nordstrom
JWN
$3.58M ﹤0.01%
158,390
-4,092
-3% -$108K
AGL icon
2091
Agilon Health
AGL
$1.61B
$3.57M ﹤0.01%
+5,283
New +$3.21M
STRA icon
2092
Strategic Education
STRA
$1.92B
$3.56M ﹤0.01%
61,557
-16,709
-21% -$1.05M
LAND
2093
Gladstone Land Corp
LAND
$357M
$3.54M ﹤0.01%
104,967
+46,730
+80% +$1.26M
IWP icon
2094
iShares Russell Mid-Cap Growth ETF
IWP
$19.8B
$3.54M ﹤0.01%
30,717
+2,201
+8% +$257K
SDY icon
2095
State Street SPDR S&P Dividend ETF
SDY
$21.8B
$3.53M ﹤0.01%
27,347
+4,439
+19% +$552K
NBR icon
2096
Nabors Industries
NBR
$1.22B
$3.52M ﹤0.01%
43,412
+3,645
+9% +$359K
LPRO
2097
Open Lending Corp
LPRO
$372M
$3.52M ﹤0.01%
156,499
+56,671
+57% +$1.61M
ECOL
2098
DELISTED
US Ecology, Inc.
ECOL
$3.51M ﹤0.01%
109,875
-5,045
-4% -$167K
RFP
2099
DELISTED
Resolute Forest Products Inc.
RFP
$3.5M ﹤0.01%
229,397
+19,776
+9% +$250K
GES
2100
DELISTED
Guess Inc
GES
$3.5M ﹤0.01%
147,639
+25,878
+21% +$573K
82 83
84
85 86

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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.