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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
MIO
2451
DELISTED
Pioneer Municipal High Income Opportunities Fund
MIO
$1.95M ﹤0.01%
+106,176
New +$2M
IDT icon
2452
IDT Corp
IDT
$1.67B
$1.94M ﹤0.01%
43,920
-3,723
-8% -$189K
CENT icon
2453
Central Garden & Pet Co
CENT
$2.76B
$1.94M ﹤0.01%
46,055
+5,341
+13% +$219K
APPF icon
2454
AppFolio
APPF
$6.62B
$1.94M ﹤0.01%
16,010
+3,386
+27% +$429K
VIS icon
2455
Vanguard Industrials ETF
VIS
$7.94B
$1.94M ﹤0.01%
9,549
+3,024
+46% +$604K
LMND icon
2456
Lemonade
LMND
$3.66B
$1.93M ﹤0.01%
45,918
+4,142
+10% +$233K
CCF
2457
DELISTED
Chase Corporation
CCF
$1.93M ﹤0.01%
19,425
-2,592
-12% -$265K
BJRI icon
2458
BJ's Restaurants
BJRI
$1.47B
$1.92M ﹤0.01%
55,593
+13,708
+33% +$488K
LRN icon
2459
Stride
LRN
$4.16B
$1.92M ﹤0.01%
57,575
+2,555
+5% +$88.2K
DCPH
2460
DELISTED
Deciphera Pharmaceuticals, Inc. Common Stock
DCPH
$1.92M ﹤0.01%
196,293
+117,807
+150% +$2.22M
SCHX icon
2461
Schwab US Large- Cap ETF
SCHX
$70.3B
$1.92M ﹤0.01%
101,034
+71,556
+243% +$1.32M
HCKT icon
2462
Hackett Group
HCKT
$281M
$1.91M ﹤0.01%
93,095
+1,368
+1% +$28.7K
ANAB icon
2463
AnaptysBio
ANAB
$1.54B
$1.9M ﹤0.01%
54,757
-2,522
-4% -$80K
FIBK icon
2464
First Interstate BancSystem
FIBK
$3.67B
$1.9M ﹤0.01%
46,706
-2,369
-5% -$98.3K
MMP
2465
DELISTED
Magellan Midstream Partners, L.P.
MMP
$1.9M ﹤0.01%
40,912
-17,407
-30% -$822K
CRSP icon
2466
CRISPR Therapeutics
CRSP
$4.69B
$1.9M ﹤0.01%
25,029
+10,840
+76% +$947K
DMC
2467
Del Monte Corp
DMC
$1.42B
$1.89M ﹤0.01%
68,423
-1,417
-2% -$41.8K
INVX
2468
Innovex International
INVX
$1.8B
$1.89M ﹤0.01%
95,919
+14,177
+17% +$312K
SHEN icon
2469
Shenandoah Telecom
SHEN
$678M
$1.89M ﹤0.01%
73,961
+18,248
+33% +$512K
TIMB icon
2470
TIM SA
TIMB
$9.1B
$1.88M ﹤0.01%
161,753
-12,080
-7% -$137K
JXN icon
2471
Jackson Financial
JXN
$8.4B
$1.88M ﹤0.01%
44,973
-68,086
-60% -$2.23M
LIND icon
2472
Lindblad Expeditions
LIND
$1.95B
$1.88M ﹤0.01%
120,570
+3,865
+3% +$61K
CLB icon
2473
Core Laboratories
CLB
$455M
$1.88M ﹤0.01%
84,203
-15,585
-16% -$406K
DHT icon
2474
DHT Holdings
DHT
$2.99B
$1.88M ﹤0.01%
362,050
-43,632
-11% -$261K
EYE icon
2475
National Vision
EYE
$1.76B
$1.88M ﹤0.01%
39,163
-27,787
-42% -$1.49M
97 98
99
100 101

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MCM
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PSUF
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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.