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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
SCU
2976
DELISTED
Sculptor Capital Management, Inc. Class A Common Stock
SCU
$622K ﹤0.01%
29,138
+3,442
+13% +$78.6K
FFWM
2977
DELISTED
First Foundation Inc
FFWM
$621K ﹤0.01%
24,961
+3,702
+17% +$98.6K
VLRS
2978
Controladora Vuela Compania de Aviacion
VLRS
$869M
$621K ﹤0.01%
34,543
+3,637
+12% +$65.2K
CAMT icon
2979
Camtek
CAMT
$5.92B
$620K ﹤0.01%
13,456
+55
+0.4% +$2.34K
ELP
2980
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
$619K ﹤0.01%
137,479
-145,182
-51% -$638K
MGNX icon
2981
MacroGenics
MGNX
$233M
$619K ﹤0.01%
38,552
-43,493
-53% -$819K
PKOH icon
2982
Park-Ohio Holdings
PKOH
$550M
$619K ﹤0.01%
29,231
-1,054
-3% -$23.9K
UEC icon
2983
Uranium Energy
UEC
$4.47B
$615K ﹤0.01%
183,674
+74,674
+69% +$287K
VAW icon
2984
Vanguard Materials ETF
VAW
$3.01B
$615K ﹤0.01%
3,124
+506
+19% +$95.3K
BMA icon
2985
Banco Macro
BMA
$5.81B
$614K ﹤0.01%
43,805
+46
+0.1% +$720
DHS icon
2986
WisdomTree US High Dividend Fund
DHS
$1.58B
$609K ﹤0.01%
7,377
-7,315
-50% -$582K
GLDD
2987
DELISTED
Great Lakes Dredge & Dock
GLDD
$609K ﹤0.01%
38,770
+664
+2% +$10.1K
SNDX icon
2988
Syndax Pharmaceuticals
SNDX
$1.7B
$609K ﹤0.01%
27,826
+1,126
+4% +$20.8K
ATRS
2989
DELISTED
Antares Pharma, Inc.
ATRS
$605K ﹤0.01%
169,579
+22,814
+16% +$79.8K
BYRN icon
2990
Byrna Technologies
BYRN
$98.3M
$603K ﹤0.01%
45,192
+12,549
+38% +$204K
THFF icon
2991
First Financial Corp
THFF
$948M
$603K ﹤0.01%
13,324
+5,612
+73% +$247K
MPAA icon
2992
Motorcar Parts of America
MPAA
$266M
$602K ﹤0.01%
35,240
+13,594
+63% +$255K
CCBG icon
2993
Capital City Bank Group
CCBG
$897M
$601K ﹤0.01%
22,753
+1,626
+8% +$43.9K
MAX icon
2994
MediaAlpha
MAX
$746M
$600K ﹤0.01%
38,836
+3,773
+11% +$62.9K
PHR icon
2995
Phreesia
PHR
$689M
$599K ﹤0.01%
14,388
+1,361
+10% +$80.8K
GLRE icon
2996
Greenlight Captial
GLRE
$579M
$595K ﹤0.01%
75,853
+38,774
+105% +$284K
CIA icon
2997
Citizens
CIA
$248M
$592K ﹤0.01%
111,557
+8,287
+8% +$50.7K
ATOM icon
2998
Atomera
ATOM
$173M
$591K ﹤0.01%
29,383
+1,789
+6% +$42K
XLU icon
2999
State Street Utilities Select Sector SPDR ETF
XLU
$23.1B
$588K ﹤0.01%
16,434
+6,020
+58% +$203K
TDW icon
3000
Tidewater
TDW
$3.63B
$587K ﹤0.01%
54,846
+4,908
+10% +$57.7K
118 119
120
121 122

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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.