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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
MAV
3026
DELISTED
Pioneer Municipal High Income Advantage Fund
MAV
$563K ﹤0.01%
48,750
-4,012
-8% -$47K
INSE icon
3027
Inspired Entertainment
INSE
$185M
$562K ﹤0.01%
43,346
– –
KNBE
3028
DELISTED
KnowBe4, Inc. Class A Common Stock
KNBE
$553K ﹤0.01%
+24,090
New +$565K
NRC icon
3029
NRC Health Common Stock
NRC
$418M
$552K ﹤0.01%
13,289
-370
-3% -$16.1K
OPBK icon
3030
OP Bancorp
OPBK
$236M
$551K ﹤0.01%
43,171
-622
-1% -$7.51K
PCB icon
3031
PCB Bancorp
PCB
$393M
$550K ﹤0.01%
25,063
-509
-2% -$11K
MHD icon
3032
BlackRock MuniHoldings Fund
MHD
$604M
$549K ﹤0.01%
32,748
-9,166
-22% -$152K
ERAS icon
3033
Erasca
ERAS
$6.31B
$547K ﹤0.01%
+35,120
New +$601K
MX icon
3034
Magnachip Semiconductor
MX
$114M
$547K ﹤0.01%
26,100
-3,251
-11% -$60.1K
PSN icon
3035
Parsons
PSN
$4.19B
$547K ﹤0.01%
16,270
-380
-2% -$13.2K
NMFC icon
3036
New Mountain Finance
NMFC
$661M
$546K ﹤0.01%
39,866
– –
HYLN icon
3037
Hyliion Holdings
HYLN
$594M
$545K ﹤0.01%
87,973
+11,303
+15% +$80.8K
REVG
3038
DELISTED
REV Group
REVG
$544K ﹤0.01%
38,439
-34,883
-48% -$551K
BGSX.U
3039
DELISTED
Build Acquisition Corp. Units, each consisting of one share of Class A common stock and one-third of one redeemable warrant
BGSX.U
$544K ﹤0.01%
55,129
+260
+0.5% +$2.59K
RSI icon
3040
Rush Street Interactive
RSI
$3.22B
$543K ﹤0.01%
32,902
-2,058
-6% -$38.8K
GWRS icon
3041
Global Water Resources
GWRS
$216M
$542K ﹤0.01%
31,721
+1,147
+4% +$20.8K
LSPD icon
3042
Lightspeed Commerce
LSPD
$1.45B
$540K ﹤0.01%
13,367
+3,953
+42% +$270K
SUB icon
3043
iShares Short-Term National Muni Bond ETF
SUB
$11.3B
$540K ﹤0.01%
5,031
+492
+11% +$52.8K
GDX icon
3044
VanEck Gold Miners ETF
GDX
$23B
$539K ﹤0.01%
+16,843
New +$538K
BRMK
3045
DELISTED
Broadmark Realty Capital Inc. Common Stock
BRMK
$537K ﹤0.01%
56,988
-14,150
-20% -$139K
BTG icon
3046
B2Gold
BTG
$5.09B
$535K ﹤0.01%
136,035
-1,415,295
-91% -$5.68M
ADV icon
3047
Advantage Solutions
ADV
$585M
$532K ﹤0.01%
2,655
+2,220
+510% +$456K
GHL
3048
DELISTED
Greenhill & Co., Inc.
GHL
$532K ﹤0.01%
29,652
+7,493
+34% +$129K
BCOV
3049
DELISTED
Brightcove, Inc.
BCOV
$528K ﹤0.01%
51,667
+17,116
+50% +$180K
DLTH icon
3050
Duluth Holdings
DLTH
$157M
$526K ﹤0.01%
34,669
+12,788
+58% +$193K
120 121
122
123 124

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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.