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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
DCI icon
1151
Donaldson
DCI
$10.7B
$14.5M 0.01%
243,985
+675
+0.3% +$40K
SFBS
1152
ServisFirst Bancshares
SFBS
$4.9B
$14.5M 0.01%
170,219
+1,001
+0.6% +$81.6K
ITCI
1153
DELISTED
Intra-Cellular Therapies Inc.
ITCI
$14.4M 0.01%
274,580
+59,385
+28% +$2.49M
PENN icon
1154
PENN Entertainment
PENN
$2.84B
$14.4M 0.01%
276,929
+58,332
+27% +$3.54M
FLOW
1155
DELISTED
SPX FLOW, Inc.
FLOW
$14.3M 0.01%
165,845
-521
-0.3% -$41.9K
FWRD icon
1156
Forward Air
FWRD
$461M
$14.3M 0.01%
118,425
+8,987
+8% +$920K
EPR icon
1157
EPR Properties
EPR
$4.89B
$14.3M 0.01%
301,461
+5,177
+2% +$257K
IJR icon
1158
iShares Core S&P Small-Cap ETF
IJR
$109B
$14.3M 0.01%
124,775
+18,437
+17% +$2.1M
DAY
1159
DELISTED
Dayforce
DAY
$14.3M 0.01%
136,628
-49,066
-26% -$5.63M
BRSL
1160
Brightstar Lottery PLC
BRSL
$1.9B
$14.3M 0.01%
493,500
+114,199
+30% +$3.23M
CYBR
1161
DELISTED
CyberArk
CYBR
$14.2M 0.01%
82,031
+7,791
+10% +$1.37M
CNXC icon
1162
Concentrix
CNXC
$1.62B
$14.2M 0.01%
79,380
+1,144
+1% +$204K
PDCO
1163
DELISTED
Patterson Companies, Inc.
PDCO
$14.2M 0.01%
482,543
+30,374
+7% +$951K
STOR
1164
DELISTED
STORE Capital Corporation
STOR
$14.2M 0.01%
411,448
+23,162
+6% +$786K
CLH icon
1165
Clean Harbors
CLH
$17.2B
$14.2M 0.01%
141,850
-822
-0.6% -$86.6K
SHOO icon
1166
Steven Madden
SHOO
$3.17B
$14.1M 0.01%
302,999
+19,696
+7% +$907K
MED icon
1167
Medifast
MED
$107M
$14.1M 0.01%
67,172
-3,380
-5% -$699K
PLAB icon
1168
Photronics
PLAB
$1.65B
$14.1M 0.01%
745,343
+64,097
+9% +$939K
KEX icon
1169
Kirby Corp
KEX
$7.01B
$14M 0.01%
235,084
+27,437
+13% +$1.53M
ZNGA
1170
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$14M 0.01%
2,182,421
+390,666
+22% +$2.69M
ISBC
1171
DELISTED
Investors Bancorp, Inc.
ISBC
$13.9M 0.01%
914,783
-288
-0% -$4.43K
BCAT icon
1172
BlackRock Capital Allocation Term Trust
BCAT
$1.61B
$13.8M 0.01%
711,830
+292,003
+70% +$5.68M
VIR icon
1173
Vir Biotechnology
VIR
$1.46B
$13.8M 0.01%
330,563
+191,458
+138% +$7.5M
KTF
1174
DWS Municipal Income Trust
KTF
$345M
$13.8M 0.01%
1,169,578
+118,903
+11% +$1.41M
HHH icon
1175
Howard Hughes
HHH
$3.94B
$13.8M 0.01%
142,317
+4,248
+3% +$372K
45 46
47
48 49

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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.