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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
VCYT icon
2151
Veracyte
VCYT
$4.45B
$3.21M ﹤0.01%
77,929
+8,513
+12% +$376K
ASTH icon
2152
Astrana Health
ASTH
$1.81B
$3.2M ﹤0.01%
43,535
+6,756
+18% +$555K
CDNA icon
2153
CareDx
CDNA
$1.83B
$3.2M ﹤0.01%
70,319
-8,237
-10% -$430K
CG icon
2154
Carlyle Group
CG
$16.1B
$3.2M ﹤0.01%
58,240
+17,059
+41% +$929K
NNI icon
2155
Nelnet
NNI
$4.96B
$3.2M ﹤0.01%
32,723
+15,162
+86% +$1.34M
MMI icon
2156
Marcus & Millichap
MMI
$1.2B
$3.18M ﹤0.01%
61,863
+2,881
+5% +$134K
TAL icon
2157
TAL Education Group
TAL
$6.04B
$3.18M ﹤0.01%
808,616
+344,962
+74% +$1.56M
FSLY icon
2158
Fastly Inc
FSLY
$3.24B
$3.18M ﹤0.01%
89,631
-22,368
-20% -$972K
INGN icon
2159
Inogen
INGN
$174M
$3.18M ﹤0.01%
93,442
+29,349
+46% +$1.07M
DLX icon
2160
Deluxe
DLX
$1.25B
$3.17M ﹤0.01%
98,743
+13,586
+16% +$479K
AMWD
2161
DELISTED
American Woodmark
AMWD
$3.15M ﹤0.01%
48,324
+6,096
+14% +$413K
AZEK
2162
DELISTED
The AZEK Co
AZEK
$3.15M ﹤0.01%
68,026
+25,871
+61% +$1.03M
HCC icon
2163
Warrior Met Coal
HCC
$4.17B
$3.14M ﹤0.01%
122,250
+2,631
+2% +$63.3K
CEVA icon
2164
CEVA Inc
CEVA
$831M
$3.14M ﹤0.01%
72,642
-2,564
-3% -$114K
CNR
2165
Core Natural Resources Inc
CNR
$3.93B
$3.13M ﹤0.01%
137,952
-378
-0.3% -$9.8K
DCOM icon
2166
Dime Commercial Bancshares
DCOM
$1.79B
$3.13M ﹤0.01%
88,886
+3,393
+4% +$119K
IVH
2167
DELISTED
Delaware Ivy High Income Opportunities Fund
IVH
$3.1M ﹤0.01%
222,848
+143,341
+180% +$2M
EEMA icon
2168
iShares MSCI Emerging Markets Asia ETF
EEMA
$800M
$3.09M ﹤0.01%
37,719
-29,052
-44% -$2.46M
ARVN icon
2169
Arvinas
ARVN
$530M
$3.09M ﹤0.01%
37,617
-16,278
-30% -$1.32M
KCCA icon
2170
KraneShares California Carbon Allowance Strategy ETF
KCCA
$113M
$3.09M ﹤0.01%
+109,300
New +$2.95M
CAL icon
2171
Caleres
CAL
$432M
$3.09M ﹤0.01%
136,057
-10,197
-7% -$243K
PETS icon
2172
PetMed Express
PETS
$42.3M
$3.08M ﹤0.01%
122,027
+12,620
+12% +$349K
BY icon
2173
Byline Bancorp
BY
$1.78B
$3.08M ﹤0.01%
112,526
+17,542
+18% +$463K
GSHD icon
2174
Goosehead Insurance
GSHD
$2.51B
$3.07M ﹤0.01%
23,624
-5,772
-20% -$828K
RUTH
2175
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
$3.06M ﹤0.01%
153,844
+278
+0.2% +$5.33K
85 86
87
88 89

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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.