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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
ZUMZ icon
2176
Zumiez
ZUMZ
$330M
$3.06M ﹤0.01%
63,759
+9,636
+18% +$440K
SMP icon
2177
Standard Motor Products
SMP
$902M
$3.05M ﹤0.01%
58,287
+9,047
+18% +$454K
HURN icon
2178
Huron Consulting
HURN
$2.71B
$3.05M ﹤0.01%
61,178
+189
+0.3% +$9.44K
OPI
2179
DELISTED
Office Properties Income Trust
OPI
$3.05M ﹤0.01%
122,796
-15,518
-11% -$399K
VGM icon
2180
Invesco Trust Investment Grade Municipals
VGM
$550M
$3.05M ﹤0.01%
218,271
-86,400
-28% -$1.18M
RDWR icon
2181
Radware
RDWR
$983M
$3.05M ﹤0.01%
73,201
-34
-0% -$1.16K
ELF icon
2182
e.l.f. Beauty
ELF
$4.77B
$3.05M ﹤0.01%
91,737
-1,070
-1% -$33.2K
NBHC icon
2183
National Bank Holdings
NBHC
$1.9B
$3.04M ﹤0.01%
69,191
-124
-0.2% -$5.4K
ATEX icon
2184
Anterix
ATEX
$1.72B
$3.04M ﹤0.01%
51,708
-3,683
-7% -$224K
ANGO icon
2185
AngioDynamics
ANGO
$605M
$3.04M ﹤0.01%
110,115
+1,684
+2% +$46.5K
STFC
2186
DELISTED
State Auto Financial Corp
STFC
$3.03M ﹤0.01%
58,670
+1,198
+2% +$61.6K
IBCP icon
2187
Independent Bank Corp
IBCP
$796M
$3.03M ﹤0.01%
126,912
+65
+0.1% +$1.49K
CMCO icon
2188
Columbus McKinnon
CMCO
$422M
$3.02M ﹤0.01%
65,353
+7,584
+13% +$366K
CLBK icon
2189
Columbia Financial
CLBK
$1.14B
$3.02M ﹤0.01%
144,832
+31,847
+28% +$618K
HSKA
2190
DELISTED
Heska Corp
HSKA
$3.01M ﹤0.01%
16,499
-23,371
-59% -$4.65M
ANDE icon
2191
Andersons Inc
ANDE
$2.39B
$3.01M ﹤0.01%
77,651
+1,665
+2% +$58.4K
UTL icon
2192
Unitil
UTL
$989M
$3M ﹤0.01%
65,241
+255
+0.4% +$11.1K
TR icon
2193
Tootsie Roll Industries
TR
$2.97B
$3M ﹤0.01%
95,974
-4,517
-4% -$131K
DBI icon
2194
Designer Brands
DBI
$315M
$2.99M ﹤0.01%
210,731
+26,894
+15% +$385K
EPD icon
2195
Enterprise Products Partners
EPD
$83.7B
$2.99M ﹤0.01%
136,326
-44,337
-25% -$994K
SAVE
2196
DELISTED
Spirit Airlines, Inc.
SAVE
$2.99M ﹤0.01%
136,994
+35,202
+35% +$818K
HFWA icon
2197
Heritage Financial
HFWA
$1.22B
$2.99M ﹤0.01%
122,408
-23,946
-16% -$591K
NNBR icon
2198
NN Inc
NNBR
$237M
$2.98M ﹤0.01%
727,379
+352,430
+94% +$1.73M
SFL icon
2199
SFL Corp
SFL
$1.61B
$2.98M ﹤0.01%
365,437
+36,417
+11% +$303K
BOX icon
2200
Box
BOX
$4.49B
$2.97M ﹤0.01%
113,377
+16,269
+17% +$419K
86 87
88
89 90

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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.