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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
PKE icon
2226
Park Aerospace
PKE
$720M
$2.85M ﹤0.01%
215,994
+46,406
+27% +$623K
FBNC icon
2227
First Bancorp
FBNC
$2.61B
$2.84M ﹤0.01%
62,144
+16,472
+36% +$772K
AORT icon
2228
Artivion
AORT
$1.34B
$2.84M ﹤0.01%
139,565
+27,618
+25% +$557K
FTEC icon
2229
Fidelity MSCI Information Technology Index ETF
FTEC
$18.9B
$2.84M ﹤0.01%
20,972
+6,491
+45% +$843K
LOB icon
2230
Live Oak Bancshares
LOB
$1.98B
$2.84M ﹤0.01%
32,499
+15,260
+89% +$1.27M
WOW
2231
DELISTED
WideOpenWest
WOW
$2.83M ﹤0.01%
131,574
-110,236
-46% -$2.2M
ADT icon
2232
ADT
ADT
$5.43B
$2.83M ﹤0.01%
336,376
+31,799
+10% +$271K
BRKL
2233
DELISTED
Brookline Bancorp
BRKL
$2.83M ﹤0.01%
174,672
-14,770
-8% -$235K
CNNE icon
2234
Cannae Holdings
CNNE
$653M
$2.82M ﹤0.01%
80,338
+17,597
+28% +$583K
INSM icon
2235
Insmed
INSM
$22.4B
$2.82M ﹤0.01%
103,642
+3,107
+3% +$88.8K
VHT icon
2236
Vanguard Health Care ETF
VHT
$18.5B
$2.82M ﹤0.01%
10,583
-577
-5% -$147K
OLP
2237
One Liberty Properties
OLP
$542M
$2.81M ﹤0.01%
79,673
-348
-0.4% -$11.5K
VEU icon
2238
Vanguard FTSE All-World ex-US ETF
VEU
$64.8B
$2.81M ﹤0.01%
45,785
+952
+2% +$58.9K
WIA
2239
Western Asset Inflation-Linked Income Fund
WIA
$185M
$2.8M ﹤0.01%
211,055
+12,598
+6% +$175K
RDNT icon
2240
RadNet
RDNT
$4.98B
$2.79M ﹤0.01%
92,810
+29,354
+46% +$865K
TRS icon
2241
TriMas Corp
TRS
$1.41B
$2.79M ﹤0.01%
75,527
+676
+0.9% +$23.3K
WTI icon
2242
W&T Offshore
WTI
$525M
$2.79M ﹤0.01%
865,270
+181,541
+27% +$699K
MSP
2243
DELISTED
Datto Holding Corp.
MSP
$2.79M ﹤0.01%
105,906
+33,406
+46% +$812K
WLL
2244
DELISTED
Whiting Petroleum Corporation
WLL
$2.79M ﹤0.01%
43,150
+17,427
+68% +$1.14M
USMV icon
2245
iShares MSCI USA Min Vol Factor ETF
USMV
$23.6B
$2.79M ﹤0.01%
34,490
+5,121
+17% +$397K
AUB icon
2246
Atlantic Union Bankshares
AUB
$6.05B
$2.77M ﹤0.01%
74,312
+2,806
+4% +$102K
KRYS icon
2247
Krystal Biotech
KRYS
$10.7B
$2.76M ﹤0.01%
39,447
+33,525
+566% +$1.95M
TALO icon
2248
Talos Energy
TALO
$2.38B
$2.75M ﹤0.01%
280,517
-9,284
-3% -$106K
NMAI icon
2249
Nuveen Multi-Asset Income Fund
NMAI
$456M
$2.75M ﹤0.01%
+147,188
New +$2.68M
AGYS icon
2250
Agilysys
AGYS
$3.21B
$2.74M ﹤0.01%
61,579
-7,985
-11% -$379K
88 89
90
91 92

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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.