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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
FISI icon
2251
Financial Institutions
FISI
$812M
$2.74M ﹤0.01%
86,042
-343
-0.4% -$11K
SAFE
2252
DELISTED
Safehold Inc.
SAFE
$2.74M ﹤0.01%
34,264
-15,780
-32% -$1.16M
IGIB icon
2253
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
$2.73M ﹤0.01%
46,130
– –
SID icon
2254
Companhia Siderúrgica Nacional
SID
$1.37B
$2.73M ﹤0.01%
615,738
+397,499
+182% +$1.73M
ACH
2255
DELISTED
Alum Corp of China Ltd
ACH
$2.73M ﹤0.01%
199,118
-260
-0.1% -$3.84K
LGTY
2256
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
$2.73M ﹤0.01%
104,253
+2,768
+3% +$73.6K
RILY icon
2257
BRC Group Holdings
RILY
$264M
$2.72M ﹤0.01%
30,601
+17,734
+138% +$1.3M
CLFD icon
2258
Clearfield
CLFD
$401M
$2.72M ﹤0.01%
32,199
+23,840
+285% +$1.5M
TVTY
2259
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$2.71M ﹤0.01%
102,663
+15,397
+18% +$392K
HVT icon
2260
Haverty Furniture Companies
HVT
$418M
$2.71M ﹤0.01%
88,668
-29,915
-25% -$965K
SNEX icon
2261
StoneX
SNEX
$8.72B
$2.7M ﹤0.01%
223,342
-5,306
-2% -$69.5K
TGI
2262
DELISTED
Triumph Group
TGI
$2.7M ﹤0.01%
145,820
+5,071
+4% +$99K
MGP
2263
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
$2.7M ﹤0.01%
66,067
-15,230
-19% -$595K
ARTNA icon
2264
Artesian Resources
ARTNA
$360M
$2.7M ﹤0.01%
58,229
+1,294
+2% +$54.4K
MBUU icon
2265
Malibu Boats
MBUU
$548M
$2.7M ﹤0.01%
39,230
+17
+0% +$1.19K
KREF
2266
KKR Real Estate Finance Trust
KREF
$466M
$2.69M ﹤0.01%
128,977
+14,154
+12% +$305K
HTBK
2267
DELISTED
Heritage Commerce
HTBK
$2.69M ﹤0.01%
224,949
-797
-0.4% -$9.31K
IYT icon
2268
iShares US Transportation ETF
IYT
$2.28B
$2.68M ﹤0.01%
38,836
-12,484
-24% -$834K
GFL icon
2269
GFL Environmental
GFL
$14.5B
$2.68M ﹤0.01%
70,719
+46,179
+188% +$1.8M
HCSG icon
2270
Healthcare Services Group
HCSG
$1.61B
$2.67M ﹤0.01%
150,219
+40,625
+37% +$790K
AVID
2271
DELISTED
Avid Technology Inc
AVID
$2.67M ﹤0.01%
81,910
+14,571
+22% +$454K
MPLX icon
2272
MPLX
MPLX
$58.6B
$2.66M ﹤0.01%
89,874
-41,146
-31% -$1.23M
REYN icon
2273
Reynolds Consumer Products
REYN
$5.42B
$2.66M ﹤0.01%
84,697
+19,856
+31% +$578K
AMSF icon
2274
AMERISAFE
AMSF
$562M
$2.64M ﹤0.01%
49,019
-18,134
-27% -$1.01M
CNDT icon
2275
Conduent
CNDT
$253M
$2.62M ﹤0.01%
489,864
-174,633
-26% -$1.04M
89 90
91
92 93

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MCM
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PSUF
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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.