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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
CWH icon
2276
Camping World
CWH
$384M
$2.61M ﹤0.01%
64,522
-2,899
-4% -$117K
CYRX icon
2277
CryoPort
CYRX
$753M
$2.61M ﹤0.01%
44,067
+674
+2% +$46.6K
TLYS icon
2278
Tilly's
TLYS
$114M
$2.6M ﹤0.01%
161,579
+14,155
+10% +$213K
MBB icon
2279
iShares MBS ETF
MBB
$39.1B
$2.59M ﹤0.01%
24,127
-2,051
-8% -$221K
MARA icon
2280
Marathon Digital Holdings
MARA
$3.83B
$2.58M ﹤0.01%
78,674
+6,507
+9% +$311K
CMP icon
2281
Compass Minerals
CMP
$1.23B
$2.58M ﹤0.01%
50,594
-8,084
-14% -$493K
ARR
2282
Armour Residential REIT
ARR
$2.32B
$2.58M ﹤0.01%
52,556
+6,990
+15% +$362K
ALKS icon
2283
Alkermes
ALKS
$8.11B
$2.58M ﹤0.01%
110,741
-128,711
-54% -$3.38M
NHC icon
2284
National Healthcare
NHC
$3.57B
$2.58M ﹤0.01%
37,912
-1,316
-3% -$91.1K
SYBT icon
2285
Stock Yards Bancorp
SYBT
$2.6B
$2.57M ﹤0.01%
40,289
+1,128
+3% +$70.9K
AMJ
2286
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$2.57M ﹤0.01%
144,531
+748
+0.5% +$13.8K
PLOW icon
2287
Douglas Dynamics
PLOW
$992M
$2.57M ﹤0.01%
65,800
+8,773
+15% +$354K
MATV icon
2288
Mativ Holdings
MATV
$479M
$2.56M ﹤0.01%
85,700
+3,694
+5% +$122K
PNTG icon
2289
Pennant Group
PNTG
$1.43B
$2.56M ﹤0.01%
110,977
+11,454
+12% +$265K
HCI icon
2290
HCI Group
HCI
$2.34B
$2.56M ﹤0.01%
30,627
-1,466
-5% -$171K
ATRC icon
2291
AtriCure
ATRC
$2.08B
$2.56M ﹤0.01%
36,778
+1,318
+4% +$95.8K
AROW icon
2292
Arrow Financial
AROW
$662M
$2.56M ﹤0.01%
76,935
+3,815
+5% +$129K
GRBK icon
2293
Green Brick Partners
GRBK
$3.09B
$2.56M ﹤0.01%
84,247
+31,958
+61% +$839K
ECOM
2294
DELISTED
CHANNELADVISOR CORPORATION
ECOM
$2.55M ﹤0.01%
103,317
-1,911
-2% -$49K
TIP icon
2295
iShares TIPS Bond ETF
TIP
$14.5B
$2.54M ﹤0.01%
19,680
+15,638
+387% +$2.02M
SHYF
2296
DELISTED
The Shyft Group
SHYF
$2.54M ﹤0.01%
51,732
-20,023
-28% -$916K
TBBK icon
2297
The Bancorp
TBBK
$2.81B
$2.54M ﹤0.01%
100,377
+3,744
+4% +$108K
OIS icon
2298
Oil States International
OIS
$466M
$2.54M ﹤0.01%
510,621
-105,583
-17% -$621K
OFIX icon
2299
Orthofix Medical
OFIX
$492M
$2.53M ﹤0.01%
81,502
+12,363
+18% +$413K
PACB icon
2300
Pacific Biosciences
PACB
$435M
$2.53M ﹤0.01%
123,741
-2,417
-2% -$58.3K
90 91
92
93 94

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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.