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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
AQN icon
2326
Algonquin Power & Utilities
AQN
$4.59B
$2.42M ﹤0.01%
167,521
+11,207
+7% +$160K
BRFS
2327
DELISTED
BRF SA
BRFS
$2.42M ﹤0.01%
591,808
-53,147
-8% -$217K
XRN
2328
Chiron Real Estate Inc
XRN
$535M
$2.42M ﹤0.01%
27,214
+2,273
+9% +$187K
FLWS icon
2329
1-800-Flowers.com
FLWS
$252M
$2.41M ﹤0.01%
103,181
-2,729
-3% -$79.3K
SONO icon
2330
Sonos
SONO
$2.09B
$2.4M ﹤0.01%
80,606
-20,282
-20% -$645K
FSV icon
2331
FirstService
FSV
$6.55B
$2.4M ﹤0.01%
12,220
-13
-0.1% -$2.51K
MFM
2332
Aberdeen Municipal Income Fund
MFM
$221M
$2.4M ﹤0.01%
342,935
+39,490
+13% +$275K
DNOW icon
2333
DNOW Inc
DNOW
$2.44B
$2.39M ﹤0.01%
279,653
+120,481
+76% +$1.04M
SPCE icon
2334
Virgin Galactic
SPCE
$315M
$2.39M ﹤0.01%
8,916
-571
-6% -$206K
NTGR icon
2335
NETGEAR
NTGR
$612M
$2.37M ﹤0.01%
81,262
+7,525
+10% +$224K
OSH
2336
DELISTED
Oak Street Health, Inc.
OSH
$2.37M ﹤0.01%
71,613
+53,215
+289% +$2.01M
PI icon
2337
Impinj
PI
$4.24B
$2.36M ﹤0.01%
26,631
+16,406
+160% +$1.19M
JRVR icon
2338
James River Group Holdings
JRVR
$219M
$2.36M ﹤0.01%
81,940
-35,146
-30% -$1.09M
CAC icon
2339
Camden National
CAC
$988M
$2.35M ﹤0.01%
48,837
+193
+0.4% +$9.27K
SBOW
2340
DELISTED
SilverBow Resources, Inc.
SBOW
$2.35M ﹤0.01%
107,952
+64,266
+147% +$1.69M
BXC icon
2341
BlueLinx
BXC
$430M
$2.35M ﹤0.01%
24,494
+15,824
+183% +$1.07M
TRST
2342
Trustco Bank Corp NY
TRST
$953M
$2.35M ﹤0.01%
70,414
+4,106
+6% +$136K
KTOS icon
2343
Kratos Defense & Security Solutions
KTOS
$8.23B
$2.34M ﹤0.01%
120,847
+1,640
+1% +$34.6K
MSBI icon
2344
Midland States Bancorp
MSBI
$697M
$2.34M ﹤0.01%
94,351
+4,010
+4% +$101K
IIIN icon
2345
Insteel Industries
IIIN
$592M
$2.33M ﹤0.01%
58,627
+24,963
+74% +$1.01M
CDE icon
2346
Coeur Mining
CDE
$15.1B
$2.33M ﹤0.01%
462,980
-71,718
-13% -$431K
MRVI icon
2347
Maravai LifeSciences
MRVI
$972M
$2.33M ﹤0.01%
55,676
-15,265
-22% -$618K
APEN
2348
DELISTED
Apollo Endosurgery, Inc.
APEN
$2.32M ﹤0.01%
275,726
-18,188
-6% -$159K
MBIN icon
2349
Merchants Bancorp
MBIN
$2.49B
$2.32M ﹤0.01%
73,628
-3,247
-4% -$97.5K
KRNY icon
2350
Kearny Financial
KRNY
$604M
$2.32M ﹤0.01%
174,897
+54,100
+45% +$711K
92 93
94
95 96

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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.