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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
TSC
2551
DELISTED
TriState Capital Holdings, Inc.
TSC
$1.67M ﹤0.01%
55,324
+3,207
+6% +$90.6K
IRMD icon
2552
iRadimed
IRMD
$1.2B
$1.67M ﹤0.01%
36,212
-15,884
-30% -$641K
AVUV icon
2553
Avantis US Small Cap Value ETF
AVUV
$30.3B
$1.67M ﹤0.01%
20,941
+1,832
+10% +$146K
HPF
2554
John Hancock Preferred Income Fund II
HPF
$340M
$1.67M ﹤0.01%
79,996
-12,471
-13% -$267K
DX
2555
Dynex Capital
DX
$3.18B
$1.67M ﹤0.01%
99,895
-6,447
-6% -$112K
DCO icon
2556
Ducommun
DCO
$2.56B
$1.67M ﹤0.01%
35,628
+831
+2% +$39.7K
QVMT
2557
Invesco S&P 500 Concentrated QVM ETF
QVMT
$128M
$1.66M ﹤0.01%
37,467
-143,270
-79% -$6.22M
MASS icon
2558
908 Devices
MASS
$312M
$1.66M ﹤0.01%
64,178
+50,673
+375% +$1.49M
APG icon
2559
APi Group
APG
$16.7B
$1.66M ﹤0.01%
96,569
+54,776
+131% +$841K
HHR
2560
DELISTED
HeadHunter Group PLC American Depositary Shares
HHR
$1.66M ﹤0.01%
32,478
+1,081
+3% +$58.9K
SCS
2561
DELISTED
Steelcase
SCS
$1.66M ﹤0.01%
141,241
+34,298
+32% +$413K
ALLO icon
2562
Allogene Therapeutics
ALLO
$625M
$1.65M ﹤0.01%
110,844
+68,338
+161% +$1.21M
MLNK
2563
DELISTED
MeridianLink
MLNK
$1.65M ﹤0.01%
+76,617
New +$1.74M
NGVC icon
2564
Vitamin Cottage Natural Grocers
NGVC
$760M
$1.65M ﹤0.01%
115,987
-206
-0.2% -$2.64K
HEFA icon
2565
iShares Currency Hedged MSCI EAFE ETF
HEFA
$7.45B
$1.65M ﹤0.01%
46,722
-557
-1% -$19.7K
FHLC icon
2566
Fidelity MSCI Health Care Index ETF
FHLC
$3.35B
$1.64M ﹤0.01%
23,849
+6,771
+40% +$445K
CD
2567
DELISTED
Chindata Group Holdings Limited American Depositary Shares
CD
$1.63M ﹤0.01%
247,644
+167,030
+207% +$1.43M
AGIO icon
2568
Agios Pharmaceuticals
AGIO
$2.08B
$1.63M ﹤0.01%
49,475
-25,649
-34% -$1.03M
ASPN icon
2569
Aspen Aerogels
ASPN
$339M
$1.62M ﹤0.01%
32,526
-542
-2% -$28.6K
CCNE icon
2570
CNB Financial Corp
CCNE
$1.05B
$1.61M ﹤0.01%
60,854
-19,041
-24% -$499K
QURE icon
2571
uniQure
QURE
$2.78B
$1.61M ﹤0.01%
77,671
+10,685
+16% +$306K
LPG icon
2572
Dorian LPG
LPG
$1.96B
$1.61M ﹤0.01%
126,686
+14,078
+13% +$178K
OSUR icon
2573
OraSure Technologies
OSUR
$273M
$1.61M ﹤0.01%
184,777
-44,871
-20% -$443K
BMTC
2574
DELISTED
Bryn Mawr Bank Corp
BMTC
$1.61M ﹤0.01%
35,676
+1,347
+4% +$63.4K
ANIP icon
2575
ANI Pharmaceuticals
ANIP
$1.86B
$1.6M ﹤0.01%
34,764
+9,398
+37% +$404K
101 102
103
104 105

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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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ACI
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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.