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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
DNLI icon
2626
Denali Therapeutics
DNLI
$3.79B
$1.45M ﹤0.01%
32,444
-554
-2% -$26.2K
HNGR
2627
DELISTED
Hanger Inc.
HNGR
$1.45M ﹤0.01%
79,805
+14,128
+22% +$263K
FNCL icon
2628
Fidelity MSCI Financials Index ETF
FNCL
$2.37B
$1.44M ﹤0.01%
25,721
+6,238
+32% +$352K
FHTX icon
2629
Foghorn Therapeutics
FHTX
$278M
$1.43M ﹤0.01%
+62,663
New +$901K
FROG icon
2630
JFrog
FROG
$8.88B
$1.43M ﹤0.01%
48,228
+6,881
+17% +$227K
DFAE icon
2631
Dimensional Emerging Core Equity Market ETF
DFAE
$8.91B
$1.42M ﹤0.01%
51,946
+4,859
+10% +$133K
EMLP icon
2632
First Trust North American Energy Infrastructure Fund
EMLP
$4.1B
$1.41M ﹤0.01%
56,444
-23,243
-29% -$574K
WTTR icon
2633
Select Water Solutions
WTTR
$2.22B
$1.41M ﹤0.01%
225,832
-7,977
-3% -$49.6K
MGRC icon
2634
McGrath RentCorp
MGRC
$2.87B
$1.41M ﹤0.01%
17,503
-1,947
-10% -$150K
GOEV
2635
DELISTED
Canoo Inc. Class A Common Stock
GOEV
$1.4M ﹤0.01%
395
+196
+98% +$783K
CARE icon
2636
Carter Bankshares
CARE
$765M
$1.4M ﹤0.01%
90,990
-1,071
-1% -$16.1K
ICPT
2637
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$1.4M ﹤0.01%
85,868
+56,507
+192% +$953K
TRTX
2638
TPG RE Finance Trust
TRTX
$635M
$1.39M ﹤0.01%
113,112
+1,833
+2% +$23.3K
DIDI
2639
DELISTED
DiDi Global Inc. American depositary shares, each four representing one Class A ordinary share
DIDI
$1.39M ﹤0.01%
279,630
+89,046
+47% +$676K
EZPW icon
2640
Ezcorp Inc
EZPW
$1.79B
$1.39M ﹤0.01%
188,470
+8,380
+5% +$63.6K
TITN icon
2641
Titan Machinery
TITN
$420M
$1.39M ﹤0.01%
41,201
+6,515
+19% +$202K
HDSN
2642
Hudson Technologies
HDSN
$246M
$1.39M ﹤0.01%
312,076
-858
-0.3% -$3.33K
VTOL icon
2643
Bristow Group
VTOL
$1.33B
$1.39M ﹤0.01%
43,749
+1,927
+5% +$64.9K
VERI icon
2644
Veritone
VERI
$92.9M
$1.39M ﹤0.01%
61,618
-2,824
-4% -$72.5K
VGI
2645
Virtus Global Multi-Sector Income Fund
VGI
$81.7M
$1.38M ﹤0.01%
123,986
+1,971
+2% +$23K
KYNB
2646
Kyntra Bio
KYNB
$27.4M
$1.38M ﹤0.01%
3,923
+1,430
+57% +$445K
EVER icon
2647
EverQuote
EVER
$949M
$1.38M ﹤0.01%
88,080
+64,611
+275% +$986K
IQ icon
2648
iQIYI
IQ
$1.19B
$1.37M ﹤0.01%
301,239
+112,548
+60% +$797K
RKT icon
2649
Rocket Companies
RKT
$38.8B
$1.37M ﹤0.01%
97,845
-910
-0.9% -$14.5K
RBCAA icon
2650
Republic Bancorp
RBCAA
$1.96B
$1.37M ﹤0.01%
26,894
-7,818
-23% -$417K
104 105
106
107 108

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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.