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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
BSV icon
2851
Vanguard Short-Term Bond ETF
BSV
$44.7B
$845K ﹤0.01%
+10,458
New +$851K
LEO
2852
BNY Mellon Strategic Municipals
LEO
$386M
$845K ﹤0.01%
+99,761
New +$845K
DCP
2853
DELISTED
DCP Midstream, LP
DCP
$843K ﹤0.01%
30,693
-11,542
-27% -$335K
TCX icon
2854
Tucows
TCX
$104M
$841K ﹤0.01%
10,034
+1,732
+21% +$145K
MTLS
2855
Materialise
MTLS
$366M
$839K ﹤0.01%
35,158
-451
-1% -$10.5K
SPYG icon
2856
State Street SPDR Portfolio S&P 500 Growth ETF
SPYG
$49.4B
$838K ﹤0.01%
+11,562
New +$807K
AVXL icon
2857
Anavex Life Sciences
AVXL
$231M
$834K ﹤0.01%
48,121
+7,407
+18% +$141K
OPY icon
2858
Oppenheimer Holdings
OPY
$1.18B
$831K ﹤0.01%
17,921
-17
-0.1% -$838
OM icon
2859
Outset Medical
OM
$86.4M
$829K ﹤0.01%
1,200
-169
-12% -$125K
BCEL
2860
DELISTED
Atreca, Inc. Class A Common Stock
BCEL
$828K ﹤0.01%
273,194
-72,196
-21% -$337K
MOFG
2861
DELISTED
MidWestOne Financial Group
MOFG
$825K ﹤0.01%
25,500
-15,626
-38% -$500K
FLNA
2862
Filana Therapeutics
FLNA
$42M
$824K ﹤0.01%
18,858
+3,616
+24% +$190K
TBPH icon
2863
Theravance Biopharma
TBPH
$873M
$824K ﹤0.01%
74,606
+29,278
+65% +$255K
GRTS
2864
DELISTED
Gritstone bio, Inc. Common Stock
GRTS
$818K ﹤0.01%
63,599
+13,779
+28% +$153K
RBBN icon
2865
Ribbon Communications
RBBN
$386M
$816K ﹤0.01%
134,810
+405
+0.3% +$2.4K
FDMT icon
2866
4D Molecular Therapeutics
FDMT
$502M
$811K ﹤0.01%
36,950
-5,582
-13% -$137K
CBAY
2867
DELISTED
Cymabay Therapeutics
CBAY
$808K ﹤0.01%
239,015
+2,258
+1% +$8.57K
CMBM
2868
DELISTED
Cambium Networks
CMBM
$804K ﹤0.01%
31,383
-9,747
-24% -$282K
BWFG icon
2869
Bankwell Financial Group
BWFG
$543M
$803K ﹤0.01%
+24,457
New +$756K
SPEM icon
2870
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$16.7B
$802K ﹤0.01%
19,325
-341,507
-95% -$14.6M
OLO
2871
DELISTED
Olo Inc
OLO
$801K ﹤0.01%
+38,495
New +$1M
TPB icon
2872
Turning Point Brands
TPB
$1.48B
$798K ﹤0.01%
21,120
+11,225
+113% +$456K
NSSC icon
2873
Napco Security Technologies
NSSC
$1.3B
$797K ﹤0.01%
+31,888
New +$752K
VIST icon
2874
Vista Energy
VIST
$7.35B
$797K ﹤0.01%
149,523
– –
RBB icon
2875
RBB Bancorp
RBB
$448M
$794K ﹤0.01%
30,287
+17,067
+129% +$436K
113 114
115
116 117

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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.