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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
TEAF
2876
DELISTED
Ecofin Sustainable & Social Impact Term Fund
TEAF
$794K ﹤0.01%
54,253
+42
+0.1% +$610
FUBO icon
2877
FuboTV Inc
FUBO
$260M
$793K ﹤0.01%
4,260
-908
-18% -$255K
AMTB icon
2878
Amerant Bancorp
AMTB
$1.16B
$792K ﹤0.01%
+22,911
New +$674K
ASO icon
2879
Academy Sports + Outdoors
ASO
$3.04B
$790K ﹤0.01%
17,992
-39,145
-69% -$1.7M
DM
2880
DELISTED
Desktop Metal, Inc.
DM
$788K ﹤0.01%
15,922
+10,811
+212% +$728K
THR
2881
DELISTED
Thermon Group Holdings
THR
$787K ﹤0.01%
46,481
+3,135
+7% +$54.8K
AHCO icon
2882
AdaptHealth
AHCO
$1.47B
$786K ﹤0.01%
32,116
-608
-2% -$14.3K
UTMD icon
2883
Utah Medical Products
UTMD
$226M
$785K ﹤0.01%
7,849
-7
-0.1% -$714
FNKO icon
2884
Funko
FNKO
$346M
$783K ﹤0.01%
41,668
-109,383
-72% -$1.94M
RCKT icon
2885
Rocket Pharmaceuticals
RCKT
$343M
$782K ﹤0.01%
35,821
-13,913
-28% -$380K
TPC
2886
Tutor Perini Cor
TPC
$4.03B
$777K ﹤0.01%
62,812
-1,845
-3% -$24.7K
MXCT icon
2887
MaxCyte
MXCT
$108M
$775K ﹤0.01%
76,056
+25,653
+51% +$275K
PTGX icon
2888
Protagonist Therapeutics
PTGX
$8.55B
$775K ﹤0.01%
22,651
+2,217
+11% +$70.1K
FLIC
2889
DELISTED
First of Long Island Corp
FLIC
$774K ﹤0.01%
35,848
-379
-1% -$8.04K
ARKO icon
2890
ARKO Corp
ARKO
$868M
$773K ﹤0.01%
88,116
+57,259
+186% +$549K
NPK icon
2891
National Presto Industries
NPK
$870M
$767K ﹤0.01%
9,353
+291
+3% +$24.4K
SPRU icon
2892
Spruce Power Holding Corp
SPRU
$36.6M
$764K ﹤0.01%
28,838
-14,931
-34% -$577K
WARR.U
2893
DELISTED
Warrior Technologies Acquisition Company Units,eachconsistingofoneshare ofClassAcommonstockandone-halfofone warrant
WARR.U
$764K ﹤0.01%
75,730
-570
-0.7% -$5.74K
FBRT
2894
Franklin BSP Realty Trust
FBRT
$580M
$763K ﹤0.01%
+51,066
New +$825K
MCHI icon
2895
iShares MSCI China ETF
MCHI
$6.23B
$763K ﹤0.01%
+12,163
New +$817K
XP icon
2896
XP
XP
$8.43B
$761K ﹤0.01%
26,486
+10,054
+61% +$327K
MLR icon
2897
Miller Industries
MLR
$577M
$760K ﹤0.01%
22,741
-12,045
-35% -$416K
IHC
2898
DELISTED
Independence Holding Company
IHC
$760K ﹤0.01%
13,415
+402
+3% +$21.4K
BRBR icon
2899
BellRing Brands
BRBR
$1.55B
$756K ﹤0.01%
26,490
+1,203
+5% +$31.4K
LOCO icon
2900
El Pollo Loco
LOCO
$503M
$754K ﹤0.01%
53,165
-3,470
-6% -$50.8K
114 115
116
117 118

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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.