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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
VONG icon
3076
Vanguard Russell 1000 Growth ETF
VONG
$41.6B
$490K ﹤0.01%
6,242
+204
+3% +$15.6K
BNTX icon
3077
BioNTech
BNTX
$23.6B
$489K ﹤0.01%
1,895
+709
+60% +$194K
PNNT
3078
Pennant Park Investment Corp
PNNT
$222M
$489K ﹤0.01%
70,604
– –
SBSW icon
3079
Sibanye-Stillwater
SBSW
$6.01B
$489K ﹤0.01%
39,000
-1,346
-3% -$18.1K
BYSI icon
3080
BeyondSpring
BYSI
$48.1M
$488K ﹤0.01%
107,683
+3,667
+4% +$41.4K
HEDJ icon
3081
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.82B
$488K ﹤0.01%
12,188
-1,904
-14% -$75K
PRTS icon
3082
CarParts.com
PRTS
$42.8M
$488K ﹤0.01%
4,360
-217
-5% -$29.9K
ARCT icon
3083
Arcturus Therapeutics
ARCT
$161M
$486K ﹤0.01%
13,135
-11,640
-47% -$474K
RJET
3084
Republic Airways Holdings
RJET
$846M
$486K ﹤0.01%
5,790
-1,559
-21% -$170K
BYM
3085
DELISTED
BlackRock Municipal Income Quality Trust
BYM
$484K ﹤0.01%
30,990
-72,677
-70% -$1.12M
CLSK icon
3086
CleanSpark
CLSK
$3.23B
$483K ﹤0.01%
50,689
+7,755
+18% +$124K
KE
3087
Kimball Electronics
KE
$563M
$481K ﹤0.01%
22,095
-583
-3% -$14.6K
CCRD
3088
DELISTED
CoreCard
CCRD
$480K ﹤0.01%
12,371
+4,298
+53% +$179K
GABC icon
3089
German American Bancorp
GABC
$1.92B
$479K ﹤0.01%
12,298
-647
-5% -$25.9K
CTRN icon
3090
Citi Trends
CTRN
$549M
$478K ﹤0.01%
5,048
-99
-2% -$7.9K
TELL
3091
DELISTED
Tellurian Inc.
TELL
$477K ﹤0.01%
154,854
+17,368
+13% +$61.7K
EVC icon
3092
Entravision Communication
EVC
$1.03B
$475K ﹤0.01%
70,089
-137
-0.2% -$1.04K
PAM icon
3093
Pampa Energía
PAM
$4.52B
$474K ﹤0.01%
22,468
– –
CMRC
3094
Commerce.com Inc Series 1
CMRC
$267M
$473K ﹤0.01%
13,363
-2,859
-18% -$135K
SONX
3095
DELISTED
Sonendo, Inc.
SONX
$473K ﹤0.01%
+82,086
New +$739K
MCFE
3096
DELISTED
McAfee Corp. Class A Common Stock
MCFE
$473K ﹤0.01%
18,356
-8,594
-32% -$207K
DV icon
3097
DoubleVerify
DV
$1.76B
$472K ﹤0.01%
14,185
-9,286
-40% -$310K
MGK icon
3098
Vanguard Mega Cap Growth ETF
MGK
$31.6B
$472K ﹤0.01%
+9,050
New +$458K
VOE icon
3099
Vanguard Mid-Cap Value ETF
VOE
$24B
$470K ﹤0.01%
3,128
+62
+2% +$9.1K
HBMD
3100
DELISTED
Howard Bancorp, Inc. Common Stock
HBMD
$470K ﹤0.01%
21,551
+4,076
+23% +$87.2K
122 123
124
125 126

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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.