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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
FORG
3101
DELISTED
ForgeRock, Inc.
FORG
$469K ﹤0.01%
17,573
+7,231
+70% +$209K
LSAK icon
3102
Lesaka Technologies
LSAK
$384M
$468K ﹤0.01%
87,900
-732
-0.8% -$3.77K
SRNE
3103
DELISTED
Sorrento Therapeutics, Inc.
SRNE
$466K ﹤0.01%
100,274
-1,642
-2% -$10.2K
AFYA icon
3104
Afya
AFYA
$1.35B
$465K ﹤0.01%
29,614
-6,980
-19% -$112K
TSAT icon
3105
Telesat
TSAT
$523M
$465K ﹤0.01%
+16,217
New +$508K
GEVO icon
3106
Gevo
GEVO
$358M
$462K ﹤0.01%
107,834
+68,414
+174% +$419K
VYM icon
3107
Vanguard High Dividend Yield ETF
VYM
$80.8B
$462K ﹤0.01%
4,121
+165
+4% +$18K
ARQT icon
3108
Arcutis Biotherapeutics
ARQT
$3.49B
$461K ﹤0.01%
+22,204
New +$442K
RETA
3109
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
$460K ﹤0.01%
17,462
-34,726
-67% -$2.69M
IUSG icon
3110
iShares Core S&P US Growth ETF
IUSG
$30.4B
$458K ﹤0.01%
3,960
+52
+1% +$5.8K
DADA
3111
DELISTED
Dada Nexus
DADA
$452K ﹤0.01%
34,316
-9,106
-21% -$176K
RIGL icon
3112
Rigel Pharmaceuticals
RIGL
$722M
$451K ﹤0.01%
17,018
-5,592
-25% -$169K
AMRS
3113
DELISTED
Amyris Inc.
AMRS
$448K ﹤0.01%
82,731
-13,311
-14% -$124K
LMNR icon
3114
Limoneira
LMNR
$244M
$446K ﹤0.01%
29,766
+13,330
+81% +$209K
MTW icon
3115
Manitowoc
MTW
$491M
$443K ﹤0.01%
23,806
-1,208
-5% -$24.5K
TIGO icon
3116
Millicom
TIGO
$15.8B
$443K ﹤0.01%
15,559
-9
-0.1% -$298
ONTF
3117
DELISTED
ON24
ONTF
$442K ﹤0.01%
+25,489
New +$455K
SPYM
3118
State Street SPDR Portfolio S&P 500 ETF
SPYM
$157B
$442K ﹤0.01%
7,914
+2,255
+40% +$122K
RPG icon
3119
Invesco S&P 500 Pure Growth ETF
RPG
$1.9B
$440K ﹤0.01%
10,435
– –
BMRC icon
3120
Bank of Marin Bancorp
BMRC
$461M
$439K ﹤0.01%
11,797
-703
-6% -$26.3K
TG icon
3121
Tredegar Corp
TG
$260M
$438K ﹤0.01%
37,081
-1,009
-3% -$12.2K
LOTZ
3122
DELISTED
CarLotz, Inc. Class A Common Stock
LOTZ
$434K ﹤0.01%
191,042
+99,205
+108% +$325K
TBCH
3123
Turtle Beach Corp
TBCH
$238M
$432K ﹤0.01%
19,392
+1,222
+7% +$33K
KRRO icon
3124
Korro Bio
KRRO
$145M
$430K ﹤0.01%
1,676
+24
+1% +$7.29K
CUE icon
3125
Cue Biopharma
CUE
$118M
$429K ﹤0.01%
1,264
-11
-0.9% -$4.25K
123 124
125
126 127

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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.