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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
VRN
3326
DELISTED
Veren
VRN
$261K ﹤0.01%
48,921
+3,839
+9% +$18.7K
MVBF icon
3327
MVB Financial
MVBF
$383M
$260K ﹤0.01%
6,251
-138
-2% -$5.82K
RIDE
3328
DELISTED
Lordstown Motors Corp. Class A Common Stock
RIDE
$260K ﹤0.01%
5,022
+1,492
+42% +$108K
DMTK
3329
DELISTED
DermTech, Inc. Common Stock
DMTK
$259K ﹤0.01%
16,391
+1,552
+10% +$37.3K
CSIQ icon
3330
Canadian Solar
CSIQ
$927M
$258K ﹤0.01%
8,254
-7,485
-48% -$268K
TECX
3331
Tectonic Therapeutic
TECX
$562M
$258K ﹤0.01%
5,590
+1,313
+31% +$75.4K
OUST icon
3332
Ouster
OUST
$2.28B
$256K ﹤0.01%
4,916
+1,876
+62% +$122K
IYZ icon
3333
iShares US Telecommunications ETF
IYZ
$1.19B
$255K ﹤0.01%
+7,747
New +$249K
MITT
3334
TPG Mortgage Investment Trust
MITT
$230M
$255K ﹤0.01%
24,915
-1,001
-4% -$11.3K
SRRK icon
3335
Scholar Rock
SRRK
$5.92B
$255K ﹤0.01%
10,248
-1,625
-14% -$44.8K
SBT
3336
DELISTED
Sterling Bancorp, Inc. Common Stock
SBT
$254K ﹤0.01%
44,154
-6,418
-13% -$34.4K
VOR icon
3337
Vor Biopharma
VOR
$1.08B
$252K ﹤0.01%
1,083
-5,768
-84% -$1.66M
AFCG
3338
AFC Gamma
AFCG
$60.7M
$251K ﹤0.01%
16,132
-1,378
-8% -$21.5K
BIP icon
3339
Brookfield Infrastructure Partners
BIP
$19.3B
$251K ﹤0.01%
6,180
-12
-0.2% -$463
TLT icon
3340
iShares 20+ Year Treasury Bond ETF
TLT
$43.1B
$251K ﹤0.01%
1,694
-83
-5% -$12.2K
ZYXI
3341
DELISTED
Zynex
ZYXI
$251K ﹤0.01%
27,738
+7,531
+37% +$83.5K
LFCR icon
3342
Lifecore Biomedical
LFCR
$165M
$250K ﹤0.01%
22,563
+6,878
+44% +$66.8K
MYOV
3343
DELISTED
Myovant Sciences Ltd.
MYOV
$250K ﹤0.01%
16,028
+3,480
+28% +$66.4K
AQB icon
3344
AquaBounty Technologies
AQB
$4.74M
$248K ﹤0.01%
5,901
+4,637
+367% +$299K
VSEC icon
3345
VSE Corp
VSEC
$5.59B
$248K ﹤0.01%
+4,073
New +$228K
ADN
3346
DELISTED
Advent Technologies
ADN
$247K ﹤0.01%
1,173
+428
+57% +$107K
FBGX
3347
DELISTED
UBS AG FI Enhanced Large Cap Growth ETN
FBGX
$247K ﹤0.01%
285
– –
WTRU
3348
DELISTED
Essential Utilities, Inc.6.00% Tangible Equity Units
WTRU
$247K ﹤0.01%
+3,787
New +$225K
XXII
3349
22nd Century Group
XXII
$1.36M
– –
0
– –
VPU
3350
Vanguard Utilities ETF
VPU
$8.68B
$245K ﹤0.01%
1,564
-43
-3% -$6.34K
132 133
134
135 136

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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.