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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
YMAB
3351
DELISTED
Y-mAbs Therapeutics
YMAB
$245K ﹤0.01%
15,134
+4,083
+37% +$87.3K
ZIM icon
3352
ZIM Integrated Shipping Services
ZIM
$2.98B
$244K ﹤0.01%
4,147
-1,266
-23% -$64.8K
MMAT
3353
DELISTED
Meta Materials Inc. Common Stock
MMAT
$244K ﹤0.01%
992
+871
+720% +$359K
BMBL icon
3354
Bumble
BMBL
$386M
$243K ﹤0.01%
7,177
+2,104
+41% +$89.5K
SPTL icon
3355
State Street SPDR Portfolio Long Term Treasury ETF
SPTL
$10.6B
$242K ﹤0.01%
5,746
-1,689
-23% -$70.9K
KNTE
3356
DELISTED
Kinnate Biopharma Inc. Common Stock
KNTE
$242K ﹤0.01%
13,680
-13,243
-49% -$279K
IHD
3357
Voya Emerging Markets High Income Dividend Equity Fund
IHD
$125M
$238K ﹤0.01%
33,496
-1,079
-3% -$7.86K
JNK icon
3358
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.04B
$238K ﹤0.01%
+2,189
New +$237K
MAXN
3359
DELISTED
Maxeon Solar Technologies
MAXN
$236K ﹤0.01%
170
-1
-0.6% -$1.85K
MGF
3360
Aberdeen Government Markets Income Fund
MGF
$91.6M
$236K ﹤0.01%
55,569
-1,150
-2% -$4.9K
CWBC
3361
Community West Bancshares
CWBC
$694M
$235K ﹤0.01%
11,291
-8,612
-43% -$183K
HDV
3362
iShares Core High Dividend ETF
HDV
$14.8B
$234K ﹤0.01%
11,565
+725
+7% +$14.2K
IGM icon
3363
iShares Expanded Tech Sector ETF
IGM
$9.6B
$234K ﹤0.01%
3,198
-414
-11% -$29.8K
KROS icon
3364
Keros Therapeutics
KROS
$196M
$233K ﹤0.01%
+3,981
New +$199K
SGC icon
3365
Superior Group of Companies
SGC
$196M
$233K ﹤0.01%
10,632
-4,052
-28% -$96.6K
TEN
3366
Tsakos Energy Navigation Ltd
TEN
$1.18B
$233K ﹤0.01%
32,200
+5,300
+20% +$44.8K
GNOG
3367
DELISTED
Golden Nugget Online Gaming, Inc. Class A Common Stock
GNOG
$233K ﹤0.01%
23,428
-43,487
-65% -$616K
VBIV
3368
DELISTED
VBI Vaccines, Inc. New Common Stock (Canada)
VBIV
$232K ﹤0.01%
3,298
-1,133
-26% -$95.5K
MIXT
3369
DELISTED
MIX TELEMATICS LIMITED
MIXT
$232K ﹤0.01%
18,402
-1,046
-5% -$12.7K
ACBI
3370
DELISTED
Atlantic Capital Bancshares, Inc. Common Stock
ACBI
$232K ﹤0.01%
8,051
-325
-4% -$9.19K
STXB
3371
DELISTED
Spirit of Texas Bancshares, Inc. Common Stock
STXB
$231K ﹤0.01%
+8,035
New +$213K
BGFV
3372
DELISTED
Big 5 Sporting Goods
BGFV
$230K ﹤0.01%
+12,095
New +$302K
KODK icon
3373
Kodak
KODK
$804M
$230K ﹤0.01%
49,094
-41,197
-46% -$259K
NOTV
3374
DELISTED
Inotiv
NOTV
$230K ﹤0.01%
+5,475
New +$245K
FRHC icon
3375
Freedom Holding
FRHC
$9.56B
$229K ﹤0.01%
3,300
-3,500
-51% -$235K
133 134
135
136 137

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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.