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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
MCB icon
2376
Metropolitan Bank Holding Corp
MCB
$1.15B
$2.21M ﹤0.01%
20,757
+14,109
+212% +$1.34M
ZNH
2377
DELISTED
China Southern Airlines Company Limited
ZNH
$2.21M ﹤0.01%
74,504
+14,086
+23% +$415K
CVAC
2378
DELISTED
CureVac
CVAC
$2.21M ﹤0.01%
64,388
+48,384
+302% +$1.95M
CVSA
2379
Covista Inc
CVSA
$4.55B
$2.21M ﹤0.01%
74,698
-32,317
-30% -$1.07M
RLX icon
2380
RLX Technology
RLX
$2.37B
$2.2M ﹤0.01%
564,631
+265,607
+89% +$1.22M
AVTA
2381
DELISTED
Avantax, Inc. Common Stock
AVTA
$2.2M ﹤0.01%
126,995
+17,665
+16% +$300K
TWST icon
2382
Twist Bioscience
TWST
$5.32B
$2.2M ﹤0.01%
28,388
-11,934
-30% -$1.22M
NVEE
2383
DELISTED
NV5 Global
NVEE
$2.2M ﹤0.01%
63,588
+50,200
+375% +$1.45M
SLCA
2384
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$2.2M ﹤0.01%
233,577
+33,981
+17% +$339K
AD
2385
Array Digital Infrastructure
AD
$3.04B
$2.19M ﹤0.01%
69,352
+11,712
+20% +$369K
BE icon
2386
Bloom Energy
BE
$48.2B
$2.19M ﹤0.01%
99,618
+11,886
+14% +$301K
RCUS icon
2387
Arcus Biosciences
RCUS
$3.33B
$2.18M ﹤0.01%
53,976
+24,059
+80% +$933K
UVE icon
2388
Universal Insurance Holdings
UVE
$1.26B
$2.18M ﹤0.01%
128,476
+24,827
+24% +$375K
KOD icon
2389
Kodiak Sciences
KOD
$2.5B
$2.18M ﹤0.01%
25,702
+1,708
+7% +$174K
OPRX icon
2390
OptimizeRx
OPRX
$120M
$2.18M ﹤0.01%
35,085
-44,105
-56% -$3.34M
VCEL icon
2391
Vericel Corp
VCEL
$2.38B
$2.17M ﹤0.01%
55,242
-14,563
-21% -$638K
IIIV icon
2392
i3 Verticals
IIIV
$419M
$2.17M ﹤0.01%
95,220
+55,381
+139% +$1.24M
COWN
2393
DELISTED
Cowen Inc. Class A Common Stock
COWN
$2.16M ﹤0.01%
59,949
-17,326
-22% -$635K
EWY icon
2394
iShares MSCI South Korea ETF
EWY
$20.1B
$2.16M ﹤0.01%
27,776
-1,944,495
-99% -$154M
SPNT icon
2395
SiriusPoint
SPNT
$3.03B
$2.16M ﹤0.01%
265,997
+20,030
+8% +$176K
BDSI
2396
DELISTED
BioDelivery Sciences International, Inc.
BDSI
$2.16M ﹤0.01%
696,175
+530,047
+319% +$1.78M
IWS icon
2397
iShares Russell Mid-Cap Value ETF
IWS
$15.7B
$2.15M ﹤0.01%
17,573
-1,050
-6% -$125K
PUMP icon
2398
ProPetro Holding
PUMP
$1.25B
$2.14M ﹤0.01%
264,230
+21,175
+9% +$193K
DCT
2399
DELISTED
Duck Creek Technologies, Inc. Common Stock
DCT
$2.14M ﹤0.01%
70,991
+46,909
+195% +$1.51M
GLBE icon
2400
Global E Online
GLBE
$6.76B
$2.14M ﹤0.01%
+33,718
New +$2.03M
94 95
96
97 98

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MCM
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PSUF
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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.