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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
IGA
2476
Voya Global Advantage and Premium Opportunity Fund
IGA
$155M
$1.87M ﹤0.01%
180,735
+4,214
+2% +$42.4K
XIFR
2477
XPLR Infrastructure LP
XIFR
$1.04B
$1.87M ﹤0.01%
22,117
+213
+1% +$17.8K
SLP icon
2478
Simulations Plus
SLP
$371M
$1.86M ﹤0.01%
39,377
-4,329
-10% -$204K
CSII
2479
DELISTED
Cardiovascular Systems, Inc.
CSII
$1.86M ﹤0.01%
99,222
-29,055
-23% -$776K
RVLV icon
2480
Revolve Group
RVLV
$1.85B
$1.86M ﹤0.01%
33,232
-5,502
-14% -$387K
APTS
2481
DELISTED
Preferred Apartment Communities, Inc.
APTS
$1.86M ﹤0.01%
102,929
+2,561
+3% +$35.2K
BTRS
2482
DELISTED
BTRS Holdings Inc. Class 1 Common Stock
BTRS
$1.85M ﹤0.01%
237,059
+150,338
+173% +$1.3M
CSTL icon
2483
Castle Biosciences
CSTL
$742M
$1.84M ﹤0.01%
42,972
+9,862
+30% +$515K
NP
2484
DELISTED
Neenah, Inc. Common Stock
NP
$1.84M ﹤0.01%
39,790
+1,851
+5% +$90.8K
FTI icon
2485
TechnipFMC
FTI
$28.6B
$1.84M ﹤0.01%
310,576
-194,122
-38% -$1.33M
CPS icon
2486
Cooper-Standard Automotive
CPS
$517M
$1.83M ﹤0.01%
81,826
-148,383
-64% -$3.49M
NAT icon
2487
Nordic American Tanker
NAT
$1.36B
$1.83M ﹤0.01%
1,082,574
+513,829
+90% +$1.1M
TSVT
2488
DELISTED
2seventy bio
TSVT
$1.83M ﹤0.01%
+71,338
New +$2.22M
EFSC icon
2489
Enterprise Financial Services Corp
EFSC
$2.4B
$1.83M ﹤0.01%
38,801
+11,806
+44% +$563K
CRC icon
2490
California Resources
CRC
$4.49B
$1.82M ﹤0.01%
42,614
-1,467
-3% -$62.8K
FMTX
2491
DELISTED
Forma Therapeutics Holdings, Inc. Common Stock
FMTX
$1.81M ﹤0.01%
127,631
+27,855
+28% +$482K
ALGM icon
2492
Allegro MicroSystems
ALGM
$7.86B
$1.81M ﹤0.01%
50,121
-35,403
-41% -$1.15M
GPRO icon
2493
GoPro
GPRO
$120M
$1.81M ﹤0.01%
175,581
+13,325
+8% +$132K
TKC icon
2494
Turkcell
TKC
$4.7B
$1.8M ﹤0.01%
502,565
-143,474
-22% -$574K
CNSL
2495
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
$1.8M ﹤0.01%
240,689
+20,223
+9% +$167K
MYD
2496
DELISTED
BlackRock MuniYield Fund
MYD
$1.8M ﹤0.01%
122,252
+78,234
+178% +$1.14M
XPEL icon
2497
XPEL
XPEL
$1.22B
$1.79M ﹤0.01%
26,285
-13,010
-33% -$938K
NX icon
2498
Quanex
NX
$825M
$1.79M ﹤0.01%
72,389
+14,699
+25% +$328K
HAYN
2499
DELISTED
Haynes International, Inc.
HAYN
$1.79M ﹤0.01%
44,298
+2,470
+6% +$100K
CWEN.A
2500
DELISTED
Clearway Energy Class A
CWEN.A
$1.79M ﹤0.01%
53,352
+15,664
+42% +$515K
98 99
100
101 102

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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.