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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
KPTI icon
2501
Karyopharm Therapeutics
KPTI
$155M
$1.78M ﹤0.01%
18,501
-1,041
-5% -$104K
CIR
2502
DELISTED
CIRCOR International, Inc
CIR
$1.78M ﹤0.01%
65,589
-16,747
-20% -$510K
BCRX icon
2503
BioCryst Pharmaceuticals
BCRX
$2.42B
$1.78M ﹤0.01%
128,643
-100,413
-44% -$1.33M
SOFI icon
2504
SoFi Technologies
SOFI
$19.6B
$1.78M ﹤0.01%
+112,604
New +$2.07M
EFG icon
2505
iShares MSCI EAFE Growth ETF
EFG
$16.2B
$1.78M ﹤0.01%
16,131
+1,695
+12% +$186K
BEAM icon
2506
Beam Therapeutics
BEAM
$2.68B
$1.77M ﹤0.01%
22,236
-2,333
-9% -$200K
ARRY icon
2507
Array Technologies
ARRY
$740M
$1.76M ﹤0.01%
112,502
+12,643
+13% +$247K
BWIN
2508
Baldwin Insurance Group
BWIN
$2.75B
$1.76M ﹤0.01%
48,870
-33,146
-40% -$1.22M
KNSA icon
2509
Kiniksa Pharmaceuticals
KNSA
$6.31B
$1.76M ﹤0.01%
149,755
+79,609
+113% +$978K
GSBC icon
2510
Great Southern Bancorp
GSBC
$878M
$1.76M ﹤0.01%
29,693
-519
-2% -$29.9K
INBX
2511
DELISTED
Inhibrx, Inc. Common Stock
INBX
$1.76M ﹤0.01%
40,259
+2,592
+7% +$104K
AXSM icon
2512
Axsome Therapeutics
AXSM
$11.7B
$1.75M ﹤0.01%
46,178
+20,060
+77% +$738K
CLW icon
2513
Clearwater Paper
CLW
$349M
$1.74M ﹤0.01%
47,534
+244
+0.5% +$9.73K
MGNI icon
2514
Magnite
MGNI
$2.83B
$1.74M ﹤0.01%
99,480
+2,415
+2% +$54.4K
QFIN icon
2515
Qfin Holdings
QFIN
$1.68B
$1.74M ﹤0.01%
75,941
+15,676
+26% +$349K
RTL
2516
DELISTED
The Necessity Retail REIT, Inc. Class A Common Stock
RTL
$1.74M ﹤0.01%
190,464
+31,914
+20% +$271K
SWTX
2517
DELISTED
SpringWorks Therapeutics
SWTX
$1.73M ﹤0.01%
27,974
+220
+0.8% +$14.6K
ALEC icon
2518
Alector
ALEC
$169M
$1.73M ﹤0.01%
83,886
+5,656
+7% +$128K
CVI icon
2519
CVR Energy
CVI
$3.48B
$1.73M ﹤0.01%
102,986
+378
+0.4% +$6.69K
AFIB
2520
DELISTED
Acutus Medical Inc
AFIB
$1.73M ﹤0.01%
507,770
+424,669
+511% +$2.39M
BRG
2521
DELISTED
Bluerock Residential Growth REIT, Inc.
BRG
$1.73M ﹤0.01%
65,573
-2,415
-4% -$38.3K
CMTL icon
2522
Comtech Telecommunications
CMTL
$49.7M
$1.72M ﹤0.01%
72,731
+1,500
+2% +$36.8K
EDIT icon
2523
Editas Medicine
EDIT
$399M
$1.72M ﹤0.01%
64,881
-9,102
-12% -$313K
AVIR icon
2524
Atea Pharmaceuticals
AVIR
$370M
$1.72M ﹤0.01%
192,492
+162,668
+545% +$2.53M
EBF icon
2525
Ennis
EBF
$554M
$1.72M ﹤0.01%
87,900
+9,933
+13% +$192K
99 100
101
102 103

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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.