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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
CERS icon
2901
Cerus
CERS
$575M
$753K ﹤0.01%
110,567
+1,503
+1% +$10.1K
GLD icon
2902
SPDR Gold Trust
GLD
$131B
$753K ﹤0.01%
4,406
-856
-16% -$144K
STNG icon
2903
Scorpio Tankers
STNG
$3.91B
$751K ﹤0.01%
58,639
-16,611
-22% -$256K
KRTX
2904
DELISTED
Karuna Therapeutics, Inc. Common Stock
KRTX
$749K ﹤0.01%
5,716
-379
-6% -$49K
SWBI icon
2905
Smith & Wesson
SWBI
$649M
$745K ﹤0.01%
41,830
-2,077
-5% -$42.9K
BDXB
2906
DELISTED
Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6.00% Mandatory Convertible Preferred Stock, Series B
BDXB
$745K ﹤0.01%
+14,130
New +$741K
FSK icon
2907
FS KKR Capital
FSK
$3.01B
$744K ﹤0.01%
35,544
– –
FLNC icon
2908
Fluence Energy
FLNC
$1.58B
$743K ﹤0.01%
+20,889
New +$713K
WKHS icon
2909
Workhorse Group
WKHS
$33.4M
$743K ﹤0.01%
57
+25
+78% +$454K
PFC
2910
DELISTED
Premier Financial Corp. Common Stock
PFC
$742K ﹤0.01%
24,009
-3,307
-12% -$104K
AKUS
2911
DELISTED
Akouos Inc
AKUS
$742K ﹤0.01%
87,328
+11,695
+15% +$105K
VCR icon
2912
Vanguard Consumer Discretionary ETF
VCR
$5.97B
$740K ﹤0.01%
2,173
+294
+16% +$98.7K
CANO
2913
DELISTED
Cano Health, Inc.
CANO
$738K ﹤0.01%
829
-625
-43% -$657K
MFGP
2914
DELISTED
Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share
MFGP
$737K ﹤0.01%
132,376
-30,982
-19% -$158K
OPRA
2915
Opera Ltd
OPRA
$1.68B
$735K ﹤0.01%
104,157
+1,060
+1% +$8.64K
ORC
2916
Orchid Island Capital
ORC
$1.31B
$733K ﹤0.01%
32,592
-4,987
-13% -$119K
VBR icon
2917
Vanguard Small-Cap Value ETF
VBR
$37.2B
$729K ﹤0.01%
4,077
+546
+15% +$97.1K
DAKT icon
2918
Daktronics
DAKT
$946M
$728K ﹤0.01%
144,170
-128,314
-47% -$675K
ETWO
2919
DELISTED
E2open Parent Holdings
ETWO
$727K ﹤0.01%
64,603
+36,446
+129% +$429K
NWPX icon
2920
NWPX Infrastructure Inc
NWPX
$1.19B
$727K ﹤0.01%
22,874
-3,111
-12% -$85.7K
FPI
2921
Farmland Partners
FPI
$415M
$726K ﹤0.01%
60,735
-5,204
-8% -$62K
NFE icon
2922
New Fortress Energy
NFE
$92.9M
$726K ﹤0.01%
30,056
+15,753
+110% +$436K
PMVP icon
2923
PMV Pharmaceuticals
PMVP
$57.1M
$726K ﹤0.01%
31,418
+3,273
+12% +$79.1K
BXMX
2924
DELISTED
Nuveen S&P 500 Buy-Write Income Fund
BXMX
$720K ﹤0.01%
+49,166
New +$723K
DNA icon
2925
Ginkgo Bioworks
DNA
$498M
$719K ﹤0.01%
+2,164
New +$1.03M
115 116
117
118 119

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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.