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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
NEX
3051
DELISTED
NexTier Oilfield Solutions Inc.
NEX
$526K ﹤0.01%
148,159
+33,233
+29% +$139K
AUY
3052
DELISTED
Yamana Gold, Inc.
AUY
$526K ﹤0.01%
124,647
-231,733
-65% -$960K
EMKR
3053
DELISTED
Emcore Corp
EMKR
$526K ﹤0.01%
7,541
+21
+0.3% +$1.55K
NGNE icon
3054
Neurogene
NGNE
$672M
$525K ﹤0.01%
+5,448
New +$664K
IEUR icon
3055
iShares Core MSCI Europe ETF
IEUR
$8.8B
$521K ﹤0.01%
8,951
-1,367
-13% -$79K
NS
3056
DELISTED
NuStar Energy L.P.
NS
$521K ﹤0.01%
32,814
-12,854
-28% -$200K
SCZ icon
3057
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.1B
$518K ﹤0.01%
7,089
-7,440
-51% -$552K
PAE
3058
DELISTED
PAE Incorporated Class A Common Stock
PAE
$518K ﹤0.01%
52,204
+15,355
+42% +$137K
STRL icon
3059
Sterling Infrastructure
STRL
$15.2B
$516K ﹤0.01%
19,628
+188
+1% +$4.83K
CMAX
3060
DELISTED
CareMax, Inc. Class A Common Stock
CMAX
$516K ﹤0.01%
2,241
+464
+26% +$110K
JOUT icon
3061
Johnson Outdoors
JOUT
$496M
$515K ﹤0.01%
5,497
-856
-13% -$90K
XENT
3062
DELISTED
Intersect ENT, Inc
XENT
$513K ﹤0.01%
18,768
-4,958
-21% -$134K
FNA
3063
DELISTED
Paragon 28, Inc.
FNA
$512K ﹤0.01%
+28,959
New +$558K
KURA icon
3064
Kura Oncology
KURA
$793M
$511K ﹤0.01%
36,533
-44,718
-55% -$724K
ZY
3065
DELISTED
Zymergen Inc. Common Stock
ZY
$510K ﹤0.01%
+76,249
New +$740K
OOMA icon
3066
Ooma
OOMA
$601M
$509K ﹤0.01%
24,880
+3,145
+14% +$64.1K
RUBY
3067
DELISTED
Rubius Therapeutics, Inc
RUBY
$507K ﹤0.01%
52,362
-33,347
-39% -$462K
IYW icon
3068
iShares US Technology ETF
IYW
$22.6B
$504K ﹤0.01%
4,389
+1,815
+71% +$202K
JBI icon
3069
Janus International
JBI
$702M
$504K ﹤0.01%
40,216
+14,772
+58% +$189K
HOFT icon
3070
Hooker Furnishings Corp
HOFT
$147M
$502K ﹤0.01%
21,564
-284
-1% -$7.14K
VOOV icon
3071
Vanguard S&P 500 Value ETF
VOOV
$6.61B
$501K ﹤0.01%
3,310
-77
-2% -$11.3K
PCEF icon
3072
Invesco CEF Income Composite ETF
PCEF
$788M
$500K ﹤0.01%
+20,665
New +$498K
SHI
3073
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
$495K ﹤0.01%
21,750
-10,491
-33% -$245K
CLYM
3074
Climb Bio
CLYM
$693M
$494K ﹤0.01%
+47,191
New +$704K
AVD icon
3075
American Vanguard Corp
AVD
$68.7M
$490K ﹤0.01%
29,903
+6,288
+27% +$98.5K
121 122
123
124 125

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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.