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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
DH icon
3126
Definitive Healthcare
DH
$74.6M
$429K ﹤0.01%
+15,704
New +$549K
DCBO
3127
Docebo
DCBO
$533M
$428K ﹤0.01%
6,361
+2,726
+75% +$196K
VDE icon
3128
Vanguard Energy ETF
VDE
$9.72B
$428K ﹤0.01%
5,513
+1,371
+33% +$109K
ULCC icon
3129
Frontier Group Holdings
ULCC
$1.43B
$427K ﹤0.01%
31,495
+8,243
+35% +$126K
SB icon
3130
Safe Bulkers
SB
$761M
$425K ﹤0.01%
112,721
-48,046
-30% -$196K
JBIO
3131
Jade Biosciences
JBIO
$1.2B
$424K ﹤0.01%
1,029
-3,018
-75% -$1.53M
ACMR icon
3132
ACM Research
ACMR
$4.98B
$422K ﹤0.01%
+14,847
New +$469K
KVHI icon
3133
KVH Industries
KVHI
$172M
$421K ﹤0.01%
45,812
-3,464
-7% -$34.8K
SGHT icon
3134
Sight Sciences
SGHT
$288M
$420K ﹤0.01%
+23,892
New +$524K
NVG icon
3135
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.68B
$419K ﹤0.01%
23,378
-84,959
-78% -$1.48M
HY icon
3136
Hyster-Yale Materials Handling
HY
$615M
$417K ﹤0.01%
10,155
-3,375
-25% -$147K
NZF icon
3137
Nuveen Municipal Credit Income Fund
NZF
$2.42B
$417K ﹤0.01%
24,388
-88,570
-78% -$1.5M
FUV
3138
DELISTED
Arcimoto, Inc. Common Stock
FUV
$417K ﹤0.01%
2,682
+21
+0.8% +$4.29K
PETQ
3139
DELISTED
PetIQ, Inc. Class A Common Stock
PETQ
$416K ﹤0.01%
18,325
-1,695
-8% -$39.6K
AKTS
3140
DELISTED
Akoustis Technologies Inc
AKTS
$414K ﹤0.01%
61,931
+12,840
+26% +$95.9K
SCHC icon
3141
Schwab International Small-Cap Equity ETF
SCHC
$5.35B
$410K ﹤0.01%
+10,022
New +$418K
SHLX
3142
DELISTED
Shell Midstream Partners, L.P.
SHLX
$409K ﹤0.01%
35,469
-11,748
-25% -$138K
ESPR
3143
DELISTED
Esperion Therapeutics
ESPR
$408K ﹤0.01%
81,571
-4,247
-5% -$34K
KKR.PRC
3144
DELISTED
KKR & Co. Inc. 6.00% Series C Mandatory Convertible Preferred Stock
KKR.PRC
$408K ﹤0.01%
+4,377
New +$405K
ALX
3145
Alexander's
ALX
$1.36B
$406K ﹤0.01%
1,560
+125
+9% +$33.5K
FMBH icon
3146
First Mid Bancshares
FMBH
$1.4B
$406K ﹤0.01%
9,479
-234
-2% -$10K
CIVB icon
3147
Civista Bancshares
CIVB
$609M
$405K ﹤0.01%
16,595
+6,233
+60% +$153K
GOSS icon
3148
Gossamer Bio
GOSS
$100M
$405K ﹤0.01%
35,846
+2,233
+7% +$26.5K
CSTR
3149
DELISTED
CapStar Financial Holdings, Inc
CSTR
$405K ﹤0.01%
19,245
+371
+2% +$7.97K
FLXS icon
3150
Flexsteel Industries
FLXS
$317M
$404K ﹤0.01%
15,051
-7,854
-34% -$225K
124 125
126
127 128

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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.