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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
ARCO icon
3151
Arcos Dorados Holdings
ARCO
$1.77B
$402K ﹤0.01%
69,009
-93
-0.1% -$472
ERO icon
3152
Ero Copper
ERO
$2.67B
$402K ﹤0.01%
26,298
+1,120
+4% +$19.4K
PRTK
3153
DELISTED
Paratek Pharmaceuticals, Inc.
PRTK
$401K ﹤0.01%
89,338
-1,268
-1% -$6.01K
KBAL
3154
DELISTED
Kimball International
KBAL
$401K ﹤0.01%
39,179
-8,390
-18% -$90.8K
AMR icon
3155
Alpha Metallurgical Resources
AMR
$1.84B
$400K ﹤0.01%
6,547
-961
-13% -$53.3K
FBMS
3156
DELISTED
The First Bancshares, Inc.
FBMS
$400K ﹤0.01%
10,349
-97
-0.9% -$3.87K
SANA icon
3157
Sana Biotechnology
SANA
$916M
$399K ﹤0.01%
25,761
+4,966
+24% +$95.7K
BALY icon
3158
Bally's
BALY
$720M
$398K ﹤0.01%
10,456
-11,954
-53% -$523K
PML
3159
PIMCO Municipal Income Fund II
PML
$487M
$397K ﹤0.01%
27,150
-98,931
-78% -$1.42M
VHC icon
3160
VirnetX Holding Corp
VHC
$54.4M
$397K ﹤0.01%
7,640
+5,507
+258% +$382K
ONEW icon
3161
OneWater Marine
ONEW
$217M
$395K ﹤0.01%
6,472
+1,277
+25% +$62.4K
PRAX icon
3162
Praxis Precision Medicines
PRAX
$8.25B
$394K ﹤0.01%
1,332
+278
+26% +$81.5K
BVH
3163
DELISTED
Bluegreen Vacations Holding Corporation
BVH
$394K ﹤0.01%
11,228
+560
+5% +$16.5K
XM
3164
DELISTED
Qualtrics International Inc. Class A Common Stock
XM
$394K ﹤0.01%
11,143
-743
-6% -$28.9K
NATR icon
3165
Nature's Sunshine
NATR
$365M
$392K ﹤0.01%
21,210
-3,407
-14% -$57.8K
NOBL icon
3166
ProShares S&P 500 Dividend Aristocrats ETF
NOBL
$11.9B
$392K ﹤0.01%
7,994
-3,528
-31% -$166K
BNED icon
3167
Barnes & Noble Education
BNED
$451M
$391K ﹤0.01%
574
-60
-9% -$55.1K
EEX
3168
DELISTED
Emerald Holding
EEX
$391K ﹤0.01%
98,478
-30,616
-24% -$128K
SDGR icon
3169
Schrodinger
SDGR
$1.14B
$391K ﹤0.01%
11,229
+6,037
+116% +$276K
SENS icon
3170
Senseonics Holdings Inc
SENS
$256M
$391K ﹤0.01%
7,320
+241
+3% +$15.7K
PRFZ icon
3171
Invesco FTSE RAFI US 1500 Small-Mid ETF
PRFZ
$2.78B
$390K ﹤0.01%
10,170
+740
+8% +$28.2K
PPTA
3172
Perpetua Resources
PPTA
$2.18B
$388K ﹤0.01%
81,626
+18,166
+29% +$88K
FCOM icon
3173
Fidelity MSCI Communication Services Index ETF
FCOM
$1.8B
$387K ﹤0.01%
+7,534
New +$397K
GPRK icon
3174
GeoPark
GPRK
$601M
$387K ﹤0.01%
+33,803
New +$446K
MNKD icon
3175
MannKind Corp
MNKD
$1.21B
$386K ﹤0.01%
88,228
-85,359
-49% -$395K
125 126
127
128 129

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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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ACI
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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.