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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
ACTG icon
2926
Acacia Research
ACTG
$437M
$718K ﹤0.01%
139,887
-17,733
-11% -$95.7K
MRLN
2927
DELISTED
Marlin Business Services Corp
MRLN
$717K ﹤0.01%
30,800
+676
+2% +$15.4K
XLRE icon
2928
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.72B
$716K ﹤0.01%
13,819
+3,069
+29% +$148K
VNE
2929
DELISTED
Veoneer, Inc.
VNE
$715K ﹤0.01%
20,161
-735
-4% -$26K
VFH icon
2930
Vanguard Financials ETF
VFH
$13.4B
$710K ﹤0.01%
7,353
+1,927
+36% +$188K
ERF
2931
DELISTED
Enerplus Corporation
ERF
$707K ﹤0.01%
66,849
-7,970
-11% -$77.3K
CLPR
2932
Clipper Realty
CLPR
$46.4M
$705K ﹤0.01%
70,927
+3,130
+5% +$28.1K
AERI
2933
DELISTED
Aerie Pharmaceuticals
AERI
$704K ﹤0.01%
100,289
-18,651
-16% -$195K
SIGA icon
2934
SIGA Technologies
SIGA
$240M
$697K ﹤0.01%
92,631
+1,362
+1% +$10.4K
THRY icon
2935
Thryv Holdings
THRY
$184M
$695K ﹤0.01%
+16,900
New +$582K
DICE
2936
DELISTED
DICE Therapeutics, Inc. Common Stock
DICE
$695K ﹤0.01%
+27,472
New +$805K
HTB
2937
HomeTrust Bancshares
HTB
$866M
$691K ﹤0.01%
22,296
-694
-3% -$21K
AXGN icon
2938
Axogen
AXGN
$2.2B
$687K ﹤0.01%
73,316
+95
+0.1% +$1.14K
HBT icon
2939
HBT Financial
HBT
$1.33B
$683K ﹤0.01%
36,469
+9,214
+34% +$166K
AUD
2940
DELISTED
Audacy, Inc.
AUD
$682K ﹤0.01%
265,502
-27,722
-9% -$85.3K
IVVD icon
2941
Invivyd
IVVD
$160M
$681K ﹤0.01%
93,778
+45,955
+96% +$1.19M
INO icon
2942
Inovio Pharmaceuticals
INO
$85.6M
$679K ﹤0.01%
11,339
+377
+3% +$30.2K
FC icon
2943
Franklin Covey
FC
$239M
$678K ﹤0.01%
14,630
+1,490
+11% +$66.1K
UTZ icon
2944
Utz Brands
UTZ
$1.24B
$673K ﹤0.01%
42,173
+16,364
+63% +$261K
IMAX icon
2945
IMAX
IMAX
$2.67B
$672K ﹤0.01%
37,685
-39,686
-51% -$761K
CIGI icon
2946
Colliers International
CIGI
$5.17B
$668K ﹤0.01%
4,491
-186
-4% -$26.4K
SHBI icon
2947
Shore Bancshares
SHBI
$820M
$666K ﹤0.01%
31,940
-986
-3% -$19K
ITA icon
2948
iShares US Aerospace & Defense ETF
ITA
$14B
$663K ﹤0.01%
6,453
-5,282
-45% -$551K
ACCD
2949
DELISTED
Accolade Inc
ACCD
$663K ﹤0.01%
25,136
+18,211
+263% +$597K
NTST
2950
NETSTREIT Corp
NTST
$2.13B
$662K ﹤0.01%
28,918
-3,604
-11% -$83.5K
116 117
118
119 120

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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.