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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
FRPH icon
3226
FRP Holdings
FRPH
$448M
$346K ﹤0.01%
11,982
-22
-0.2% -$633
IESC icon
3227
IES Holdings
IESC
$10.8B
$346K ﹤0.01%
6,830
-90
-1% -$4.51K
CZNC icon
3228
Citizens & Northern Corp
CZNC
$450M
$345K ﹤0.01%
13,218
+1,239
+10% +$32.2K
STRO icon
3229
Sutro Biopharma
STRO
$393M
$345K ﹤0.01%
2,321
+1,239
+115% +$222K
VRAY
3230
DELISTED
ViewRay, Inc.
VRAY
$343K ﹤0.01%
62,170
-1,886
-3% -$11.5K
INVE icon
3231
Identive
INVE
$64.1M
$341K ﹤0.01%
12,128
-3,470
-22% -$76.2K
SNCY
3232
DELISTED
Sun Country Airlines
SNCY
$338K ﹤0.01%
12,389
+828
+7% +$24.7K
GTYH
3233
DELISTED
GTY Technology Holdings, Inc. Common Stock
GTYH
$338K ﹤0.01%
50,472
-7,429
-13% -$52.7K
MGTX icon
3234
MeiraGTx Holdings
MGTX
$1.09B
$337K ﹤0.01%
+14,208
New +$272K
PLBY icon
3235
Playboy Inc
PLBY
$141M
$337K ﹤0.01%
+12,634
New +$382K
EPZM
3236
DELISTED
Epizyme, Inc
EPZM
$337K ﹤0.01%
134,924
+69,471
+106% +$273K
IVOO icon
3237
Vanguard S&P Mid-Cap 400 ETF
IVOO
$3.75B
$336K ﹤0.01%
3,504
+68
+2% +$6.41K
RNAM
3238
DELISTED
Avidity Biosciences
RNAM
$336K ﹤0.01%
14,142
-1,222
-8% -$29.2K
DRVN icon
3239
Driven Brands
DRVN
$2.47B
$334K ﹤0.01%
9,942
+2,837
+40% +$88.9K
IBRX icon
3240
ImmunityBio
IBRX
$7.3B
$334K ﹤0.01%
54,984
+29,292
+114% +$220K
BHB icon
3241
Bar Harbor Bankshares
BHB
$669M
$333K ﹤0.01%
11,519
+4,349
+61% +$128K
FOR icon
3242
Forestar Group
FOR
$1.5B
$332K ﹤0.01%
15,250
+2,617
+21% +$53.9K
LXRX icon
3243
Lexicon Pharmaceuticals
LXRX
$1.04B
$332K ﹤0.01%
84,335
+5,537
+7% +$26.9K
VOT icon
3244
Vanguard Mid-Cap Growth ETF
VOT
$19.1B
$331K ﹤0.01%
+1,298
New +$327K
ESGU icon
3245
iShares ESG Aware MSCI USA ETF
ESGU
$17.8B
$330K ﹤0.01%
3,057
+257
+9% +$27K
SPAB icon
3246
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.81B
$328K ﹤0.01%
11,070
-6,205
-36% -$185K
TRNS icon
3247
Transcat
TRNS
$804M
$328K ﹤0.01%
+3,544
New +$299K
MORF
3248
DELISTED
Morphic Holding, Inc. Common Stock
MORF
$328K ﹤0.01%
6,931
-1,145
-14% -$61.4K
NGM
3249
DELISTED
NGM Biopharmaceuticals, Inc. Common Stock
NGM
$327K ﹤0.01%
18,486
-13,255
-42% -$254K
LE icon
3250
Lands' End
LE
$389M
$326K ﹤0.01%
16,616
-507
-3% -$11.8K
128 129
130
131 132

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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.