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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
NRIX icon
3301
Nurix Therapeutics
NRIX
$2.45B
$285K ﹤0.01%
9,847
-1,560
-14% -$47.3K
PLYM
3302
DELISTED
Plymouth Industrial REIT
PLYM
$285K ﹤0.01%
+8,914
New +$247K
PRCH icon
3303
Porch Group
PRCH
$1.35B
$285K ﹤0.01%
18,256
+6,851
+60% +$132K
NUVL
3304
DELISTED
Nuvalent
NUVL
$283K ﹤0.01%
+14,886
New +$332K
MANU icon
3305
Manchester United
MANU
$4.03B
$280K ﹤0.01%
19,654
-39,876
-67% -$628K
GOTU icon
3306
Gaotu Techedu
GOTU
$405M
$279K ﹤0.01%
143,978
-361,821
-72% -$1.01M
RAPT
3307
DELISTED
RAPT Therapeutics
RAPT
$279K ﹤0.01%
949
-3,428
-78% -$916K
CRSR icon
3308
Corsair Gaming
CRSR
$1.1B
$278K ﹤0.01%
+13,252
New +$317K
EWM icon
3309
iShares MSCI Malaysia ETF
EWM
$307M
$278K ﹤0.01%
11,100
-3,257
-23% -$82.5K
WHG icon
3310
Westwood Holdings Group
WHG
$185M
$277K ﹤0.01%
16,340
-6,297
-28% -$111K
AVPT icon
3311
AvePoint
AVPT
$2.76B
$273K ﹤0.01%
+43,333
New +$336K
LUNG icon
3312
Pulmonx
LUNG
$52.8M
$271K ﹤0.01%
8,465
-9,310
-52% -$340K
RCKY icon
3313
Rocky Brands
RCKY
$370M
$271K ﹤0.01%
6,813
+51
+0.8% +$2.2K
BSET icon
3314
Bassett Furniture
BSET
$169M
$270K ﹤0.01%
16,109
-8,515
-35% -$148K
RICK icon
3315
RCI Hospitality Holdings
RICK
$202M
$270K ﹤0.01%
+3,466
New +$241K
SPRY icon
3316
ARS Pharmaceuticals
SPRY
$579M
$270K ﹤0.01%
+40,518
New +$329K
CPSS icon
3317
Consumer Portfolio Services
CPSS
$209M
$269K ﹤0.01%
+22,685
New +$175K
GGAL icon
3318
Galicia Financial Group
GGAL
$7.89B
$268K ﹤0.01%
28,254
-512
-2% -$5.26K
LU icon
3319
Lufax Holding
LU
$1.33B
$267K ﹤0.01%
11,837
-81,622
-87% -$2.14M
FUTY icon
3320
Fidelity MSCI Utilities Index ETF
FUTY
$2.34B
$266K ﹤0.01%
+5,753
New +$251K
GTHX
3321
DELISTED
G1 Therapeutics, Inc. Common Stock
GTHX
$266K ﹤0.01%
26,041
-47,764
-65% -$609K
INBK icon
3322
First Internet Bancorp
INBK
$233M
$265K ﹤0.01%
+5,632
New +$228K
TRUE
3323
DELISTED
TrueCar
TRUE
$263K ﹤0.01%
77,435
+3,675
+5% +$14K
HIFS icon
3324
Hingham Institution for Saving
HIFS
$624M
$262K ﹤0.01%
623
– –
AXDX
3325
DELISTED
Accelerate Diagnostics
AXDX
$261K ﹤0.01%
5,005
-445
-8% -$24.8K
131 132
133
134 135

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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.