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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
HUYA
3376
Huya Inc
HUYA
$561M
$229K ﹤0.01%
33,045
-122,013
-79% -$1.01M
TGS icon
3377
Transportadora de Gas del Sur
TGS
$4.44B
$229K ﹤0.01%
51,536
-512
-1% -$2.57K
PCVX icon
3378
Vaxcyte
PCVX
$7.88B
$228K ﹤0.01%
9,565
-2,976
-24% -$69.2K
TAST
3379
DELISTED
Carrols Restaurant Group, Inc.
TAST
$227K ﹤0.01%
76,714
-15,716
-17% -$52.7K
YELL
3380
DELISTED
Yellow Corporation Common Stock
YELL
$226K ﹤0.01%
17,940
+2,294
+15% +$25K
DESP
3381
DELISTED
Despegar.com
DESP
$225K ﹤0.01%
22,951
-4,616
-17% -$50.8K
NL icon
3382
NLI Holdings
NL
$291M
$225K ﹤0.01%
30,450
+2,039
+7% +$13.2K
KBE icon
3383
State Street SPDR S&P Bank ETF
KBE
$1.66B
$223K ﹤0.01%
+4,089
New +$227K
LITS
3384
Lite Strategy Inc
LITS
$33M
$223K ﹤0.01%
4,183
+3,165
+311% +$177K
FLYW icon
3385
Flywire
FLYW
$2.04B
$222K ﹤0.01%
+5,838
New +$250K
CTLP
3386
DELISTED
Cantaloupe
CTLP
$221K ﹤0.01%
24,858
+3,251
+15% +$32.4K
EBC icon
3387
Eastern Bankshares
EBC
$5.39B
$221K ﹤0.01%
10,938
+659
+6% +$13.7K
GEF.B icon
3388
Greif Class B
GEF.B
$4.02B
$220K ﹤0.01%
3,672
-331
-8% -$21.3K
RFL icon
3389
Rafael Holdings
RFL
$109M
$220K ﹤0.01%
43,772
+35,166
+409% +$473K
HOFV
3390
DELISTED
Hall of Fame Resort & Entertainment Co
HOFV
$219K ﹤0.01%
6,543
+5,511
+534% +$261K
REPL icon
3391
Replimune Group
REPL
$449M
$219K ﹤0.01%
8,066
-2,736
-25% -$81.8K
DSX icon
3392
Diana Shipping
DSX
$270M
$218K ﹤0.01%
70,381
-9,923
-12% -$33.3K
OPRT icon
3393
Oportun Financial
OPRT
$264M
$217K ﹤0.01%
+10,694
New +$250K
SPSM icon
3394
State Street SPDR Portfolio S&P 600 Small Cap ETF
SPSM
$17.2B
$217K ﹤0.01%
4,865
-312
-6% -$13.9K
VTYX
3395
DELISTED
Ventyx Biosciences
VTYX
$217K ﹤0.01%
+10,934
New +$207K
FIDU icon
3396
Fidelity MSCI Industrials Index ETF
FIDU
$2.34B
$216K ﹤0.01%
+3,836
New +$212K
PAVM icon
3397
PAVmed
PAVM
$38.5M
$216K ﹤0.01%
195
-728
-79% -$1.58M
PSNL icon
3398
Personalis
PSNL
$1.27B
$216K ﹤0.01%
15,105
+1,632
+12% +$27.2K
DFIV icon
3399
Dimensional International Value ETF
DFIV
$20.9B
$215K ﹤0.01%
+6,553
New +$218K
NUVB icon
3400
Nuvation Bio
NUVB
$2.33B
$215K ﹤0.01%
25,318
+13,891
+122% +$128K
134 135
136
137 138

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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.