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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
MITK icon
3001
Mitek Systems
MITK
$756M
$585K ﹤0.01%
32,968
+3,353
+11% +$59.9K
PLSE icon
3002
Pulse Biosciences
PLSE
$2.37B
$584K ﹤0.01%
39,418
-2,682
-6% -$53.4K
BRT
3003
BRT Apartments
BRT
$286M
$582K ﹤0.01%
24,258
+1,169
+5% +$23.4K
LAUR icon
3004
Laureate Education
LAUR
$5.37B
$581K ﹤0.01%
47,477
-2,099
-4% -$27.5K
IFS icon
3005
Intercorp Financial Services
IFS
$6.28B
$579K ﹤0.01%
21,967
-41
-0.2% -$1.05K
RVMD icon
3006
Revolution Medicines
RVMD
$38.4B
$579K ﹤0.01%
22,994
-408
-2% -$11.5K
YPF icon
3007
YPF
YPF
$19.7B
$579K ﹤0.01%
151,487
-288,004
-66% -$1.21M
CMBT
3008
CMB.TECH NV
CMBT
$4.53B
$579K ﹤0.01%
65,113
+7,470
+13% +$72.9K
FCEL icon
3009
FuelCell Energy
FCEL
$1.45B
$578K ﹤0.01%
3,705
+549
+17% +$129K
DENN
3010
DELISTED
Denny's
DENN
$575K ﹤0.01%
35,939
-1,133
-3% -$17.3K
SPLV icon
3011
Invesco S&P 500 Low Volatility ETF
SPLV
$7.24B
$575K ﹤0.01%
8,382
-237
-3% -$15.3K
PERI icon
3012
Perion Network
PERI
$380M
$574K ﹤0.01%
+23,848
New +$582K
SRG
3013
Seritage Growth Properties
SRG
$137M
$574K ﹤0.01%
43,232
-3,935
-8% -$57.6K
GOLD
3014
Gold.com Inc
GOLD
$1.16B
$572K ﹤0.01%
18,712
+688
+4% +$23K
SKYY icon
3015
First Trust Cloud Computing ETF
SKYY
$2.83B
$572K ﹤0.01%
5,483
+1,197
+28% +$132K
FYBR
3016
DELISTED
Frontier Communications
FYBR
$571K ﹤0.01%
19,349
+2,451
+15% +$76K
EVI icon
3017
EVI Industries
EVI
$195M
$570K ﹤0.01%
18,260
+1,303
+8% +$41.7K
QUAL icon
3018
iShares MSCI USA Quality Factor ETF
QUAL
$45.7B
$570K ﹤0.01%
3,919
-1,896
-33% -$268K
ASUR icon
3019
Asure Software
ASUR
$242M
$568K ﹤0.01%
72,569
+382
+0.5% +$3.34K
LZ icon
3020
LegalZoom.com
LZ
$1.45B
$568K ﹤0.01%
35,317
+27,249
+338% +$578K
PIM
3021
Franklin Master Intermediate Income Trust
PIM
$151M
$568K ﹤0.01%
143,684
-10,433
-7% -$41.4K
AUPH icon
3022
Aurinia Pharmaceuticals
AUPH
$1.95B
$567K ﹤0.01%
24,804
-1,258
-5% -$29.8K
QCRH icon
3023
QCR Holdings
QCRH
$1.68B
$567K ﹤0.01%
10,118
+4,313
+74% +$238K
AEVA
3024
Aeva Technologies
AEVA
$955M
$566K ﹤0.01%
14,973
+6,415
+75% +$270K
PZN
3025
DELISTED
Pzena Investment Management, Inc. Class A
PZN
$564K ﹤0.01%
59,553
-2,103
-3% -$21.8K
119 120
121
122 123

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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.