We are live on ! Find out more
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
CRNX icon
3176
Crinetics Pharmaceuticals
CRNX
$8.88B
$385K ﹤0.01%
13,560
+1,537
+13% +$37.9K
RVSB icon
3177
Riverview Bancorp
RVSB
$109M
$383K ﹤0.01%
49,812
-22,305
-31% -$169K
ASAI
3178
DELISTED
Sendas Distribuidora S.A. American Depositary Share (each representing five common shares)
ASAI
$383K ﹤0.01%
32,357
-131
-0.4% -$1.79K
ACET icon
3179
Adicet Bio
ACET
$76.7M
$380K ﹤0.01%
1,358
+278
+26% +$47.7K
OCGN icon
3180
Ocugen
OCGN
$420M
$380K ﹤0.01%
83,559
-35,285
-30% -$267K
ZGNX
3181
DELISTED
Zogenix, Inc.
ZGNX
$379K ﹤0.01%
23,318
-56,749
-71% -$831K
AGEN
3182
Agenus
AGEN
$275M
$378K ﹤0.01%
5,976
+1,129
+23% +$89K
LSF icon
3183
Laird Superfood
LSF
$46.8M
$378K ﹤0.01%
28,966
+1,562
+6% +$24.2K
FRBK
3184
DELISTED
Republic First Bancorp Inc
FRBK
$378K ﹤0.01%
101,739
+11,210
+12% +$37.6K
GRWG icon
3185
GrowGeneration
GRWG
$88.3M
$375K ﹤0.01%
28,761
-5,586
-16% -$107K
HLMN icon
3186
Hillman Solutions
HLMN
$1.6B
$375K ﹤0.01%
34,907
-17,342
-33% -$187K
IPI icon
3187
Intrepid Potash
IPI
$474M
$375K ﹤0.01%
8,777
+109
+1% +$4.63K
CDZI icon
3188
Cadiz
CDZI
$259M
$374K ﹤0.01%
96,890
+75,186
+346% +$407K
FBRX icon
3189
Forte Biosciences
FBRX
$1.57B
$374K ﹤0.01%
6,989
+2,543
+57% +$171K
VIA
3190
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
$374K ﹤0.01%
6,540
-426
-6% -$24K
IXN icon
3191
iShares Global Tech ETF
IXN
$8.1B
$373K ﹤0.01%
5,796
+237
+4% +$14.6K
FVD icon
3192
First Trust Value Line Dividend Fund
FVD
$8.46B
$372K ﹤0.01%
8,635
-4,560
-35% -$189K
ERII icon
3193
Energy Recovery
ERII
$433M
$371K ﹤0.01%
17,258
+86
+0.5% +$1.8K
FOA icon
3194
Finance of America Companies
FOA
$218M
$371K ﹤0.01%
9,339
+5,734
+159% +$272K
VBK icon
3195
Vanguard Small-Cap Growth ETF
VBK
$23.2B
$371K ﹤0.01%
1,315
+291
+28% +$83.5K
IJS icon
3196
iShares S&P Small-Cap 600 Value ETF
IJS
$8.2B
$370K ﹤0.01%
+3,537
New +$371K
MGI
3197
DELISTED
MoneyGram International, Inc. New
MGI
$370K ﹤0.01%
46,922
-204,344
-81% -$1.4M
DGICA icon
3198
Donegal Group Class A
DGICA
$711M
$369K ﹤0.01%
25,807
-9,955
-28% -$143K
OLMA icon
3199
Olema Pharmaceuticals
OLMA
$1.01B
$368K ﹤0.01%
39,287
+11,675
+42% +$242K
RM icon
3200
Regional Management Corp
RM
$392M
$368K ﹤0.01%
6,404
+1,749
+38% +$99.9K
126 127
128
129 130

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.