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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
SCHM icon
3251
Schwab US Mid-Cap ETF
SCHM
$14.5B
$325K ﹤0.01%
12,114
+2,652
+28% +$70.7K
GIC icon
3252
Global Industrial
GIC
$1.39B
$324K ﹤0.01%
7,914
+2,384
+43% +$97.8K
FDEU
3253
DELISTED
First Trust Dynamic Europe Equity Income Fund
FDEU
$324K ﹤0.01%
+24,369
New +$314K
FIGS icon
3254
FIGS
FIGS
$1.73B
$323K ﹤0.01%
+11,738
New +$387K
LAZ icon
3255
Lazard
LAZ
$4.21B
$323K ﹤0.01%
7,414
-240
-3% -$11.2K
STEM icon
3256
Stem
STEM
$47.7M
$322K ﹤0.01%
850
+318
+60% +$138K
LBC
3257
DELISTED
Luther Burbank Corporation Common Stock
LBC
$322K ﹤0.01%
22,927
+3,436
+18% +$48.1K
DSP icon
3258
Viant Technology
DSP
$227M
$321K ﹤0.01%
33,102
+13,737
+71% +$153K
KRUS icon
3259
Kura Sushi USA
KRUS
$583M
$320K ﹤0.01%
+3,964
New +$232K
SWIM icon
3260
Latham Group
SWIM
$673M
$320K ﹤0.01%
+12,792
New +$253K
FRG
3261
DELISTED
Franchise Group, Inc.
FRG
$320K ﹤0.01%
+6,131
New +$276K
DLN icon
3262
WisdomTree US LargeCap Dividend Fund
DLN
$6.29B
$318K ﹤0.01%
4,816
-58
-1% -$3.67K
GRPN icon
3263
Groupon
GRPN
$1.07B
$318K ﹤0.01%
13,724
-75,719
-85% -$1.77M
CLVS
3264
DELISTED
Clovis Oncology, Inc.
CLVS
$317K ﹤0.01%
116,894
+20,674
+21% +$76.4K
AMPL icon
3265
Amplitude
AMPL
$1.16B
$316K ﹤0.01%
+5,976
New +$377K
BEEM icon
3266
Beam Global
BEEM
$23.1M
$316K ﹤0.01%
16,966
+5,899
+53% +$161K
TRC icon
3267
Tejon Ranch
TRC
$467M
$315K ﹤0.01%
16,510
+1,232
+8% +$23.3K
ADVM
3268
DELISTED
Adverum Biotechnologies
ADVM
$314K ﹤0.01%
17,859
+7,839
+78% +$157K
PRPL icon
3269
Purple Innovation
PRPL
$35.7M
$314K ﹤0.01%
947
-690
-42% -$267K
REET icon
3270
iShares Global REIT ETF
REET
$5.18B
$314K ﹤0.01%
10,260
-82
-0.8% -$2.4K
VERV
3271
DELISTED
Verve Therapeutics
VERV
$314K ﹤0.01%
+8,511
New +$358K
CECO icon
3272
Ceco Environmental
CECO
$3.94B
$313K ﹤0.01%
50,180
+5,865
+13% +$38.9K
GSLC icon
3273
Goldman Sachs ActiveBeta US Large Cap Equity ETF
GSLC
$15B
$313K ﹤0.01%
+3,290
New +$302K
MPX
3274
DELISTED
Marine Products Corp
MPX
$312K ﹤0.01%
24,997
+214
+0.9% +$2.67K
LONA
3275
LeonaBio Inc
LONA
$65.5M
$311K ﹤0.01%
2,388
+847
+55% +$107K
129 130
131
132 133

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AF
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MCM
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PSUF
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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.