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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
IVW icon
1751
iShares S&P 500 Growth ETF
IVW
$72.7B
$5.87M ﹤0.01%
70,195
+4,082
+6% +$329K
NOMD icon
1752
Nomad Foods
NOMD
$1.73B
$5.87M ﹤0.01%
231,213
-9,094
-4% -$235K
CPNG icon
1753
Coupang
CPNG
$28.9B
$5.87M ﹤0.01%
199,693
-15,045
-7% -$424K
WNS
1754
DELISTED
WNS Holdings
WNS
$5.87M ﹤0.01%
66,487
+3,085
+5% +$265K
ATEN icon
1755
A10 Networks
ATEN
$2.16B
$5.83M ﹤0.01%
351,573
+64,476
+22% +$979K
EQC
1756
DELISTED
Equity Commonwealth
EQC
$5.83M ﹤0.01%
224,922
-134,417
-37% -$3.5M
TRIP icon
1757
TripAdvisor
TRIP
$1.65B
$5.8M ﹤0.01%
212,943
+104
+0% +$3.19K
FRPT icon
1758
Freshpet
FRPT
$2.98B
$5.8M ﹤0.01%
60,840
+261
+0.4% +$32.4K
PRAA icon
1759
PRA Group
PRAA
$662M
$5.78M ﹤0.01%
115,053
+7,705
+7% +$342K
FTDR icon
1760
Frontdoor
FTDR
$5.16B
$5.78M ﹤0.01%
157,566
-55,068
-26% -$2.09M
ITOS
1761
DELISTED
iTeos Therapeutics
ITOS
$5.77M ﹤0.01%
123,974
+116,238
+1,503% +$3.87M
NSP icon
1762
Insperity
NSP
$2.06B
$5.77M ﹤0.01%
48,839
+1,501
+3% +$177K
KL
1763
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
$5.76M ﹤0.01%
137,307
-16,086
-10% -$678K
GDEN
1764
DELISTED
Golden Entertainment
GDEN
$5.76M ﹤0.01%
113,910
+13,621
+14% +$675K
CTRE icon
1765
CareTrust REIT
CTRE
$9.84B
$5.75M ﹤0.01%
251,747
-8,675
-3% -$184K
KOF icon
1766
Coca-Cola Femsa
KOF
$22.9B
$5.74M ﹤0.01%
104,846
-2,748
-3% -$146K
FIRY
1767
Firy Inc
FIRY
$152M
$5.74M ﹤0.01%
38,565
+7,364
+24% +$1.42M
IAU icon
1768
iShares Gold Trust
IAU
$63.8B
$5.72M ﹤0.01%
164,357
-44,558
-21% -$1.52M
PENG
1769
Penguin Solutions Inc
PENG
$2.64B
$5.72M ﹤0.01%
161,024
+86,500
+116% +$2.45M
CNX icon
1770
CNX Resources
CNX
$4.9B
$5.71M ﹤0.01%
415,643
+15,861
+4% +$223K
GNL icon
1771
Global Net Lease
GNL
$1.86B
$5.71M ﹤0.01%
373,512
+32,149
+9% +$500K
IWV icon
1772
iShares Russell 3000 ETF
IWV
$19.5B
$5.7M ﹤0.01%
20,551
-39,107
-66% -$10.6M
LMAT icon
1773
LeMaitre Vascular
LMAT
$2.34B
$5.7M ﹤0.01%
113,529
-15,180
-12% -$785K
FVRR icon
1774
Fiverr
FVRR
$330M
$5.7M ﹤0.01%
50,147
+36,153
+258% +$5.64M
MZTI
1775
The Marzetti Company
MZTI
$2.95B
$5.69M ﹤0.01%
34,340
-3,045
-8% -$499K
69 70
71
72 73

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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.