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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
AXS icon
1776
AXIS Capital
AXS
$7.67B
$5.66M ﹤0.01%
103,969
+1,810
+2% +$93.6K
FLGT icon
1777
Fulgent Genetics
FLGT
$574M
$5.66M ﹤0.01%
56,297
+13,305
+31% +$1.17M
UE icon
1778
Urban Edge Properties
UE
$2.87B
$5.66M ﹤0.01%
297,684
+9,549
+3% +$175K
COHU icon
1779
Cohu
COHU
$2.19B
$5.65M ﹤0.01%
148,374
+42,885
+41% +$1.47M
ABCM
1780
DELISTED
Abcam PLC
ABCM
$5.65M ﹤0.01%
239,947
+16,373
+7% +$366K
EIM
1781
Eaton Vance Municipal Bond Fund
EIM
$494M
$5.64M ﹤0.01%
415,339
+125,231
+43% +$1.68M
QS icon
1782
QuantumScape Corp
QS
$3.22B
$5.64M ﹤0.01%
254,191
+74,116
+41% +$2.03M
ZUO
1783
DELISTED
Zuora, Inc.
ZUO
$5.62M ﹤0.01%
300,830
+38,012
+14% +$763K
RWT
1784
Redwood Trust
RWT
$585M
$5.62M ﹤0.01%
425,818
+42,991
+11% +$581K
VISN
1785
Vistance Networks Inc
VISN
$2.64B
$5.61M ﹤0.01%
508,172
+119,113
+31% +$1.31M
BEPC icon
1786
Brookfield Renewable
BEPC
$6.04B
$5.6M ﹤0.01%
151,980
-1,569
-1% -$59.9K
TNC icon
1787
Tennant Co
TNC
$1.41B
$5.59M ﹤0.01%
68,951
+6,857
+11% +$551K
DAVA icon
1788
Endava
DAVA
$153M
$5.57M ﹤0.01%
33,166
-3,624
-10% -$561K
BRC icon
1789
Brady Corp
BRC
$4.39B
$5.56M ﹤0.01%
103,174
-1,484
-1% -$77.7K
OII icon
1790
Oceaneering
OII
$4.74B
$5.54M ﹤0.01%
490,157
+32,068
+7% +$415K
LBAI
1791
DELISTED
Lakeland Bancorp Inc
LBAI
$5.54M ﹤0.01%
291,640
-6,051
-2% -$111K
UBA
1792
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
$5.53M ﹤0.01%
259,781
+13,877
+6% +$279K
GDYN icon
1793
Grid Dynamics Holdings
GDYN
$590M
$5.5M ﹤0.01%
144,982
+16,603
+13% +$574K
NVRI icon
1794
Enviri
NVRI
$624M
$5.49M ﹤0.01%
328,811
+30,572
+10% +$493K
KFRC icon
1795
Kforce
KFRC
$1.01B
$5.49M ﹤0.01%
73,019
-7,328
-9% -$526K
AMRC icon
1796
Ameresco
AMRC
$1.09B
$5.48M ﹤0.01%
67,283
+17,671
+36% +$1.41M
SBCF icon
1797
Seacoast Banking Corp of Florida
SBCF
$3.35B
$5.47M ﹤0.01%
154,688
+29,249
+23% +$1.05M
ROCC
1798
DELISTED
Ranger Oil Corporation Class A Common Stock
ROCC
$5.46M ﹤0.01%
202,988
-42,524
-17% -$1.25M
KALU icon
1799
Kaiser Aluminum
KALU
$2.61B
$5.44M ﹤0.01%
57,950
-11,227
-16% -$1.14M
FCFS icon
1800
FirstCash
FCFS
$8.76B
$5.44M ﹤0.01%
72,710
+19,512
+37% +$1.5M
70 71
72
73 74

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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.