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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
CUTR
2601
DELISTED
Cutera, Inc.
CUTR
$1.53M ﹤0.01%
37,104
+1,347
+4% +$55.2K
FF icon
2602
Future Fuel
FF
$205M
$1.53M ﹤0.01%
200,155
+114,479
+134% +$888K
EMBJ
2603
Embraer S.A. ADS
EMBJ
$12B
$1.52M ﹤0.01%
85,729
+3,075
+4% +$49.7K
ENIA
2604
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$1.52M ﹤0.01%
279,444
+439
+0.2% +$2.6K
CRK icon
2605
Comstock Resources
CRK
$3.7B
$1.52M ﹤0.01%
187,346
+4,501
+2% +$41.1K
TVRD
2606
Tvardi Therapeutics
TVRD
$20.1M
$1.52M ﹤0.01%
3,457
-1,800
-34% -$904K
API
2607
Agora
API
$333M
$1.51M ﹤0.01%
93,405
+50,823
+119% +$1.13M
MBI icon
2608
MBIA
MBI
$275M
$1.51M ﹤0.01%
95,818
+43,845
+84% +$579K
TCMD icon
2609
Tactile Systems Technology
TCMD
$618M
$1.51M ﹤0.01%
79,504
+24,574
+45% +$697K
ZIP icon
2610
ZipRecruiter
ZIP
$339M
$1.51M ﹤0.01%
60,676
-22,044
-27% -$605K
UEIC icon
2611
Universal Electronics
UEIC
$59.2M
$1.51M ﹤0.01%
37,099
-11,064
-23% -$458K
GTM
2612
ZoomInfo Technologies
GTM
$1.03B
$1.51M ﹤0.01%
23,520
-13,541
-37% -$906K
CHPT icon
2613
ChargePoint
CHPT
$134M
$1.51M ﹤0.01%
3,952
+1,858
+89% +$823K
VLGEA icon
2614
Village Super Market
VLGEA
$657M
$1.5M ﹤0.01%
64,208
+3,577
+6% +$80K
FA icon
2615
First Advantage
FA
$3.69B
$1.5M ﹤0.01%
78,708
+15,223
+24% +$293K
TGTX icon
2616
TG Therapeutics
TGTX
$8.19B
$1.49M ﹤0.01%
78,251
-504
-0.6% -$13.1K
USIO icon
2617
Usio Inc
USIO
$54.4M
$1.48M ﹤0.01%
339,687
+222,235
+189% +$1.34M
YEXT icon
2618
Yext
YEXT
$573M
$1.47M ﹤0.01%
147,844
-45,654
-24% -$513K
CWK icon
2619
Cushman & Wakefield Ltd
CWK
$3.16B
$1.47M ﹤0.01%
65,897
+3,766
+6% +$72.8K
CTEV
2620
Claritev Corp
CTEV
$399M
$1.47M ﹤0.01%
8,265
+6,627
+405% +$1.18M
BOOM icon
2621
DMC Global
BOOM
$111M
$1.46M ﹤0.01%
36,891
+9,958
+37% +$397K
CIO
2622
DELISTED
City Office REIT
CIO
$1.46M ﹤0.01%
74,030
+30,665
+71% +$563K
DVY icon
2623
iShares Select Dividend ETF
DVY
$23.8B
$1.46M ﹤0.01%
11,889
-9,559
-45% -$1.14M
JOBS
2624
DELISTED
51job Inc
JOBS
$1.46M ﹤0.01%
29,745
-24,133
-45% -$1.38M
BZ icon
2625
Kanzhun
BZ
$7.19B
$1.45M ﹤0.01%
+41,548
New +$1.46M
103 104
105
106 107

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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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ACI
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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.