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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
BAK icon
2951
Braskem
BAK
$901M
$660K ﹤0.01%
31,301
+3,174
+11% +$62.9K
TSEM icon
2952
Tower Semiconductor
TSEM
$21.2B
$657K ﹤0.01%
16,560
-1,436
-8% -$49.9K
RXRX icon
2953
Recursion Pharmaceuticals
RXRX
$1.58B
$656K ﹤0.01%
+38,291
New +$720K
CNOB icon
2954
Center Bancorp
CNOB
$1.65B
$655K ﹤0.01%
20,010
-290
-1% -$9.57K
OMAB icon
2955
Grupo Aeroportuario Centro Norte
OMAB
$5.14B
$655K ﹤0.01%
12,202
+641
+6% +$32K
TIL icon
2956
Instil Bio
TIL
$49M
$651K ﹤0.01%
1,902
-102
-5% -$39.4K
TSIBU
2957
DELISTED
Tishman Speyer Innovation Corp. II Unit
TSIBU
$651K ﹤0.01%
66,132
-227
-0.3% -$2.26K
MQT
2958
DELISTED
BlackRock MuniYield Quality Fund II
MQT
$648K ﹤0.01%
44,722
-2,538
-5% -$36.7K
ESGE icon
2959
iShares ESG Aware MSCI EM ETF
ESGE
$6.27B
$646K ﹤0.01%
+16,243
New +$670K
EWA icon
2960
iShares MSCI Australia ETF
EWA
$1.38B
$642K ﹤0.01%
25,841
+58
+0.2% +$1.48K
ZEUS
2961
DELISTED
Olympic Steel
ZEUS
$635K ﹤0.01%
27,036
-15,658
-37% -$379K
RUSHB icon
2962
Rush Enterprises Class B
RUSHB
$6.14B
$633K ﹤0.01%
17,585
+1,425
+9% +$49.1K
CLDX icon
2963
Celldex Therapeutics
CLDX
$2.94B
$629K ﹤0.01%
16,284
-30,124
-65% -$1.31M
KNTK icon
2964
Kinetik
KNTK
$3.72B
$627K ﹤0.01%
20,438
-7,656
-27% -$262K
PR
2965
Permian Resources
PR
$17.4B
$626K ﹤0.01%
104,669
+20,933
+25% +$143K
THD icon
2966
iShares MSCI Thailand ETF
THD
$361M
$626K ﹤0.01%
8,221
-1,206
-13% -$91.8K
EPM icon
2967
Evolution Petroleum
EPM
$133M
$625K ﹤0.01%
123,799
-67,975
-35% -$377K
IMOS
2968
ChipMOS TECHNOLOGIES
IMOS
$1.59B
$625K ﹤0.01%
17,805
+1,529
+9% +$50.9K
BZH icon
2969
Beazer Homes USA
BZH
$888M
$624K ﹤0.01%
26,887
-232
-0.9% -$4.66K
DTIL icon
2970
Precision BioSciences
DTIL
$178M
$624K ﹤0.01%
2,812
+641
+30% +$179K
VIV icon
2971
Telefônica Brasil
VIV
$20.4B
$624K ﹤0.01%
72,164
-1,238
-2% -$10.6K
SENEA icon
2972
Seneca Foods Class A
SENEA
$1.15B
$623K ﹤0.01%
12,985
-542
-4% -$26.7K
RADI
2973
DELISTED
Radius Global Infrastructure, Inc. Class A Common Stock
RADI
$623K ﹤0.01%
38,676
+27,187
+237% +$460K
DGRO icon
2974
iShares Core Dividend Growth ETF
DGRO
$42.8B
$622K ﹤0.01%
11,182
-1,154
-9% -$61.6K
AXIA.PR
2975
DELISTED
AXIA Energia American Depositary Shares Preferred Class B1
AXIA.PR
$622K ﹤0.01%
103,623
+15,009
+17% +$94.5K
117 118
119
120 121

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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.