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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
AJRD
1626
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$7.1M ﹤0.01%
151,928
+30,622
+25% +$1.35M
LZB icon
1627
La-Z-Boy
LZB
$1.61B
$7.1M ﹤0.01%
195,611
+37,792
+24% +$1.32M
BHC icon
1628
Bausch Health
BHC
$2.25B
$7.09M ﹤0.01%
256,790
-5,815
-2% -$156K
NTLA icon
1629
Intellia Therapeutics
NTLA
$1.55B
$7.07M ﹤0.01%
59,814
-21,717
-27% -$2.72M
GH icon
1630
Guardant Health
GH
$20.2B
$7.06M ﹤0.01%
70,586
-531
-0.7% -$54.9K
CNS icon
1631
Cohen & Steers
CNS
$4.19B
$7.02M ﹤0.01%
75,845
-5,102
-6% -$472K
VCSH icon
1632
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.8B
$7.01M ﹤0.01%
86,295
– –
PDX
1633
PIMCO Dynamic Income Strategy Fund
PDX
$945M
$7M ﹤0.01%
543,113
+245,482
+82% +$3.22M
TCOM icon
1634
Trip.com Group
TCOM
$29.3B
$6.99M ﹤0.01%
283,742
-28,743
-9% -$814K
KAI icon
1635
Kadant
KAI
$3.63B
$6.97M ﹤0.01%
30,242
+2,120
+8% +$473K
CBZ icon
1636
CBIZ
CBZ
$3B
$6.96M ﹤0.01%
177,824
+4,326
+2% +$161K
ESTC icon
1637
Elastic
ESTC
$6.68B
$6.94M ﹤0.01%
56,386
-7,180
-11% -$1.08M
BBD icon
1638
Banco Bradesco
BBD
$37.9B
$6.94M ﹤0.01%
2,232,022
+168,702
+8% +$558K
PARR icon
1639
Par Pacific Holdings
PARR
$4.31B
$6.94M ﹤0.01%
420,890
-14,645
-3% -$221K
ADNT icon
1640
Adient
ADNT
$1.72B
$6.93M ﹤0.01%
144,770
+50,393
+53% +$2.26M
PLAN
1641
DELISTED
Anaplan, Inc.
PLAN
$6.92M ﹤0.01%
151,014
-28,670
-16% -$1.58M
ODP
1642
DELISTED
ODP
ODP
$6.89M ﹤0.01%
175,529
+460
+0.3% +$18.9K
MYGN icon
1643
Myriad Genetics
MYGN
$507M
$6.89M ﹤0.01%
249,757
-25,765
-9% -$746K
CAE icon
1644
CAE Inc. Common Shares
CAE
$8.31B
$6.89M ﹤0.01%
272,930
-3,895
-1% -$109K
IJH icon
1645
iShares Core S&P Mid-Cap ETF
IJH
$122B
$6.89M ﹤0.01%
121,640
+24,090
+25% +$1.34M
SAFE
1646
Safehold
SAFE
$1.13B
$6.89M ﹤0.01%
54,772
-21,359
-28% -$2.6M
DLO icon
1647
dLocal
DLO
$4.41B
$6.87M ﹤0.01%
192,511
+173,082
+891% +$7.48M
PSB
1648
DELISTED
PS Business Parks, Inc.
PSB
$6.87M ﹤0.01%
37,275
+779
+2% +$137K
CHX
1649
DELISTED
ChampionX
CHX
$6.85M ﹤0.01%
339,121
-20,674
-6% -$486K
VREX icon
1650
Varex Imaging
VREX
$467M
$6.85M ﹤0.01%
217,143
+2,178
+1% +$61.7K
64 65
66
67 68

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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.