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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
IEX icon
451
IDEX
IEX
$16.6B
$70.4M 0.04%
298,023
+6,920
+2% +$1.57M
EFV icon
452
iShares MSCI EAFE Value ETF
EFV
$28.4B
$70.3M 0.04%
1,395,781
+5,126
+0.4% +$262K
MPWR icon
453
Monolithic Power Systems
MPWR
$63B
$70.2M 0.04%
142,282
+7,949
+6% +$4.1M
JNPR
454
DELISTED
Juniper Networks
JNPR
$69.9M 0.04%
1,958,092
+129,705
+7% +$4.06M
POOL icon
455
Pool Corp
POOL
$7B
$69.8M 0.04%
123,258
+950
+0.8% +$498K
CAH icon
456
Cardinal Health
CAH
$54.5B
$69.7M 0.04%
1,353,689
+112,496
+9% +$5.52M
RY icon
457
Royal Bank of Canada
RY
$295B
$69.5M 0.04%
655,241
+48,822
+8% +$5.07M
NRG icon
458
NRG Energy
NRG
$26.9B
$69.5M 0.04%
1,613,884
-55,337
-3% -$2.17M
BABA icon
459
Alibaba
BABA
$276B
$69.1M 0.04%
581,581
-128,456
-18% -$18.7M
XYL icon
460
Xylem
XYL
$29.7B
$69M 0.04%
575,259
-3,182
-0.6% -$395K
ALC icon
461
Alcon
ALC
$33.7B
$68.9M 0.04%
791,235
-7,052
-0.9% -$581K
NICE icon
462
Nice
NICE
$5.94B
$68.6M 0.04%
225,973
+16,856
+8% +$4.87M
BIO icon
463
Bio-Rad Laboratories Class A
BIO
$8.86B
$68.5M 0.04%
90,597
+11,372
+14% +$8.51M
CNI icon
464
Canadian National Railway
CNI
$78.3B
$68M 0.03%
553,218
-4,400
-0.8% -$557K
BTZ icon
465
BlackRock Credit Allocation Income Trust
BTZ
$933M
$67.9M 0.03%
4,514,321
+64,273
+1% +$971K
TTWO icon
466
Take-Two Interactive
TTWO
$46B
$67.8M 0.03%
381,346
+41,072
+12% +$7.16M
ESS icon
467
Essex Property Trust
ESS
$18.9B
$67.5M 0.03%
191,652
+2,577
+1% +$877K
BWA icon
468
BorgWarner
BWA
$13B
$67.1M 0.03%
1,691,668
-121,172
-7% -$4.87M
PWR icon
469
Quanta Services
PWR
$88.3B
$67M 0.03%
584,289
+17,572
+3% +$2.03M
QRVO icon
470
Qorvo
QRVO
$8.09B
$66.6M 0.03%
426,025
-57,198
-12% -$9.09M
LKQ icon
471
LKQ Corp
LKQ
$6.77B
$66.2M 0.03%
1,103,228
+61,934
+6% +$3.5M
TD icon
472
Toronto Dominion Bank
TD
$199B
$66.2M 0.03%
863,410
+63,073
+8% +$4.6M
ON icon
473
ON Semiconductor
ON
$32.8B
$66M 0.03%
972,197
+56,183
+6% +$3.18M
MUI
474
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$65.9M 0.03%
4,346,692
-114,716
-3% -$1.76M
LUV icon
475
Southwest Airlines
LUV
$22.7B
$65.6M 0.03%
1,530,456
+19,075
+1% +$895K
17 18
19
20 21

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MCM
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PSUF
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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.