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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
XRAY icon
476
Dentsply Sirona
XRAY
$2.84B
$65.3M 0.03%
1,169,737
+83,333
+8% +$4.58M
EMD
477
Western Asset Emerging Markets Debt Fund
EMD
$606M
$65.2M 0.03%
5,095,004
-89,881
-2% -$1.19M
DDOG icon
478
Datadog
DDOG
$94B
$65.2M 0.03%
366,028
+39,692
+12% +$6.74M
FDS icon
479
Factset
FDS
$10B
$64.9M 0.03%
133,522
+2,960
+2% +$1.33M
STE icon
480
Steris
STE
$22.9B
$64.3M 0.03%
264,196
+23,958
+10% +$5.47M
HES
481
DELISTED
Hess
HES
$64.2M 0.03%
867,243
+21,303
+3% +$1.73M
LNT icon
482
Alliant Energy
LNT
$18.6B
$64.2M 0.03%
1,043,838
-85,206
-8% -$4.88M
DXC icon
483
DXC Technology
DXC
$1.91B
$64.1M 0.03%
1,992,344
+18,323
+0.9% +$597K
CNP icon
484
CenterPoint Energy
CNP
$28.3B
$63.8M 0.03%
2,285,812
-82,455
-3% -$2.2M
CRWD icon
485
CrowdStrike
CRWD
$183B
$63.8M 0.03%
1,245,848
-125,188
-9% -$7.62M
VEEV icon
486
Veeva Systems
VEEV
$33.8B
$63.5M 0.03%
248,540
-6,147
-2% -$1.79M
K
487
DELISTED
Kellanova
K
$63.2M 0.03%
1,044,928
+208,677
+25% +$12.3M
PKG icon
488
Packaging Corp of America
PKG
$22.2B
$63M 0.03%
463,026
+24,199
+6% +$3.25M
HUN icon
489
Huntsman Corp
HUN
$2.1B
$62.9M 0.03%
1,804,292
+17,669
+1% +$577K
TTD icon
490
Trade Desk
TTD
$8.97B
$62.9M 0.03%
686,255
+63,339
+10% +$5.55M
EVRG icon
491
Evergy
EVRG
$19.4B
$62.4M 0.03%
909,326
+25,105
+3% +$1.63M
TECH icon
492
Bio-Techne
TECH
$11.2B
$62.3M 0.03%
482,072
+27,636
+6% +$3.39M
DINO icon
493
HF Sinclair
DINO
$16.2B
$62.1M 0.03%
1,894,132
-121,842
-6% -$4.1M
J icon
494
Jacobs Solutions
J
$16B
$61.9M 0.03%
537,613
-4,072
-0.8% -$471K
VTR icon
495
Ventas
VTR
$47.5B
$61.9M 0.03%
1,210,995
-6,708
-0.6% -$351K
CRH icon
496
CRH
CRH
$66.6B
$61.9M 0.03%
1,172,316
+94,357
+9% +$4.65M
WDC icon
497
Western Digital
WDC
$159B
$61.9M 0.03%
1,255,762
+250,265
+25% +$10.9M
BEN icon
498
Franklin Resources
BEN
$16.8B
$61.9M 0.03%
1,847,540
+89,999
+5% +$2.96M
HII icon
499
Huntington Ingalls Industries
HII
$11B
$61.7M 0.03%
330,583
-1,093
-0.3% -$211K
LEA icon
500
Lear
LEA
$7.39B
$61.5M 0.03%
336,107
+4,097
+1% +$719K
18 19
20
21 22

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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.