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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
PACW
501
DELISTED
PacWest Bancorp
PACW
$61.2M 0.03%
1,355,630
+12,108
+0.9% +$564K
TRMB icon
502
Trimble
TRMB
$13.6B
$61.2M 0.03%
701,641
+37,704
+6% +$3.24M
TAP icon
503
Molson Coors Class B
TAP
$7.97B
$61.1M 0.03%
1,318,183
+83,636
+7% +$3.84M
COO icon
504
Cooper Companies
COO
$14.1B
$60.9M 0.03%
581,180
+24,676
+4% +$2.51M
ULTA icon
505
Ulta Beauty
ULTA
$21.6B
$60.3M 0.03%
146,218
+9,031
+7% +$3.51M
VXUS icon
506
Vanguard Total International Stock ETF
VXUS
$153B
$59.9M 0.03%
941,645
-287
-0% -$18.4K
IX icon
507
ORIX
IX
$42.8B
$59.9M 0.03%
2,940,215
+14,550
+0.5% +$290K
MXI icon
508
iShares Global Materials ETF
MXI
$340M
$59.5M 0.03%
657,914
+15,425
+2% +$1.37M
FBIN icon
509
Fortune Brands Innovations
FBIN
$6.09B
$59.5M 0.03%
651,208
+12,691
+2% +$1.1M
NEA icon
510
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.37B
$59.3M 0.03%
3,800,981
-128,132
-3% -$1.95M
UNM icon
511
Unum
UNM
$14B
$59.1M 0.03%
2,404,404
-188,816
-7% -$4.83M
LNG icon
512
Cheniere Energy
LNG
$52.8B
$59M 0.03%
581,758
+5,442
+0.9% +$568K
TFX icon
513
Teleflex
TFX
$5.94B
$59M 0.03%
179,497
-8,655
-5% -$2.95M
MIDD icon
514
Middleby
MIDD
$6.11B
$58.7M 0.03%
298,140
-6,682
-2% -$1.22M
RVT icon
515
Royce Value Trust
RVT
$2.22B
$58.6M 0.03%
2,989,923
+204,697
+7% +$3.87M
OKTA icon
516
Okta
OKTA
$23.7B
$58.4M 0.03%
260,303
-1,753
-0.7% -$418K
VEA icon
517
Vanguard FTSE Developed Markets ETF
VEA
$225B
$58.3M 0.03%
1,140,890
-475,177
-29% -$24.4M
STM icon
518
STMicroelectronics
STM
$44.7B
$58M 0.03%
1,187,241
+27,221
+2% +$1.29M
RDS.B
519
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$57.9M 0.03%
1,334,513
+39,998
+3% +$1.8M
CF icon
520
CF Industries
CF
$18.9B
$57.7M 0.03%
815,235
+21,605
+3% +$1.35M
CPT icon
521
Camden Property Trust
CPT
$11.4B
$57.7M 0.03%
322,873
-1,427
-0.4% -$235K
IRM icon
522
Iron Mountain
IRM
$37.4B
$57.4M 0.03%
1,095,922
+52,759
+5% +$2.49M
TYL icon
523
Tyler Technologies
TYL
$13.7B
$57.1M 0.03%
106,187
+5,105
+5% +$2.64M
CPRI icon
524
Capri Holdings
CPRI
$1.88B
$56.6M 0.03%
872,695
+114,137
+15% +$6.76M
CTXS
525
DELISTED
Citrix Systems Inc
CTXS
$56.4M 0.03%
596,751
+5,052
+0.9% +$461K
19 20
21
22 23

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AF
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MCM
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PSUF
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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.