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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
NAD icon
526
Nuveen Quality Municipal Income Fund
NAD
$2.73B
$56.3M 0.03%
3,495,911
-619,693
-15% -$9.71M
XME icon
527
State Street SPDR S&P Metals & Mining ETF
XME
$3.9B
$56M 0.03%
1,249,900
-836,815
-40% -$36.6M
TDY icon
528
Teledyne Technologies
TDY
$30.1B
$55.1M 0.03%
126,202
+5,638
+5% +$2.45M
FOXA icon
529
Fox Class A
FOXA
$24.2B
$55.1M 0.03%
1,493,324
+145,822
+11% +$5.75M
ADX icon
530
Adams Diversified Equity Fund
ADX
$3.08B
$55.1M 0.03%
2,837,651
-26,097
-0.9% -$525K
TRGP icon
531
Targa Resources
TRGP
$56.2B
$55.1M 0.03%
1,054,108
-55,709
-5% -$2.99M
RJF icon
532
Raymond James Financial
RJF
$34B
$54.8M 0.03%
545,982
-63,557
-10% -$6.28M
QGEN icon
533
Qiagen
QGEN
$8.72B
$54.6M 0.03%
926,305
+70,829
+8% +$4.06M
AOS icon
534
A.O. Smith
AOS
$8.82B
$54.5M 0.03%
634,761
-12,050
-2% -$919K
DKS icon
535
Dick's Sporting Goods
DKS
$18.9B
$54.5M 0.03%
473,762
-56,902
-11% -$6.82M
BN icon
536
Brookfield
BN
$104B
$54.3M 0.03%
1,668,282
+72,767
+5% +$2.3M
BOE icon
537
BlackRock Enhanced Global Dividend Trust
BOE
$666M
$54.2M 0.03%
4,448,624
+183,228
+4% +$2.21M
EG icon
538
Everest Group
EG
$15.8B
$54.1M 0.03%
197,653
+4,275
+2% +$1.16M
SNA icon
539
Snap-on
SNA
$21.7B
$54M 0.03%
250,715
+4,711
+2% +$1.01M
CPAY icon
540
Corpay
CPAY
$25.1B
$54M 0.03%
241,124
-22,902
-9% -$5.47M
STLA icon
541
Stellantis
STLA
$16.7B
$53.8M 0.03%
2,869,458
+272,767
+11% +$5.26M
JKHY icon
542
Jack Henry & Associates
JKHY
$11.2B
$53.7M 0.03%
321,389
+42,759
+15% +$6.92M
BUD icon
543
AB InBev
BUD
$161B
$53.5M 0.03%
883,927
+201,123
+29% +$11.7M
WRB icon
544
W.R. Berkley
WRB
$28.3B
$53.3M 0.03%
1,456,567
+21,517
+1% +$763K
BCE icon
545
BCE
BCE
$20.3B
$53.3M 0.03%
1,024,560
-4,016
-0.4% -$205K
HOLX
546
DELISTED
Hologic
HOLX
$53.3M 0.03%
695,835
+60,151
+9% +$4.42M
UAL icon
547
United Airlines
UAL
$40.2B
$53.1M 0.03%
1,212,617
+61,885
+5% +$2.87M
UDR icon
548
UDR
UDR
$12.7B
$53M 0.03%
882,909
+34,682
+4% +$1.95M
SBNY
549
DELISTED
Signature Bank
SBNY
$52.9M 0.03%
163,556
+35,195
+27% +$11M
VOYA icon
550
Voya Financial
VOYA
$9.07B
$52.8M 0.03%
796,607
-51,761
-6% -$3.41M
20 21
22
23 24

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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.