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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
MELI icon
551
Mercado Libre
MELI
$94.4B
$52.8M 0.03%
39,155
-15,001
-28% -$21.1M
HUBS icon
552
HubSpot
HUBS
$12.2B
$52.6M 0.03%
79,817
+2,664
+3% +$2.02M
CRL icon
553
Charles River Laboratories
CRL
$11.6B
$52.5M 0.03%
139,247
-1,798
-1% -$699K
MYI icon
554
BlackRock MuniYield Quality Fund III
MYI
$715M
$52.4M 0.03%
3,534,459
+136,547
+4% +$1.99M
PAYC icon
555
Paycom
PAYC
$7.54B
$52.2M 0.03%
125,721
-2,147
-2% -$1.02M
RS icon
556
Reliance Steel & Aluminium
RS
$21.2B
$52.1M 0.03%
321,369
+2,333
+0.7% +$361K
CSGP icon
557
CoStar Group
CSGP
$12.4B
$52.1M 0.03%
659,351
-81,252
-11% -$6.82M
INVH icon
558
Invitation Homes
INVH
$17.9B
$52M 0.03%
1,147,837
+63,899
+6% +$2.64M
HAS icon
559
Hasbro
HAS
$13.6B
$51.9M 0.03%
509,523
+13,242
+3% +$1.27M
ABMD
560
DELISTED
Abiomed Inc
ABMD
$51.8M 0.03%
144,311
-4,634
-3% -$1.57M
PUK icon
561
Prudential
PUK
$36.1B
$51.8M 0.03%
1,503,393
-235,308
-14% -$8.93M
CAJ
562
DELISTED
Canon, Inc.
CAJ
$51.7M 0.03%
2,118,263
-40,063
-2% -$943K
MUB icon
563
iShares National Muni Bond ETF
MUB
$45.3B
$51.6M 0.03%
443,759
+11,972
+3% +$1.39M
MUFG icon
564
Mitsubishi UFJ Financial
MUFG
$253B
$50.9M 0.03%
9,313,923
-305,085
-3% -$1.72M
INGR icon
565
Ingredion
INGR
$6.48B
$50.8M 0.03%
525,287
+7,930
+2% +$763K
FICO icon
566
Fair Isaac
FICO
$31B
$50.6M 0.03%
116,725
+28,900
+33% +$11.5M
KKR icon
567
KKR & Co
KKR
$92.2B
$50.5M 0.03%
678,013
+79,165
+13% +$5.84M
BBVA icon
568
Banco Bilbao Vizcaya Argentaria
BBVA
$147B
$50.1M 0.03%
8,540,184
-980,358
-10% -$6.16M
WU icon
569
Western Union
WU
$2.58B
$49.6M 0.03%
2,780,244
+1,025,759
+58% +$18.9M
INCY icon
570
Incyte
INCY
$26B
$49.4M 0.03%
672,744
+188,196
+39% +$12.7M
WPP icon
571
WPP
WPP
$4.59B
$48.7M 0.02%
644,391
+38,168
+6% +$2.72M
NET icon
572
Cloudflare
NET
$93.7B
$48.5M 0.02%
369,139
+61,988
+20% +$10.4M
VWO icon
573
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$48.5M 0.02%
981,347
-446,454
-31% -$22.5M
DVA icon
574
DaVita
DVA
$15.4B
$48.5M 0.02%
425,999
-14,410
-3% -$1.55M
MFG icon
575
Mizuho Financial
MFG
$123B
$48.3M 0.02%
18,940,850
-785,502
-4% -$2.07M
21 22
23
24 25

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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.