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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
KIM icon
576
Kimco Realty
KIM
$17.7B
$48.2M 0.02%
1,955,402
+177,529
+10% +$4.11M
AES icon
577
AES
AES
$10.6B
$48M 0.02%
1,973,576
-150,271
-7% -$3.65M
EQNR icon
578
Equinor
EQNR
$90.9B
$47.9M 0.02%
1,819,118
+62,648
+4% +$1.65M
BXP icon
579
Boston Properties
BXP
$11.2B
$47.8M 0.02%
415,028
+30,086
+8% +$3.46M
SE icon
580
Sea Limited
SE
$65.8B
$47.8M 0.02%
213,670
+22,268
+12% +$6.65M
IBN icon
581
ICICI Bank
IBN
$109B
$47.8M 0.02%
2,414,473
+305,510
+14% +$6.04M
CSL icon
582
Carlisle Companies
CSL
$14.1B
$47.6M 0.02%
192,000
-5,324
-3% -$1.22M
TRI icon
583
Thomson Reuters
TRI
$45.1B
$47.4M 0.02%
375,868
-13,486
-3% -$1.68M
CNQ icon
584
Canadian Natural Resources
CNQ
$92.2B
$47.4M 0.02%
2,288,582
-73,416
-3% -$1.49M
HZNP
585
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$47.3M 0.02%
438,474
-2,200
-0.5% -$240K
LDOS icon
586
Leidos
LDOS
$14.9B
$47.1M 0.02%
530,246
-39,041
-7% -$3.66M
AFG icon
587
American Financial Group
AFG
$12B
$46.7M 0.02%
340,204
+7,630
+2% +$1.05M
SUI icon
588
Sun Communities
SUI
$15.3B
$46.7M 0.02%
222,473
+2,933
+1% +$578K
GNRC icon
589
Generac Holdings
GNRC
$11.5B
$46.6M 0.02%
132,489
+3,216
+2% +$1.33M
ALK icon
590
Alaska Air
ALK
$5.42B
$46.4M 0.02%
891,423
+58,517
+7% +$3.17M
ZS icon
591
Zscaler
ZS
$24.5B
$46.4M 0.02%
144,322
+17,559
+14% +$5.53M
VTRS icon
592
Viatris
VTRS
$20.8B
$46.3M 0.02%
3,423,560
-41,858
-1% -$559K
TAK icon
593
Takeda Pharmaceutical
TAK
$56B
$46.3M 0.02%
3,395,238
-607,917
-15% -$8.53M
BBWI icon
594
Bath & Body Works
BBWI
$4.13B
$46.3M 0.02%
662,981
-3,969
-0.6% -$282K
ATO icon
595
Atmos Energy
ATO
$29.9B
$46.2M 0.02%
441,314
+34,289
+8% +$3.25M
UGI icon
596
UGI
UGI
$7.92B
$46.2M 0.02%
1,005,670
+18,919
+2% +$841K
VMW
597
DELISTED
VMware, Inc
VMW
$46.2M 0.02%
398,273
+231,146
+138% +$30.4M
PNW icon
598
Pinnacle West Capital
PNW
$12.8B
$46M 0.02%
652,243
+201,909
+45% +$13.6M
MKTX icon
599
MarketAxess Holdings
MKTX
$4.34B
$46M 0.02%
111,898
+24,693
+28% +$9.74M
UMC icon
600
United Microelectronic
UMC
$43.6B
$45.5M 0.02%
3,890,648
-16,160
-0.4% -$180K
22 23
24
25 26

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MCM
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PSUF
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IA
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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.