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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
VOD icon
601
Vodafone
VOD
$37.7B
$45.5M 0.02%
3,045,704
+687,866
+29% +$10.5M
JQC icon
602
Nuveen Credit Strategies Income Fund
JQC
$702M
$45.4M 0.02%
6,988,020
+1,070,551
+18% +$6.95M
HMC icon
603
Honda
HMC
$39.3B
$45.2M 0.02%
1,588,118
-166,402
-9% -$4.84M
AMCR icon
604
Amcor
AMCR
$21.6B
$45.2M 0.02%
752,336
-33,094
-4% -$1.96M
CCK icon
605
Crown Holdings
CCK
$13.2B
$45M 0.02%
407,162
+4,782
+1% +$508K
MOH icon
606
Molina Healthcare
MOH
$10.5B
$44.9M 0.02%
141,294
+16,669
+13% +$4.96M
SNAP icon
607
Snap
SNAP
$8.02B
$44.8M 0.02%
953,229
-27,311
-3% -$1.54M
REG icon
608
Regency Centers
REG
$14.8B
$44.5M 0.02%
591,235
+15,426
+3% +$1.11M
MKL icon
609
Markel Group
MKL
$25.5B
$44.5M 0.02%
36,082
-2,268
-6% -$2.86M
LNW
610
DELISTED
Light & Wonder
LNW
$44.3M 0.02%
663,133
-109,663
-14% -$7.98M
BNS icon
611
Scotiabank
BNS
$108B
$44.1M 0.02%
615,319
+18,027
+3% +$1.19M
GT icon
612
Goodyear
GT
$2.12B
$44M 0.02%
2,061,511
+50,341
+3% +$1.05M
VCLT icon
613
Vanguard Long-Term Corporate Bond ETF
VCLT
$8.91B
$43.9M 0.02%
414,497
+2,969
+0.7% +$316K
FNB icon
614
FNB Corp
FNB
$6.81B
$43.9M 0.02%
3,615,191
-121,577
-3% -$1.47M
FHN icon
615
First Horizon
FHN
$12.3B
$43.6M 0.02%
2,672,957
-64,836
-2% -$1.08M
MPT
616
Medical Properties Trust
MPT
$2.89B
$43.5M 0.02%
1,841,603
+95,231
+5% +$2.04M
SEE
617
DELISTED
Sealed Air
SEE
$43.5M 0.02%
644,199
+23,652
+4% +$1.47M
L icon
618
Loews
L
$24.6B
$43.3M 0.02%
749,432
+17,358
+2% +$985K
DOCU
619
DocuSign
DOCU
$10.7B
$43.2M 0.02%
283,793
-42,132
-13% -$9.61M
WRK
620
DELISTED
WestRock Company
WRK
$43.2M 0.02%
973,101
-52,677
-5% -$2.48M
NVR icon
621
NVR
NVR
$17.3B
$43.1M 0.02%
7,302
+290
+4% +$1.53M
ISD
622
PGIM High Yield Bond Fund
ISD
$416M
$43.1M 0.02%
2,688,141
-207,645
-7% -$3.35M
GL icon
623
Globe Life
GL
$13.9B
$43.1M 0.02%
459,933
+16,095
+4% +$1.49M
VIGI icon
624
Vanguard International Dividend Appreciation ETF
VIGI
$9.04B
$42.6M 0.02%
499,178
+15,672
+3% +$1.39M
JBL icon
625
Jabil
JBL
$31.7B
$42.5M 0.02%
604,669
+62,846
+12% +$3.97M
23 24
25
26 27

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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.