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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
TREX icon
626
Trex
TREX
$4.57B
$42.5M 0.02%
314,444
-9,934
-3% -$1.19M
ERIC icon
627
Ericsson
ERIC
$32.7B
$42.4M 0.02%
3,902,805
-113,978
-3% -$1.25M
LSTR icon
628
Landstar System
LSTR
$6.29B
$41.7M 0.02%
232,843
+3,431
+1% +$588K
TPR icon
629
Tapestry
TPR
$30.5B
$41.6M 0.02%
1,024,961
+16,303
+2% +$670K
ARW icon
630
Arrow Electronics
ARW
$10.8B
$41.6M 0.02%
309,485
+21,311
+7% +$2.61M
SCCO icon
631
Southern Copper
SCCO
$140B
$41.5M 0.02%
725,915
-32,156
-4% -$1.79M
CBOE icon
632
Cboe Global Markets
CBOE
$31.1B
$41.4M 0.02%
317,358
+9,035
+3% +$1.17M
SAN icon
633
Banco Santander
SAN
$200B
$41.4M 0.02%
12,574,445
-1,895,094
-13% -$6.66M
CCEP icon
634
Coca-Cola Europacific Partners
CCEP
$49.2B
$41.2M 0.02%
737,180
+104,784
+17% +$5.65M
FPF
635
First Trust Intermediate Duration Preferred & Income Fund
FPF
$1.08B
$40.9M 0.02%
1,668,028
+19,289
+1% +$480K
STEW
636
SRH Total Return Fund
STEW
$1.79B
$40.7M 0.02%
2,866,672
+34,695
+1% +$468K
TTM
637
DELISTED
Tata Motors Limited
TTM
$40.6M 0.02%
1,263,980
-136,607
-10% -$4.3M
BILL icon
638
BILL Holdings
BILL
$4.62B
$40.5M 0.02%
162,732
+24,412
+18% +$6.9M
E icon
639
ENI
E
$72.9B
$40.5M 0.02%
1,464,756
+121,542
+9% +$3.39M
SCI icon
640
Service Corp International
SCI
$11.7B
$40.5M 0.02%
570,192
+6,999
+1% +$465K
NWG icon
641
NatWest
NWG
$70.6B
$40.4M 0.02%
6,143,952
+300,366
+5% +$1.95M
RPM icon
642
RPM International
RPM
$14.3B
$40M 0.02%
396,475
+22,067
+6% +$2.01M
UTHR icon
643
United Therapeutics
UTHR
$26.1B
$40M 0.02%
185,311
-3,055
-2% -$600K
ROKU icon
644
Roku
ROKU
$21.3B
$40M 0.02%
175,335
-7,504
-4% -$2.02M
KDP icon
645
Keurig Dr Pepper
KDP
$42.3B
$39.9M 0.02%
1,082,957
+81,863
+8% +$2.89M
WSM icon
646
Williams-Sonoma
WSM
$27.8B
$39.6M 0.02%
468,794
-7,926
-2% -$738K
PNR icon
647
Pentair
PNR
$10.8B
$39.5M 0.02%
540,288
+7,688
+1% +$566K
MORN icon
648
Morningstar
MORN
$7.38B
$39.5M 0.02%
115,372
-2,152
-2% -$666K
BBL
649
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$39.4M 0.02%
659,733
+2,077
+0.3% +$113K
LAD icon
650
Lithia Motors
LAD
$8.17B
$39.2M 0.02%
131,905
-12,916
-9% -$3.99M
24 25
26
27 28

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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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ACI
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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.