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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
VNO icon
651
Vornado Realty Trust
VNO
$7.54B
$39.2M 0.02%
935,722
+62,579
+7% +$2.7M
AFB
652
AllianceBernstein National Municipal Income Fund
AFB
$314M
$39.1M 0.02%
2,640,820
-62,339
-2% -$928K
APA icon
653
APA Corp
APA
$12.3B
$39.1M 0.02%
1,453,939
+39,224
+3% +$1.04M
GWRE icon
654
Guidewire Software
GWRE
$13.3B
$39M 0.02%
343,324
+31,884
+10% +$3.78M
BRO icon
655
Brown & Brown
BRO
$24.6B
$38.7M 0.02%
551,129
+72,776
+15% +$4.69M
BPOP icon
656
Popular Inc
BPOP
$11.1B
$38.7M 0.02%
471,779
+2,361
+0.5% +$192K
MDB icon
657
MongoDB
MDB
$25B
$38.5M 0.02%
72,813
+14,435
+25% +$7.39M
NOK icon
658
Nokia
NOK
$49.9B
$38.5M 0.02%
6,182,210
+357,708
+6% +$2.09M
ALLE icon
659
Allegion
ALLE
$13.7B
$38.5M 0.02%
290,330
-31,819
-10% -$4.16M
SIMO icon
660
Silicon Motion
SIMO
$7.51B
$38.4M 0.02%
404,510
-39,188
-9% -$2.95M
UMPQ
661
DELISTED
Umpqua Holdings Corp
UMPQ
$38.4M 0.02%
1,996,388
-20,706
-1% -$418K
HST icon
662
Host Hotels & Resorts
HST
$17.4B
$38.3M 0.02%
2,203,611
+107,574
+5% +$1.82M
DOX icon
663
Amdocs
DOX
$5.83B
$38.1M 0.02%
508,814
+20,145
+4% +$1.51M
JRI icon
664
Nuveen Real Asset Income & Growth Fund
JRI
$354M
$38M 0.02%
2,359,177
-177,949
-7% -$2.76M
YUMC icon
665
Yum China
YUMC
$15.6B
$37.5M 0.02%
753,299
-120,068
-14% -$6.51M
EQH icon
666
Equitable Holdings
EQH
$13.5B
$37.5M 0.02%
1,144,126
+38,525
+3% +$1.26M
AIZ icon
667
Assurant
AIZ
$14B
$37.4M 0.02%
239,717
-1,247
-0.5% -$198K
PBCT
668
DELISTED
People's United Financial Inc
PBCT
$37.3M 0.02%
2,093,971
-4,628
-0.2% -$82.5K
NXST icon
669
Nexstar Media Group
NXST
$5.92B
$37.3M 0.02%
247,035
+15,992
+7% +$2.48M
SLM icon
670
SLM Corp
SLM
$4.74B
$37.2M 0.02%
1,891,632
-39,990
-2% -$733K
BG icon
671
Bunge Global
BG
$22.8B
$37M 0.02%
396,283
+13,832
+4% +$1.23M
AGCO icon
672
AGCO
AGCO
$8.96B
$37M 0.02%
318,862
-17,617
-5% -$2.14M
RGEN icon
673
Repligen
RGEN
$7.11B
$36.9M 0.02%
139,367
+4,388
+3% +$1.18M
TEVA icon
674
Teva Pharmaceuticals
TEVA
$36.9B
$36.9M 0.02%
4,605,318
-343,720
-7% -$3.1M
VNT icon
675
Vontier
VNT
$4.62B
$36.9M 0.02%
1,199,188
+181,417
+18% +$5.91M
25 26
27
28 29

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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.