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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
OMCL icon
676
Omnicell
OMCL
$1.96B
$36.7M 0.02%
203,134
+12,850
+7% +$2.23M
OSK icon
677
Oshkosh
OSK
$9.51B
$36.4M 0.02%
323,198
+1,652
+0.5% +$181K
CHT icon
678
Chunghwa Telecom
CHT
$33.5B
$36.3M 0.02%
859,333
+49,005
+6% +$1.98M
KB icon
679
KB Financial Group
KB
$40.6B
$36.3M 0.02%
785,684
+50,619
+7% +$2.4M
SGEN
680
DELISTED
Seagen Inc. Common Stock
SGEN
$36.3M 0.02%
234,484
-3,553
-1% -$595K
LW icon
681
Lamb Weston
LW
$7.51B
$36.2M 0.02%
570,887
+116,465
+26% +$6.72M
CS
682
DELISTED
Credit Suisse Group
CS
$36.2M 0.02%
3,750,494
+7,973
+0.2% +$79.7K
NMR icon
683
Nomura Holdings
NMR
$28.1B
$36.1M 0.02%
8,347,747
+1,349,474
+19% +$6.12M
ZD icon
684
Ziff Davis
ZD
$1.95B
$36.1M 0.02%
325,336
-55,188
-15% -$6.54M
THG icon
685
Hanover Insurance
THG
$7.84B
$36.1M 0.02%
275,164
+3,954
+1% +$513K
TKR icon
686
Timken Company
TKR
$9.72B
$36M 0.02%
519,115
+162
+0% +$11.4K
HSIC icon
687
Henry Schein
HSIC
$9.76B
$35.9M 0.02%
463,394
+4,229
+0.9% +$323K
WCC
688
WESCO International
WCC
$16.1B
$35.9M 0.02%
272,758
-56,617
-17% -$7.24M
WIT icon
689
Wipro
WIT
$19B
$35.7M 0.02%
7,316,912
+192,332
+3% +$873K
MGA icon
690
Magna International
MGA
$18.8B
$35.7M 0.02%
440,509
-28,277
-6% -$2.3M
GLPI icon
691
Gaming and Leisure Properties
GLPI
$13B
$35.5M 0.02%
730,073
+32,193
+5% +$1.53M
AWF
692
AllianceBernstein Global High Income Fund
AWF
$871M
$35.5M 0.02%
2,922,503
+139,967
+5% +$1.71M
HUBB icon
693
Hubbell
HUBB
$25.6B
$35.4M 0.02%
170,032
+5,535
+3% +$1.11M
DB icon
694
Deutsche Bank
DB
$67.6B
$35.3M 0.02%
2,821,536
+468,296
+20% +$5.97M
ENTG icon
695
Entegris
ENTG
$18B
$35.3M 0.02%
254,440
+935
+0.4% +$131K
MANH icon
696
Manhattan Associates
MANH
$9.95B
$35.1M 0.02%
225,720
-24,117
-10% -$3.92M
JLL icon
697
Jones Lang LaSalle
JLL
$15.9B
$35M 0.02%
129,870
+5,987
+5% +$1.54M
CLR
698
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$35M 0.02%
781,010
-84,589
-10% -$4.03M
BFH icon
699
Bread Financial
BFH
$4.36B
$34.9M 0.02%
524,064
-107,870
-17% -$7.98M
ALNY icon
700
Alnylam Pharmaceuticals
ALNY
$38.5B
$34.9M 0.02%
205,698
-2,839
-1% -$528K
26 27
28
29 30

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AF
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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.