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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
AA icon
701
Alcoa
AA
$11.7B
$34.8M 0.02%
584,047
+13,532
+2% +$678K
ALLY icon
702
Ally Financial
ALLY
$13.4B
$34.7M 0.02%
729,373
+38,978
+6% +$1.93M
BURL icon
703
Burlington
BURL
$23.3B
$34.5M 0.02%
118,410
+4,861
+4% +$1.37M
NYT icon
704
New York Times
NYT
$12.2B
$34.4M 0.02%
711,283
+46,854
+7% +$2.31M
IDA icon
705
Idacorp
IDA
$8.24B
$34.3M 0.02%
302,320
-19,297
-6% -$2.05M
SPOT icon
706
Spotify
SPOT
$105B
$34.2M 0.02%
146,061
+1,232
+0.9% +$308K
CHE icon
707
Chemed
CHE
$6.87B
$34.1M 0.02%
64,462
-1,006
-2% -$483K
FNF icon
708
Fidelity National Financial
FNF
$14.6B
$34M 0.02%
677,617
+6,066
+0.9% +$290K
HBI
709
DELISTED
Hanesbrands
HBI
$34M 0.02%
2,031,706
+108,120
+6% +$1.84M
ACGL icon
710
Arch Capital
ACGL
$37.2B
$33.9M 0.02%
763,759
+50,828
+7% +$2.16M
IHG icon
711
InterContinental Hotels
IHG
$23.9B
$33.8M 0.02%
518,033
+126,202
+32% +$8.37M
NWL icon
712
Newell Brands
NWL
$2.24B
$33.5M 0.02%
1,533,248
+121,772
+9% +$2.75M
VTEB icon
713
Vanguard Tax-Exempt Bond Index Fund
VTEB
$45.3B
$33.3M 0.02%
606,214
+37,951
+7% +$2.08M
EGP icon
714
EastGroup Properties
EGP
$11.3B
$33.1M 0.02%
145,485
+16,955
+13% +$3.41M
HOG icon
715
Harley-Davidson
HOG
$2.66B
$33.1M 0.02%
879,255
-36,765
-4% -$1.37M
M icon
716
Macy's
M
$6.62B
$33.1M 0.02%
1,264,744
-139,125
-10% -$3.79M
CPB icon
717
Campbell Soup
CPB
$6.8B
$33.1M 0.02%
761,526
+40,982
+6% +$1.71M
BLDR icon
718
Builders FirstSource
BLDR
$7.93B
$33.1M 0.02%
386,036
+51,432
+15% +$3.48M
AER icon
719
AerCap
AER
$24.3B
$33.1M 0.02%
505,508
+19,723
+4% +$1.22M
BLD
720
DELISTED
TopBuild
BLD
$33M 0.02%
119,786
-11,212
-9% -$2.87M
BMO icon
721
Bank of Montreal
BMO
$127B
$32.9M 0.02%
305,437
+2,903
+1% +$313K
JD icon
722
JD.com
JD
$42.9B
$32.8M 0.02%
467,972
+10,372
+2% +$821K
CZR icon
723
Caesars Entertainment
CZR
$6.1B
$32.8M 0.02%
350,194
+66,152
+23% +$6.71M
CFR icon
724
Cullen/Frost Bankers
CFR
$10.5B
$32.7M 0.02%
259,439
+3,228
+1% +$415K
NCLH icon
725
Norwegian Cruise Line
NCLH
$9.74B
$32.6M 0.02%
1,570,510
-58,599
-4% -$1.4M
27 28
29
30 31

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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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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.