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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
CHKP icon
726
Check Point Software Technologies
CHKP
$14.1B
$32.4M 0.02%
278,364
-33,407
-11% -$3.87M
SHG icon
727
Shinhan Financial Group
SHG
$32.8B
$32.4M 0.02%
1,049,598
+16,701
+2% +$536K
GXO icon
728
GXO Logistics
GXO
$6.13B
$32.3M 0.02%
355,355
+20,208
+6% +$1.82M
GEN icon
729
Gen Digital
GEN
$16.5B
$32.3M 0.02%
1,241,718
+26,808
+2% +$678K
NDSN icon
730
Nordson
NDSN
$16.9B
$32.2M 0.02%
126,012
+1,599
+1% +$409K
LVS icon
731
Las Vegas Sands
LVS
$32B
$32.1M 0.02%
853,781
+229,732
+37% +$8.83M
ATR icon
732
AptarGroup
ATR
$8.8B
$32.1M 0.02%
262,083
-48,013
-15% -$5.97M
VICI icon
733
VICI Properties
VICI
$29.8B
$32M 0.02%
1,063,647
+60,276
+6% +$1.75M
GAP
734
The Gap Inc
GAP
$7.28B
$32M 0.02%
1,813,988
+106,730
+6% +$2.23M
ENB icon
735
Enbridge
ENB
$121B
$32M 0.02%
818,233
-77,226
-9% -$3.1M
XRX icon
736
Xerox
XRX
$360M
$31.9M 0.02%
1,409,884
+516,368
+58% +$10.5M
LOGI icon
737
Logitech
LOGI
$16B
$31.9M 0.02%
386,175
+72,064
+23% +$6.02M
TTEK icon
738
Tetra Tech
TTEK
$8.7B
$31.7M 0.02%
934,300
+86,230
+10% +$2.97M
CGNX icon
739
Cognex
CGNX
$10B
$31.7M 0.02%
407,178
-34,031
-8% -$2.75M
VST icon
740
Vistra
VST
$50.1B
$31.7M 0.02%
1,390,480
+66,806
+5% +$1.34M
SYNH
741
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
$31.6M 0.02%
307,779
+32,124
+12% +$3.08M
BAH icon
742
Booz Allen Hamilton
BAH
$8.8B
$31.5M 0.02%
371,818
+23,029
+7% +$1.94M
CIEN icon
743
Ciena
CIEN
$49.6B
$31.4M 0.02%
407,469
+50,707
+14% +$3.13M
AEL
744
DELISTED
American Equity Investment Life Holding Company
AEL
$31.3M 0.02%
804,872
+109,898
+16% +$3.83M
CM icon
745
Canadian Imperial Bank of Commerce
CM
$109B
$31.3M 0.02%
536,974
+15,830
+3% +$921K
VB icon
746
Vanguard Small-Cap ETF
VB
$80.2B
$31.2M 0.02%
138,013
+46,009
+50% +$10.5M
ELS icon
747
Equity Lifestyle Properties
ELS
$12.8B
$31M 0.02%
353,870
+2,106
+0.6% +$177K
HWM icon
748
Howmet Aerospace
HWM
$114B
$30.6M 0.02%
961,425
+6,027
+0.6% +$186K
AMG icon
749
Affiliated Managers Group
AMG
$9.78B
$30.5M 0.02%
185,343
-2,116
-1% -$355K
KSS icon
750
Kohl's
KSS
$2.16B
$30.3M 0.02%
613,894
-5,718
-0.9% -$292K
28 29
30
31 32

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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.