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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
WSO icon
751
Watsco Inc
WSO
$12.7B
$30.1M 0.02%
96,268
+1,045
+1% +$310K
ICLR icon
752
Icon
ICLR
$13.8B
$29.9M 0.02%
96,528
-2,690
-3% -$753K
BKU icon
753
Bankunited
BKU
$3.37B
$29.8M 0.02%
704,793
-14,879
-2% -$623K
DISH
754
DELISTED
DISH Network Corp.
DISH
$29.7M 0.02%
916,244
+121,704
+15% +$4.53M
U icon
755
Unity
U
$13.7B
$29.7M 0.02%
207,786
+108,727
+110% +$16.6M
SNV
756
DELISTED
Synovus
SNV
$29.6M 0.02%
619,202
-2,489
-0.4% -$118K
IGD
757
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$511M
$29.5M 0.02%
4,752,326
+445,217
+10% +$2.68M
MASI
758
DELISTED
Masimo
MASI
$29.5M 0.02%
100,739
+4,937
+5% +$1.41M
ABNB icon
759
Airbnb
ABNB
$91.5B
$29.5M 0.02%
176,952
+65,175
+58% +$11.5M
NLY icon
760
Annaly Capital Management
NLY
$17.4B
$29.4M 0.02%
940,310
+36,266
+4% +$1.22M
WMS icon
761
Advanced Drainage Systems
WMS
$10.6B
$29.3M 0.02%
215,306
-24,669
-10% -$3.03M
RRX icon
762
Regal Rexnord
RRX
$12.6B
$29.2M 0.01%
171,661
+39,577
+30% +$6.27M
PDCE
763
DELISTED
PDC Energy, Inc.
PDCE
$29.2M 0.01%
597,986
-15,218
-2% -$781K
GMAB icon
764
Genmab
GMAB
$17.6B
$29.1M 0.01%
735,355
-31,228
-4% -$1.3M
PTC icon
765
PTC
PTC
$15B
$29.1M 0.01%
240,029
+12,416
+5% +$1.5M
SABA
766
Saba Capital Income & Opportunities Fund II
SABA
$220M
$29.1M 0.01%
2,799,477
-588,675
-17% -$6.3M
GNTX icon
767
Gentex
GNTX
$5.15B
$28.7M 0.01%
823,105
+19,065
+2% +$676K
MT icon
768
ArcelorMittal
MT
$49.4B
$28.6M 0.01%
900,081
-131,671
-13% -$4.08M
AMN icon
769
AMN Healthcare
AMN
$1.37B
$28.6M 0.01%
233,825
-14,774
-6% -$1.64M
ABCL icon
770
AbCellera Biologics
ABCL
$1.62B
$28.6M 0.01%
2,000,000
+300,000
+18% +$4.55M
VTIP icon
771
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
$28.5M 0.01%
555,421
+84,477
+18% +$4.4M
LII icon
772
Lennox International
LII
$15.1B
$28.5M 0.01%
87,919
+7,489
+9% +$2.34M
DLB icon
773
Dolby
DLB
$4.99B
$28.4M 0.01%
298,353
+33,096
+12% +$2.96M
DELL icon
774
Dell
DELL
$238B
$28.3M 0.01%
504,577
-239,893
-32% -$13.4M
WIX icon
775
WIX.com
WIX
$2.53B
$28.2M 0.01%
178,774
+35,931
+25% +$6.23M
29 30
31
32 33

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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.