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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
XBI icon
776
State Street SPDR S&P Biotech ETF
XBI
$9.98B
$28.2M 0.01%
251,541
+246,915
+5,338% +$29.8M
TS icon
777
Tenaris
TS
$28.4B
$28.1M 0.01%
1,348,977
+275
+0% +$6.01K
EQT icon
778
EQT Corp
EQT
$33.1B
$28.1M 0.01%
1,289,064
-146,186
-10% -$3.06M
SNN icon
779
Smith & Nephew
SNN
$13.7B
$28M 0.01%
810,003
-102,640
-11% -$3.53M
WF icon
780
Woori Financial
WF
$15.8B
$28M 0.01%
871,199
+12,174
+1% +$396K
UHS icon
781
Universal Health Services
UHS
$10.2B
$27.8M 0.01%
214,368
+14,625
+7% +$1.88M
ORI icon
782
Old Republic International
ORI
$10.9B
$27.7M 0.01%
1,128,212
+48,746
+5% +$1.21M
EXPO icon
783
Exponent
EXPO
$3.25B
$27.7M 0.01%
237,406
+3,157
+1% +$371K
NMRK icon
784
Newmark Group
NMRK
$2.74B
$27.6M 0.01%
1,473,551
+116,894
+9% +$1.86M
AAL icon
785
American Airlines Group
AAL
$9.91B
$27.5M 0.01%
1,533,380
+167,021
+12% +$3.2M
OVV icon
786
Ovintiv
OVV
$16.9B
$27.5M 0.01%
817,005
-10,533
-1% -$376K
ASX icon
787
ASE Group
ASX
$69.7B
$27.5M 0.01%
3,521,136
+85,182
+2% +$626K
MMT
788
Aberdeen Multi-Market Income Fund
MMT
$237M
$27.5M 0.01%
4,299,522
-7,545
-0.2% -$48.9K
OGE icon
789
OGE Energy
OGE
$9.99B
$27.4M 0.01%
715,030
-70,791
-9% -$2.48M
SLGN icon
790
Silgan Holdings
SLGN
$4.53B
$27.4M 0.01%
640,072
+4,909
+0.8% +$203K
MFC icon
791
Manulife Financial
MFC
$73.1B
$27.4M 0.01%
1,437,738
+83,777
+6% +$1.62M
PVH icon
792
PVH
PVH
$3.97B
$27.4M 0.01%
256,489
-20,127
-7% -$2.2M
GDDY icon
793
GoDaddy
GDDY
$13.8B
$27.3M 0.01%
321,729
+117,210
+57% +$8.39M
AM icon
794
Antero Midstream
AM
$10.3B
$27.3M 0.01%
2,818,137
+102,710
+4% +$1.07M
CXT icon
795
Crane NXT
CXT
$2.97B
$27.3M 0.01%
772,018
+20,950
+3% +$728K
DECK icon
796
Deckers Outdoor
DECK
$14.1B
$27.2M 0.01%
445,254
-23,532
-5% -$1.52M
AMH icon
797
American Homes 4 Rent
AMH
$12.2B
$27.2M 0.01%
623,133
-46,460
-7% -$1.88M
STWD icon
798
Starwood Property Trust
STWD
$6.17B
$27.2M 0.01%
1,117,983
-15,088
-1% -$380K
CNO icon
799
CNO Financial Group
CNO
$4.99B
$27.1M 0.01%
1,138,312
+48,737
+4% +$1.2M
DAR icon
800
Darling Ingredients
DAR
$9.34B
$27.1M 0.01%
391,215
-30,505
-7% -$2.22M
30 31
32
33 34

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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.