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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
NWSA icon
801
News Corp Class A
NWSA
$15.6B
$27.1M 0.01%
1,213,142
+166,427
+16% +$3.8M
ZM icon
802
Zoom
ZM
$27.1B
$27M 0.01%
146,845
-64,051
-30% -$15.1M
KNX icon
803
Knight Transportation
KNX
$11.3B
$27M 0.01%
442,797
+30,594
+7% +$1.73M
JAZZ icon
804
Jazz Pharmaceuticals
JAZZ
$16.1B
$27M 0.01%
211,625
+3,361
+2% +$442K
AWP
805
abrdn Global Premier Properties Fund
AWP
$375M
$26.9M 0.01%
1,313,126
+21,960
+2% +$424K
WTRG icon
806
Essential Utilities
WTRG
$11.6B
$26.9M 0.01%
500,326
+11,541
+2% +$560K
OC icon
807
Owens Corning
OC
$11B
$26.9M 0.01%
296,730
+26,500
+10% +$2.41M
LPL icon
808
LG Display
LPL
$2.77B
$26.8M 0.01%
2,649,910
+262,672
+11% +$2.26M
RGA icon
809
Reinsurance Group of America
RGA
$15.7B
$26.7M 0.01%
243,854
-16,387
-6% -$1.82M
MHK icon
810
Mohawk Industries
MHK
$6.94B
$26.7M 0.01%
146,399
-1,005
-0.7% -$179K
CMC icon
811
Commercial Metals
CMC
$7.5B
$26.6M 0.01%
732,030
-16,287
-2% -$539K
LEG icon
812
Leggett & Platt
LEG
$1.39B
$26.6M 0.01%
645,121
-36,994
-5% -$1.61M
ATH
813
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$26.5M 0.01%
318,232
+2,442
+0.8% +$200K
TMHC
814
DELISTED
Taylor Morrison
TMHC
$26.5M 0.01%
756,605
+6,764
+0.9% +$211K
WBD icon
815
Warner Bros
WBD
$64.2B
$26.4M 0.01%
1,123,059
+312,917
+39% +$7.79M
G icon
816
Genpact
G
$6.23B
$26.4M 0.01%
497,154
+49,706
+11% +$2.5M
XLE icon
817
State Street Energy Select Sector SPDR ETF
XLE
$39.1B
$26.4M 0.01%
950,330
-385,642
-29% -$10.9M
ACIW icon
818
ACI Worldwide
ACIW
$6.14B
$26.4M 0.01%
759,856
+101,377
+15% +$3.25M
TEF
819
DELISTED
Telefonica
TEF
$26.4M 0.01%
6,417,175
-290,000
-4% -$1.21M
NTR icon
820
Nutrien
NTR
$33.6B
$26.3M 0.01%
349,255
+12,409
+4% +$869K
POR icon
821
Portland General Electric
POR
$5.86B
$26.2M 0.01%
495,206
+8,480
+2% +$423K
DISCK
822
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$26.2M 0.01%
1,142,757
+267,250
+31% +$6.44M
PHG icon
823
Philips
PHG
$25.3B
$26.2M 0.01%
859,161
-293,925
-25% -$9.99M
ACM icon
824
Aecom
ACM
$9.41B
$26.1M 0.01%
337,878
+7,457
+2% +$524K
WH icon
825
Wyndham Hotels & Resorts
WH
$5.58B
$26M 0.01%
290,292
+4,574
+2% +$382K
31 32
33
34 35

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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.