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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
RGLD icon
826
Royal Gold
RGLD
$16.4B
$26M 0.01%
246,806
-4,162
-2% -$420K
B
827
Barrick Mining
B
$60.2B
$25.9M 0.01%
1,365,365
+34,108
+3% +$648K
MMS icon
828
Maximus
MMS
$3.33B
$25.9M 0.01%
325,345
+26,547
+9% +$2.17M
SEIC icon
829
SEI Investments
SEIC
$12.5B
$25.9M 0.01%
424,307
+16,816
+4% +$1.04M
RL icon
830
Ralph Lauren
RL
$22.1B
$25.8M 0.01%
217,432
-732
-0.3% -$87.9K
MCR
831
DELISTED
MFS Charter Income Trust
MCR
$25.8M 0.01%
3,024,040
+39,719
+1% +$340K
PKX icon
832
POSCO
PKX
$14.8B
$25.6M 0.01%
438,981
-5,358
-1% -$333K
SEDG icon
833
SolarEdge
SEDG
$2.4B
$25.6M 0.01%
91,165
+7,493
+9% +$2.37M
INDA icon
834
iShares MSCI India ETF
INDA
$6.81B
$25.6M 0.01%
557,692
-43,681
-7% -$2.11M
ENOV icon
835
Enovis
ENOV
$1.72B
$25.4M 0.01%
321,282
+8,899
+3% +$744K
EEFT icon
836
Euronet Worldwide
EEFT
$3.17B
$25.4M 0.01%
213,184
+35,903
+20% +$4.27M
MDC
837
DELISTED
M.D.C. Holdings, Inc.
MDC
$25.2M 0.01%
452,167
+12,145
+3% +$618K
HI
838
DELISTED
Hillenbrand
HI
$25.2M 0.01%
484,367
+28,159
+6% +$1.35M
HDB icon
839
HDFC Bank
HDB
$122B
$25.2M 0.01%
773,100
-545,208
-41% -$19.1M
RRC icon
840
Range Resources
RRC
$9.27B
$25.1M 0.01%
1,407,750
-123,767
-8% -$2.67M
FIVE icon
841
Five Below
FIVE
$11.8B
$25.1M 0.01%
121,189
+3,185
+3% +$626K
JHG
842
DELISTED
Janus Henderson
JHG
$24.9M 0.01%
594,555
+30,726
+5% +$1.36M
EWBC icon
843
East-West Bancorp
EWBC
$18B
$24.9M 0.01%
316,164
+1,666
+0.5% +$134K
RDY icon
844
Dr. Reddy's Laboratories
RDY
$9.81B
$24.9M 0.01%
1,900,035
+79,580
+4% +$1M
REXR icon
845
Rexford Industrial Realty
REXR
$8.6B
$24.8M 0.01%
306,304
+25,004
+9% +$1.73M
AEG icon
846
Aegon
AEG
$13.4B
$24.8M 0.01%
5,256,989
-20,658
-0.4% -$96.6K
PBH icon
847
Prestige Consumer Healthcare
PBH
$2.47B
$24.8M 0.01%
408,610
+12,557
+3% +$745K
EXLS icon
848
EXL Service
EXLS
$5.49B
$24.7M 0.01%
854,240
+18,125
+2% +$477K
PB icon
849
Prosperity Bancshares
PB
$8.93B
$24.7M 0.01%
341,240
+1,403
+0.4% +$104K
POWI icon
850
Power Integrations
POWI
$3.14B
$24.7M 0.01%
265,495
-48,805
-16% -$4.79M
32 33
34
35 36

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AF
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MCM
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PSUF
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IA
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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.