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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
SF
901
Stifel
SF
$12.5B
$22.4M 0.01%
477,152
+18,327
+4% +$890K
HE icon
902
Hawaiian Electric Industries
HE
$2.26B
$22.4M 0.01%
538,808
-17,885
-3% -$726K
MSM icon
903
MSC Industrial Direct
MSM
$6.75B
$22.3M 0.01%
265,362
+50,603
+24% +$4.23M
RITM icon
904
Rithm Capital
RITM
$5.6B
$22.3M 0.01%
2,081,632
+59,007
+3% +$658K
CCOI icon
905
Cogent Communications
CCOI
$639M
$22.3M 0.01%
304,141
+23,169
+8% +$1.74M
UFPI icon
906
UFP Industries
UFPI
$4.97B
$22.2M 0.01%
241,753
+4,617
+2% +$388K
HXL icon
907
Hexcel
HXL
$7.99B
$22.2M 0.01%
428,610
-10,767
-2% -$610K
CASY icon
908
Casey's General Stores
CASY
$32.2B
$22.2M 0.01%
112,420
-20,770
-16% -$4.01M
GIB icon
909
CGI
GIB
$15.7B
$22.2M 0.01%
250,312
-29,659
-11% -$2.6M
AIF
910
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$21.9M 0.01%
1,430,767
-5,684
-0.4% -$89.1K
BWG
911
BrandywineGLOBAL Global Income Opportunities Fund
BWG
$129M
$21.9M 0.01%
1,870,784
+116,503
+7% +$1.41M
WOLF icon
912
Wolfspeed
WOLF
$1.09B
$21.9M 0.01%
195,695
+32,136
+20% +$3.58M
EME icon
913
Emcor
EME
$29.9B
$21.7M 0.01%
170,140
+16,569
+11% +$2.05M
ARMK icon
914
Aramark
ARMK
$15B
$21.6M 0.01%
812,149
+31,239
+4% +$817K
WPC icon
915
W.P. Carey
WPC
$16.7B
$21.6M 0.01%
268,436
+10,253
+4% +$785K
BOH icon
916
Bank of Hawaii
BOH
$3.13B
$21.5M 0.01%
256,464
+5,674
+2% +$478K
MDU icon
917
MDU Resources
MDU
$4.18B
$21.4M 0.01%
1,828,454
-200,131
-10% -$2.26M
ACC
918
DELISTED
American Campus Communities, Inc.
ACC
$21.4M 0.01%
373,844
+17,951
+5% +$958K
STL
919
DELISTED
Sterling Bancorp
STL
$21.3M 0.01%
825,796
+62
+0% +$1.6K
KFY icon
920
Korn Ferry
KFY
$4.33B
$21.3M 0.01%
280,832
-17,103
-6% -$1.31M
PK icon
921
Park Hotels & Resorts
PK
$3.09B
$21.2M 0.01%
1,124,400
+160,339
+17% +$3.02M
WEX icon
922
WEX
WEX
$6.46B
$21.2M 0.01%
150,986
+13,622
+10% +$2.08M
TOL icon
923
Toll Brothers
TOL
$14.2B
$21.1M 0.01%
290,864
+19,860
+7% +$1.28M
CACI icon
924
CACI
CACI
$10.8B
$21M 0.01%
78,149
+1,862
+2% +$510K
VALE icon
925
Vale
VALE
$62.6B
$21M 0.01%
1,498,841
+234,340
+19% +$3.11M
35 36
37
38 39

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MCM
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PSUF
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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.