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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
AGR
951
DELISTED
Avangrid, Inc.
AGR
$20.1M 0.01%
403,654
+86
+0% +$4.36K
TNL icon
952
Travel + Leisure Co
TNL
$4.76B
$20.1M 0.01%
364,256
+6,687
+2% +$358K
PCG icon
953
PG&E
PCG
$39B
$20.1M 0.01%
1,658,069
+182,497
+12% +$2.14M
BIDU icon
954
Baidu
BIDU
$35.7B
$20.1M 0.01%
135,148
+7,999
+6% +$1.25M
WCN
955
Waste Connections
WCN
$43.6B
$20.1M 0.01%
147,529
-526
-0.4% -$69.9K
LSCC icon
956
Lattice Semiconductor
LSCC
$16B
$20.1M 0.01%
260,261
+18,944
+8% +$1.41M
USFD icon
957
US Foods
USFD
$22.5B
$20M 0.01%
574,199
-71,115
-11% -$2.48M
IPGP icon
958
IPG Photonics
IPGP
$3.4B
$20M 0.01%
115,953
+23,120
+25% +$3.82M
TY icon
959
TRI-Continental Corp
TY
$1.84B
$19.8M 0.01%
597,309
+30,060
+5% +$1.03M
BCX icon
960
BlackRock Resources & Commodities Strategy Trust
BCX
$896M
$19.8M 0.01%
2,117,859
+91,987
+5% +$858K
JBLU icon
961
JetBlue
JBLU
$2.13B
$19.8M 0.01%
1,389,803
-1,104
-0.1% -$16.2K
ROL icon
962
Rollins
ROL
$18.6B
$19.8M 0.01%
577,358
-50,384
-8% -$1.76M
IAA
963
DELISTED
IAA, Inc. Common Stock
IAA
$19.8M 0.01%
390,176
+267
+0.1% +$14.2K
HRB icon
964
H&R Block
HRB
$5.98B
$19.7M 0.01%
836,274
+53,932
+7% +$1.31M
UHAL icon
965
U-Haul Holding Co
UHAL
$14B
$19.6M 0.01%
270,280
+31,400
+13% +$2.26M
SYNA icon
966
Synaptics
SYNA
$4.05B
$19.6M 0.01%
67,794
+4,930
+8% +$1.18M
NUS icon
967
Nu Skin
NUS
$257M
$19.6M 0.01%
386,623
+17,073
+5% +$759K
SIRI icon
968
SiriusXM
SIRI
$11B
$19.6M 0.01%
308,704
+96,747
+46% +$6.05M
CUBE icon
969
CubeSmart
CUBE
$9.61B
$19.6M 0.01%
344,253
+9,184
+3% +$494K
FAF icon
970
First American
FAF
$7.98B
$19.6M 0.01%
250,297
+37,642
+18% +$2.81M
ATKR icon
971
Atkore
ATKR
$2.41B
$19.6M 0.01%
176,081
+3,814
+2% +$388K
MATX icon
972
Matsons
MATX
$6.11B
$19.5M 0.01%
216,908
-20,727
-9% -$1.77M
AEO icon
973
American Eagle Outfitters
AEO
$2.94B
$19.5M 0.01%
770,545
+308,255
+67% +$7.85M
MKSI icon
974
MKS Inc
MKSI
$17.4B
$19.5M 0.01%
111,888
+10,739
+11% +$1.68M
KRG icon
975
Kite Realty
KRG
$5.86B
$19.4M 0.01%
892,930
+529,481
+146% +$11.3M
37 38
39
40 41

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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.