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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
ELAN icon
976
Elanco Animal Health
ELAN
$13.2B
$19.4M 0.01%
684,732
-48,285
-7% -$1.5M
SAIA icon
977
Saia
SAIA
$10.5B
$19.3M 0.01%
57,232
-1,226
-2% -$381K
WIW
978
Western Asset Inflation-Linked Opportunities & Income Fund
WIW
$506M
$19.3M 0.01%
1,419,439
+90,679
+7% +$1.23M
PINS icon
979
Pinterest
PINS
$13.7B
$19.2M 0.01%
529,498
-46,476
-8% -$2.07M
WSC icon
980
WillScot Mobile Mini Holdings
WSC
$4.37B
$19.2M 0.01%
470,807
+121,847
+35% +$4.5M
ACCO icon
981
Acco Brands
ACCO
$399M
$19.2M 0.01%
2,325,459
-49,451
-2% -$426K
AVTR icon
982
Avantor
AVTR
$9.82B
$19.2M 0.01%
455,747
+57,237
+14% +$2.26M
SWN
983
DELISTED
Southwestern Energy Company
SWN
$19.2M 0.01%
4,111,015
+1,079,060
+36% +$5.37M
MTN icon
984
Vail Resorts
MTN
$5.7B
$19.1M 0.01%
58,360
+4,962
+9% +$1.69M
AGNC icon
985
AGNC Investment
AGNC
$12.7B
$19.1M 0.01%
1,271,718
+23,182
+2% +$367K
CNK icon
986
Cinemark Holdings
CNK
$4.07B
$19.1M 0.01%
1,185,075
-147,655
-11% -$2.76M
CXSE icon
987
WisdomTree Trust WisdomTree China ex-State-Owned Enterprises Fund
CXSE
$488M
$19.1M 0.01%
382,897
+291,957
+321% +$15.6M
VGLT icon
988
Vanguard Long-Term Treasury ETF
VGLT
$10.1B
$19M 0.01%
212,985
+939
+0.4% +$83.7K
OHI icon
989
Omega Healthcare
OHI
$15.3B
$19M 0.01%
643,465
+74,115
+13% +$2.16M
Y
990
DELISTED
Alleghany Corp
Y
$19M 0.01%
28,507
+812
+3% +$541K
ROG icon
991
Rogers Corp
ROG
$2.08B
$19M 0.01%
69,679
+1,769
+3% +$430K
ALE
992
DELISTED
Allete
ALE
$19M 0.01%
286,607
+7,046
+3% +$441K
MC icon
993
Moelis & Co
MC
$4.85B
$19M 0.01%
304,177
+14,818
+5% +$993K
TWNK
994
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
$19M 0.01%
929,843
-314,687
-25% -$5.85M
BRX icon
995
Brixmor Property Group
BRX
$9.72B
$18.9M 0.01%
743,479
+42,901
+6% +$1.03M
PII icon
996
Polaris
PII
$3.83B
$18.9M 0.01%
171,715
+14,185
+9% +$1.67M
LAMR icon
997
Lamar Advertising Co
LAMR
$16.7B
$18.9M 0.01%
155,468
-4,488
-3% -$523K
MXL icon
998
MaxLinear
MXL
$5.19B
$18.8M 0.01%
249,430
+23,709
+11% +$1.52M
NTES icon
999
NetEase
NTES
$83B
$18.8M 0.01%
184,368
+8,774
+5% +$891K
BRKR icon
1000
Bruker
BRKR
$9.4B
$18.8M 0.01%
223,492
+26,368
+13% +$2.11M
38 39
40
41 42

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AF
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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.