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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
LTHM
1026
DELISTED
Livent Corporation
LTHM
$17.8M 0.01%
730,516
-14,175
-2% -$385K
ARDC
1027
Are Dynamic Credit Allocation Fund
ARDC
$295M
$17.7M 0.01%
1,085,717
-195,522
-15% -$3.14M
NATI
1028
DELISTED
National Instruments Corp
NATI
$17.6M 0.01%
402,168
+12,566
+3% +$534K
R icon
1029
Ryder
R
$9.9B
$17.5M 0.01%
212,830
+18,412
+9% +$1.54M
AIRC
1030
DELISTED
Apartment Income REIT Corp.
AIRC
$17.5M 0.01%
320,794
+333
+0.1% +$17.4K
FL
1031
DELISTED
Foot Locker
FL
$17.5M 0.01%
401,150
-16,557
-4% -$787K
EAT icon
1032
Brinker International
EAT
$8.82B
$17.5M 0.01%
478,279
+54,321
+13% +$2.24M
SKX
1033
DELISTED
Skechers
SKX
$17.5M 0.01%
402,521
+7,253
+2% +$325K
BYD icon
1034
Boyd Gaming
BYD
$6.75B
$17.4M 0.01%
265,982
+8,793
+3% +$558K
FSLR icon
1035
First Solar
FSLR
$21.4B
$17.4M 0.01%
200,067
+7,124
+4% +$733K
RNR icon
1036
RenaissanceRe
RNR
$13.8B
$17.4M 0.01%
102,944
-4,319
-4% -$677K
FLG
1037
Flagstar Bank National Association
FLG
$5.87B
$17.4M 0.01%
475,761
+26,726
+6% +$1.02M
EHC icon
1038
Encompass Health
EHC
$11.3B
$17.4M 0.01%
335,596
+15,123
+5% +$780K
TECK icon
1039
Teck Resources
TECK
$28.2B
$17.4M 0.01%
602,932
+16,108
+3% +$442K
AGO icon
1040
Assured Guaranty
AGO
$3.73B
$17.4M 0.01%
345,854
-24,823
-7% -$1.28M
OTEX icon
1041
Open Text
OTEX
$6.28B
$17.4M 0.01%
365,664
-53,025
-13% -$2.61M
SIG icon
1042
Signet Jewelers
SIG
$3.84B
$17.3M 0.01%
199,142
+1,208
+0.6% +$111K
CCJ icon
1043
Cameco
CCJ
$36.8B
$17.3M 0.01%
793,932
-29,388
-4% -$711K
MEDP icon
1044
Medpace
MEDP
$16.3B
$17.3M 0.01%
79,387
+1,928
+2% +$404K
SVC
1045
Service Properties Trust
SVC
$1.05B
$17.2M 0.01%
392,422
-2,271
-0.6% -$116K
HEI icon
1046
HEICO Corp
HEI
$49.6B
$17.1M 0.01%
118,768
+6,671
+6% +$940K
VVV icon
1047
Valvoline
VVV
$5.06B
$17.1M 0.01%
459,208
-131,142
-22% -$4.57M
VSXY
1048
Victoria's Secret
VSXY
$7.09B
$17.1M 0.01%
308,188
+51,031
+20% +$2.66M
IMO icon
1049
Imperial Oil
IMO
$62.3B
$17.1M 0.01%
474,024
-35,905
-7% -$1.23M
SLAB icon
1050
Silicon Laboratories
SLAB
$7.14B
$17.1M 0.01%
82,830
+12,329
+17% +$2.27M
40 41
42
43 44

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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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ACI
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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.