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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
IRT icon
1126
Independence Realty Trust
IRT
$3.98B
$15M 0.01%
581,470
+46,595
+9% +$1.1M
FMBI
1127
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$15M 0.01%
732,891
+39,079
+6% +$783K
LBTYK icon
1128
Liberty Global Class C
LBTYK
$3.5B
$15M 0.01%
534,223
+4,229
+0.8% +$121K
KEP icon
1129
Korea Electric Power
KEP
$14.6B
$15M 0.01%
1,638,646
-88,259
-5% -$834K
RHP icon
1130
Ryman Hospitality Properties
RHP
$8.56B
$15M 0.01%
162,828
+6,855
+4% +$588K
AIT icon
1131
Applied Industrial Technologies
AIT
$12.4B
$15M 0.01%
145,685
+18,164
+14% +$1.82M
X
1132
DELISTED
US Steel
X
$15M 0.01%
628,014
-5,971
-0.9% -$141K
CC icon
1133
Chemours
CC
$2.48B
$14.9M 0.01%
445,389
+19,077
+4% +$594K
FHB icon
1134
First Hawaiian
FHB
$3.41B
$14.9M 0.01%
546,000
-216,884
-28% -$6.05M
KBH icon
1135
KB Home
KBH
$3.5B
$14.9M 0.01%
332,710
+3,479
+1% +$146K
KSA icon
1136
iShares MSCI Saudi Arabia ETF
KSA
$612M
$14.8M 0.01%
362,225
-708,097
-66% -$29.8M
SRPT icon
1137
Sarepta Therapeutics
SRPT
$1.64B
$14.8M 0.01%
164,396
-4,717
-3% -$403K
FLO icon
1138
Flowers Foods
FLO
$1.58B
$14.8M 0.01%
538,532
+27,115
+5% +$701K
UNFI icon
1139
United Natural Foods
UNFI
$3.04B
$14.8M 0.01%
301,023
+14,581
+5% +$705K
STNE icon
1140
StoneCo
STNE
$2.67B
$14.8M 0.01%
875,723
+571,411
+188% +$14.5M
ST icon
1141
Sensata Technologies
ST
$6.69B
$14.7M 0.01%
238,987
+34,648
+17% +$2.02M
WLK icon
1142
Westlake Corp
WLK
$9.26B
$14.7M 0.01%
151,762
+1,460
+1% +$142K
RPRX icon
1143
Royalty Pharma
RPRX
$26.2B
$14.7M 0.01%
369,679
+54,031
+17% +$2.1M
CADE
1144
DELISTED
Cadence Bank
CADE
$14.7M 0.01%
492,791
+335,198
+213% +$10.1M
IWM icon
1145
iShares Russell 2000 ETF
IWM
$79.1B
$14.7M 0.01%
65,917
-1,371
-2% -$310K
JGH icon
1146
Nuveen Global High Income Fund
JGH
$348M
$14.7M 0.01%
923,284
+146,130
+19% +$2.31M
AMBA icon
1147
Ambarella
AMBA
$3.04B
$14.6M 0.01%
72,196
+676
+0.9% +$125K
EWC icon
1148
iShares MSCI Canada ETF
EWC
$6.12B
$14.6M 0.01%
380,942
+8,305
+2% +$319K
SPB icon
1149
Spectrum Brands
SPB
$2.03B
$14.6M 0.01%
143,134
+15,351
+12% +$1.51M
HELE icon
1150
Helen of Troy
HELE
$656M
$14.5M 0.01%
59,157
+470
+0.8% +$111K
44 45
46
47 48

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NIPH
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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.