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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
SBH icon
1351
Sally Beauty Holdings
SBH
$1.47B
$10.3M 0.01%
557,611
+51,098
+10% +$931K
COLD icon
1352
Americold
COLD
$4.21B
$10.3M 0.01%
313,751
+59,604
+23% +$1.84M
AIMC
1353
DELISTED
Altra Industrial Motion Corp
AIMC
$10.2M 0.01%
198,744
-27,708
-12% -$1.52M
SITM icon
1354
SiTime
SITM
$13.8B
$10.2M 0.01%
34,984
+2,773
+9% +$727K
WWE
1355
DELISTED
World Wrestling Entertainment
WWE
$10.2M 0.01%
207,406
-16,480
-7% -$897K
STBA icon
1356
S&T Bancorp
STBA
$1.9B
$10.2M 0.01%
324,445
+10,653
+3% +$331K
SQM icon
1357
Sociedad Química y Minera de Chile
SQM
$19.3B
$10.2M 0.01%
202,756
+6,348
+3% +$364K
ARNC
1358
DELISTED
Arconic Corporation
ARNC
$10.2M 0.01%
307,615
+12,867
+4% +$398K
PLXS icon
1359
Plexus
PLXS
$6.43B
$10.2M 0.01%
105,876
+878
+0.8% +$81.1K
CPA icon
1360
Copa Holdings
CPA
$5.56B
$10.1M 0.01%
122,560
+11,077
+10% +$868K
ACLS icon
1361
Axcelis
ACLS
$3.44B
$10.1M 0.01%
135,815
+37,809
+39% +$2.24M
ZTO icon
1362
ZTO Express
ZTO
$18.2B
$10.1M 0.01%
358,565
+49,785
+16% +$1.49M
NXRT
1363
NexPoint Residential Trust
NXRT
$689M
$10.1M 0.01%
120,694
+7,374
+7% +$545K
STC icon
1364
Stewart Information Services
STC
$2.14B
$10.1M 0.01%
126,363
-14,590
-10% -$1.07M
CIB icon
1365
Grupo Cibest SA
CIB
$21.2B
$10.1M 0.01%
318,522
+10,595
+3% +$356K
GME icon
1366
GameStop
GME
$9.8B
$10M 0.01%
270,768
-31,104
-10% -$1.41M
XLP icon
1367
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
$10M 0.01%
130,239
+28,489
+28% +$2.06M
TU icon
1368
Telus
TU
$17.4B
$10M 0.01%
425,641
-10,577
-2% -$242K
MGU
1369
DELISTED
Macquarie Global Infrastructure Total Return Fund, Inc.
MGU
$10M 0.01%
415,104
+16,358
+4% +$386K
SWCH
1370
DELISTED
Switch, Inc. Class A Common Stock
SWCH
$10M 0.01%
349,772
+13,675
+4% +$357K
SRCL
1371
DELISTED
Stericycle Inc
SRCL
$10M 0.01%
167,890
-10,182
-6% -$638K
EDD
1372
Morgan Stanley Emerging Markets Domestic Debt Fund
EDD
$375M
$10M 0.01%
1,826,323
+294,955
+19% +$1.69M
GWB
1373
DELISTED
Great Western Bancorp, Inc.
GWB
$10M 0.01%
294,538
+4,708
+2% +$161K
OTTR icon
1374
Otter Tail
OTTR
$3.81B
$10M 0.01%
140,028
+16,180
+13% +$1.04M
BBT
1375
Beacon Financial Corp
BBT
$2.5B
$9.99M 0.01%
351,242
-22,653
-6% -$628K
53 54
55
56 57

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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.