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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
RUN icon
1476
Sunrun
RUN
$2.26B
$8.84M ﹤0.01%
257,695
-4,177
-2% -$195K
TXRH icon
1477
Texas Roadhouse
TXRH
$13.7B
$8.83M ﹤0.01%
98,943
-7,246
-7% -$646K
ACWV icon
1478
iShares MSCI Global Min Vol Factor ETF
ACWV
$3.34B
$8.82M ﹤0.01%
81,471
-83
-0.1% -$8.78K
SJI
1479
DELISTED
South Jersey Industries, Inc.
SJI
$8.82M ﹤0.01%
337,757
+77,618
+30% +$1.84M
ANAT
1480
DELISTED
American National Group, Inc. Common Stock
ANAT
$8.8M ﹤0.01%
46,580
-5,365
-10% -$1.02M
QVCGA
1481
DELISTED
QVC Group Inc Series A
QVCGA
$8.79M ﹤0.01%
23,135
+2,160
+10% +$976K
KGC icon
1482
Kinross Gold
KGC
$27.7B
$8.76M ﹤0.01%
1,508,277
-160,509
-10% -$960K
CIVI
1483
DELISTED
Civitas Resources
CIVI
$8.75M ﹤0.01%
178,639
+46,180
+35% +$2.46M
VLY icon
1484
Valley National Bancorp
VLY
$7.9B
$8.73M ﹤0.01%
635,079
+37,697
+6% +$523K
HLF icon
1485
Herbalife
HLF
$1.3B
$8.71M ﹤0.01%
212,767
-8,935
-4% -$372K
VRA icon
1486
Vera Bradley
VRA
$98.7M
$8.68M ﹤0.01%
1,019,984
-29,373
-3% -$283K
CVLT icon
1487
Commault Systems
CVLT
$4.98B
$8.67M ﹤0.01%
125,857
-33,994
-21% -$2.32M
FUTU icon
1488
Futu Holdings
FUTU
$14.3B
$8.66M ﹤0.01%
200,013
+150,046
+300% +$8.58M
MIN
1489
Aberdeen Intermediate Income Fund
MIN
$275M
$8.65M ﹤0.01%
2,410,006
+102,110
+4% +$368K
WEN icon
1490
Wendy's
WEN
$1.46B
$8.63M ﹤0.01%
361,969
+10,711
+3% +$238K
ARI
1491
Apollo Commercial Real Estate
ARI
$864M
$8.63M ﹤0.01%
655,859
-20,236
-3% -$292K
MTRN icon
1492
Materion
MTRN
$3.94B
$8.63M ﹤0.01%
93,849
+2,790
+3% +$233K
MTZ icon
1493
MasTec
MTZ
$22.7B
$8.62M ﹤0.01%
93,412
+511
+0.6% +$46.7K
PLNT icon
1494
Planet Fitness
PLNT
$4.45B
$8.61M ﹤0.01%
95,004
+22,141
+30% +$1.89M
MMU
1495
Western Asset Managed Municipals Fund
MMU
$551M
$8.59M ﹤0.01%
657,021
+240,815
+58% +$3.17M
EBS icon
1496
Emergent Biosolutions
EBS
$379M
$8.59M ﹤0.01%
197,572
+73,550
+59% +$3.33M
AAT
1497
American Assets Trust
AAT
$1.46B
$8.57M ﹤0.01%
228,421
-2,671
-1% -$100K
AROC icon
1498
Archrock
AROC
$6.16B
$8.5M ﹤0.01%
1,136,296
-4,347
-0.4% -$35K
KWR icon
1499
Quaker Houghton
KWR
$2.58B
$8.48M ﹤0.01%
36,737
-674
-2% -$163K
PDD icon
1500
Pinduoduo
PDD
$126B
$8.47M ﹤0.01%
145,251
-4,241
-3% -$334K
58 59
60
61 62

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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.