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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
IONS icon
1651
Ionis Pharmaceuticals
IONS
$8.81B
$6.85M ﹤0.01%
225,106
-6,400
-3% -$201K
MSTR icon
1652
Strategy Inc
MSTR
$35.7B
$6.83M ﹤0.01%
125,390
-11,900
-9% -$818K
VRTV
1653
DELISTED
VERITIV CORPORATION
VRTV
$6.8M ﹤0.01%
55,452
-11,787
-18% -$1.42M
WWW icon
1654
Wolverine World Wide
WWW
$1.64B
$6.79M ﹤0.01%
235,732
+3,326
+1% +$106K
SUPN icon
1655
Supernus Pharmaceuticals
SUPN
$2.65B
$6.79M ﹤0.01%
232,698
+59,141
+34% +$1.79M
OPEN icon
1656
Opendoor
OPEN
$3.69B
$6.76M ﹤0.01%
478,135
-33,064
-6% -$611K
EC icon
1657
Ecopetrol
EC
$35B
$6.76M ﹤0.01%
524,231
-16,260
-3% -$232K
ENTA icon
1658
Enanta Pharmaceuticals
ENTA
$378M
$6.75M ﹤0.01%
90,262
+11,837
+15% +$929K
ESRT icon
1659
Empire State Realty Trust
ESRT
$862M
$6.75M ﹤0.01%
758,170
-106,879
-12% -$1.05M
LFC
1660
DELISTED
China Life Insurance Company Ltd.
LFC
$6.74M ﹤0.01%
819,372
+105,173
+15% +$902K
FCPT icon
1661
Four Corners Property Trust
FCPT
$2.8B
$6.74M ﹤0.01%
229,219
+23,220
+11% +$660K
TENB icon
1662
Tenable Holdings
TENB
$3.59B
$6.74M ﹤0.01%
122,352
+1,851
+2% +$95.8K
UMBF icon
1663
UMB Financial
UMBF
$11.1B
$6.73M ﹤0.01%
63,411
-3,741
-6% -$386K
CVBF icon
1664
CVB Financial
CVBF
$4B
$6.73M ﹤0.01%
314,227
+27,734
+10% +$569K
IBKR icon
1665
Interactive Brokers
IBKR
$40.3B
$6.71M ﹤0.01%
338,164
+25,516
+8% +$475K
IIM icon
1666
Invesco Value Municipal Income Trust
IIM
$590M
$6.71M ﹤0.01%
393,665
-253,910
-39% -$4.17M
SKY icon
1667
Champion Homes
SKY
$4.41B
$6.69M ﹤0.01%
84,696
+6,024
+8% +$435K
TV icon
1668
Televisa
TV
$1.52B
$6.67M ﹤0.01%
711,534
+134,256
+23% +$1.38M
SCHV
1669
Schwab US Large-Cap Value ETF
SCHV
$15.8B
$6.66M ﹤0.01%
+272,670
New +$6.46M
WOR icon
1670
Worthington Enterprises
WOR
$2.74B
$6.63M ﹤0.01%
196,820
+11,132
+6% +$366K
CAKE icon
1671
Cheesecake Factory
CAKE
$5.03B
$6.6M ﹤0.01%
168,492
-4,694
-3% -$198K
APLE icon
1672
Apple Hospitality REIT
APLE
$3.92B
$6.59M ﹤0.01%
407,809
+6,672
+2% +$106K
CDP icon
1673
COPT Defense Properties
CDP
$4.35B
$6.57M ﹤0.01%
234,743
-15,064
-6% -$416K
NTCO
1674
DELISTED
Natura &Co Holding S.A. American Depositary Shares (each representing two Common Shares)
NTCO
$6.54M ﹤0.01%
705,068
+191,589
+37% +$2.34M
CVET
1675
DELISTED
Covetrus, Inc. Common Stock
CVET
$6.53M ﹤0.01%
327,099
-239,749
-42% -$4.51M
65 66
67
68 69

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MCM
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PSUF
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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.