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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
TFSL icon
1676
TFS Financial
TFSL
$5.06B
$6.53M ﹤0.01%
365,357
-70,472
-16% -$1.34M
MEOH icon
1677
Methanex
MEOH
$4.27B
$6.51M ﹤0.01%
164,618
-6,045
-4% -$268K
IGV icon
1678
iShares Expanded Tech-Software Sector ETF
IGV
$12.5B
$6.5M ﹤0.01%
81,735
-41,840
-34% -$3.49M
MSD
1679
Morgan Stanley Emerging Markets Debt Fund
MSD
$147M
$6.48M ﹤0.01%
718,740
-26,514
-4% -$242K
UNVR
1680
DELISTED
Univar Solutions Inc.
UNVR
$6.47M ﹤0.01%
228,210
+4,905
+2% +$132K
RPT
1681
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$6.47M ﹤0.01%
483,359
+73,079
+18% +$983K
BFS
1682
Saul Centers
BFS
$850M
$6.46M ﹤0.01%
121,831
+29,834
+32% +$1.48M
EVV
1683
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
$6.43M ﹤0.01%
491,136
-119,394
-20% -$1.57M
ARES icon
1684
Ares Management
ARES
$28B
$6.43M ﹤0.01%
79,098
+4,686
+6% +$381K
CTS icon
1685
CTS Corp
CTS
$1.79B
$6.39M ﹤0.01%
173,987
+969
+0.6% +$33.9K
ARNA
1686
DELISTED
Arena Pharmaceuticals Inc
ARNA
$6.38M ﹤0.01%
68,598
+24,897
+57% +$1.64M
UMH
1687
UMH Properties
UMH
$1.3B
$6.37M ﹤0.01%
233,164
+3,142
+1% +$75.7K
MGEE icon
1688
MGE Energy Inc
MGEE
$3B
$6.36M ﹤0.01%
77,271
+1,947
+3% +$150K
PRA
1689
DELISTED
ProAssurance
PRA
$6.36M ﹤0.01%
251,235
-5,160
-2% -$123K
IRWD icon
1690
Ironwood Pharmaceuticals
IRWD
$614M
$6.35M ﹤0.01%
544,769
+81,614
+18% +$1M
ASR icon
1691
Grupo Aeroportuario del Sureste
ASR
$8.3B
$6.34M ﹤0.01%
30,757
+93
+0.3% +$18.3K
NVMI
1692
Nova
NVMI
$12.5B
$6.34M ﹤0.01%
43,250
+1,144
+3% +$138K
RYN icon
1693
Rayonier
RYN
$6.43B
$6.33M ﹤0.01%
172,859
+9,055
+6% +$315K
HLNE icon
1694
Hamilton Lane
HLNE
$3.89B
$6.32M ﹤0.01%
61,024
+4,610
+8% +$473K
MATW icon
1695
Matthews International
MATW
$866M
$6.32M ﹤0.01%
172,403
-20,183
-10% -$731K
DHC
1696
Diversified Healthcare Trust
DHC
$2.17B
$6.31M ﹤0.01%
2,042,664
-716,584
-26% -$2.32M
SPTN
1697
DELISTED
SpartanNash
SPTN
$6.29M ﹤0.01%
244,315
+7,175
+3% +$173K
USPH icon
1698
US Physical Therapy
USPH
$1.22B
$6.29M ﹤0.01%
65,874
+9,471
+17% +$949K
XPEV icon
1699
XPeng
XPEV
$12.4B
$6.29M ﹤0.01%
124,941
+41,729
+50% +$1.88M
BB icon
1700
BlackBerry
BB
$4.95B
$6.28M ﹤0.01%
671,695
+100,119
+18% +$1M
66 67
68
69 70

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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.