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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
LSXMK
1001
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
$18.6M 0.01%
473,326
+41,511
+10% +$1.61M
SJR
1002
DELISTED
Shaw Communications Inc.
SJR
$18.6M 0.01%
613,922
+97,875
+19% +$2.86M
IRDM icon
1003
Iridium Communications
IRDM
$4.7B
$18.6M 0.01%
450,492
-89,135
-17% -$3.6M
CAR icon
1004
Avis
CAR
$5.47B
$18.6M 0.01%
89,659
-2,490
-3% -$552K
HWC icon
1005
Hancock Whitney
HWC
$6.19B
$18.6M 0.01%
370,842
+15,118
+4% +$754K
WBS icon
1006
Webster Financial
WBS
$12.3B
$18.4M 0.01%
329,901
+6,931
+2% +$390K
VIAV icon
1007
Viavi Solutions
VIAV
$7.95B
$18.4M 0.01%
1,044,024
-119
-0% -$1.89K
BC icon
1008
Brunswick
BC
$5.23B
$18.4M 0.01%
182,271
-2,023
-1% -$198K
ZEN
1009
DELISTED
ZENDESK INC
ZEN
$18.3M 0.01%
175,864
+28,421
+19% +$3.05M
PTEN icon
1010
Patterson-UTI
PTEN
$3.54B
$18.3M 0.01%
2,168,503
+73,944
+4% +$637K
ARCB icon
1011
ArcBest
ARCB
$3.15B
$18.3M 0.01%
152,866
-6,634
-4% -$675K
FBP icon
1012
First Bancorp
FBP
$4.41B
$18.3M 0.01%
1,329,536
+33,552
+3% +$462K
OLN icon
1013
Olin
OLN
$2.53B
$18.3M 0.01%
317,513
+3,795
+1% +$213K
MUR icon
1014
Murphy Oil
MUR
$5.55B
$18.3M 0.01%
699,215
+19,508
+3% +$539K
FIVN icon
1015
FIVE9
FIVN
$2.08B
$18.2M 0.01%
132,803
-110,084
-45% -$16.3M
WAL icon
1016
Western Alliance Bancorporation
WAL
$8.81B
$18.2M 0.01%
169,213
+9,757
+6% +$1.1M
SKM icon
1017
SK Telecom
SKM
$11.4B
$18.1M 0.01%
680,553
+13,226
+2% +$611K
FCF icon
1018
First Commonwealth Financial
FCF
$2.22B
$18.1M 0.01%
1,126,439
-49,806
-4% -$756K
PSO icon
1019
Pearson
PSO
$10.6B
$18.1M 0.01%
2,154,480
+573,682
+36% +$4.93M
AYI icon
1020
Acuity Brands
AYI
$9.99B
$18.1M 0.01%
85,253
+9,506
+13% +$1.96M
TTC icon
1021
Toro Company
TTC
$8.79B
$18M 0.01%
180,104
+1,962
+1% +$195K
NAVI icon
1022
Navient
NAVI
$819M
$17.9M 0.01%
845,171
-42,518
-5% -$860K
CROX icon
1023
Crocs
CROX
$6.63B
$17.9M 0.01%
139,824
-11,321
-7% -$1.74M
WYNN icon
1024
Wynn Resorts
WYNN
$10.3B
$17.9M 0.01%
210,754
-17,332
-8% -$1.54M
HLI icon
1025
Houlihan Lokey
HLI
$9.72B
$17.9M 0.01%
173,075
+6,183
+4% +$660K
39 40
41
42 43

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AF
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MCM
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PSUF
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IA
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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.