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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
BERY
1051
DELISTED
Berry Global Group, Inc.
BERY
$17.1M 0.01%
251,840
+35,040
+16% +$2.17M
SAM icon
1052
Boston Beer
SAM
$1.95B
$17M 0.01%
33,753
+5,754
+21% +$2.87M
AZPN
1053
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$17M 0.01%
112,016
+2,395
+2% +$365K
ACH
1054
Accendra Health
ACH
$254M
$17M 0.01%
390,245
-32,277
-8% -$1.27M
THC icon
1055
Tenet Healthcare
THC
$22.2B
$16.9M 0.01%
207,472
-16,647
-7% -$1.22M
ASB icon
1056
Associated Banc-Corp
ASB
$5.8B
$16.9M 0.01%
748,553
+35,670
+5% +$806K
BWXT icon
1057
BWX Technologies
BWXT
$14.4B
$16.8M 0.01%
351,555
-52,268
-13% -$2.74M
BJ icon
1058
BJs Wholesale Club
BJ
$12.8B
$16.8M 0.01%
251,090
+5,220
+2% +$326K
PHI icon
1059
PLDT
PHI
$4.31B
$16.8M 0.01%
470,335
+10,390
+2% +$350K
HOPE icon
1060
Hope Bancorp
HOPE
$1.8B
$16.7M 0.01%
1,133,294
+23,790
+2% +$351K
SCHF icon
1061
Schwab International Equity ETF
SCHF
$64.9B
$16.7M 0.01%
857,614
+698,926
+440% +$13.7M
BOOT icon
1062
Boot Barn
BOOT
$4.58B
$16.7M 0.01%
135,318
+3,732
+3% +$422K
TNDM icon
1063
Tandem Diabetes Care
TNDM
$1.27B
$16.6M 0.01%
110,403
+18,567
+20% +$2.51M
MTH icon
1064
Meritage Homes
MTH
$4.78B
$16.6M 0.01%
271,500
-4,866
-2% -$272K
TLK icon
1065
Telkom Indonesia
TLK
$14.2B
$16.5M 0.01%
570,365
+42,284
+8% +$1.15M
FWONK icon
1066
Liberty Media Series C
FWONK
$25.5B
$16.5M 0.01%
269,814
+13,992
+5% +$786K
BAP icon
1067
Credicorp
BAP
$30.5B
$16.5M 0.01%
134,931
-16,435
-11% -$2.01M
UAA icon
1068
Under Armour
UAA
$3.01B
$16.4M 0.01%
773,488
-1,548
-0.2% -$35.1K
LGF.A
1069
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
$16.4M 0.01%
983,382
+43,004
+5% +$661K
GLOB icon
1070
Globant
GLOB
$1.65B
$16.4M 0.01%
52,074
-22,137
-30% -$6.55M
Z icon
1071
Zillow
Z
$7.78B
$16.4M 0.01%
256,127
+62,999
+33% +$4.54M
TRP icon
1072
TC Energy
TRP
$70.1B
$16.4M 0.01%
351,346
-46,712
-12% -$2.31M
NLSN
1073
DELISTED
Nielsen Holdings plc
NLSN
$16.3M 0.01%
796,771
+187,728
+31% +$3.82M
ESLT icon
1074
Elbit Systems
ESLT
$36B
$16.3M 0.01%
93,790
+3,818
+4% +$592K
BHF icon
1075
Brighthouse Financial
BHF
$3.61B
$16.3M 0.01%
315,187
+4,004
+1% +$205K
41 42
43
44 45

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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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ACI
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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.