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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
MLI icon
1301
Mueller Industries
MLI
$14.5B
$11.1M 0.01%
749,952
+39,172
+6% +$529K
BLKB icon
1302
Blackbaud
BLKB
$1.94B
$11.1M 0.01%
140,567
+12,931
+10% +$999K
NCZ
1303
Virtus Convertible & Income Fund II
NCZ
$283M
$11.1M 0.01%
543,034
+53,652
+11% +$1.12M
PCTY icon
1304
Paylocity
PCTY
$7.75B
$11.1M 0.01%
46,860
-966
-2% -$256K
NTB icon
1305
Bank of N.T. Butterfield & Son
NTB
$2.41B
$11M 0.01%
289,533
-12,930
-4% -$491K
KBR icon
1306
KBR
KBR
$4.56B
$11M 0.01%
231,579
+5,173
+2% +$228K
RBC icon
1307
RBC Bearings
RBC
$17.4B
$11M 0.01%
54,589
+472
+0.9% +$101K
PEN icon
1308
Penumbra
PEN
$12.6B
$11M 0.01%
38,319
+857
+2% +$227K
DOC
1309
DELISTED
PHYSICIANS REALTY TRUST
DOC
$11M 0.01%
584,280
-10,776
-2% -$199K
PTON icon
1310
Peloton Interactive
PTON
$2.85B
$11M 0.01%
307,502
+97,992
+47% +$5.98M
AMC icon
1311
AMC Entertainment Holdings
AMC
$2.45B
$11M 0.01%
40,326
+324
+0.8% +$114K
NEOG icon
1312
Neogen
NEOG
$2.05B
$11M 0.01%
241,532
+12,922
+6% +$553K
AVA icon
1313
Avista
AVA
$3.43B
$10.9M 0.01%
257,596
+51,149
+25% +$2.06M
ABCB icon
1314
Ameris Bancorp
ABCB
$5.89B
$10.9M 0.01%
219,100
+2,594
+1% +$134K
SWAV
1315
DELISTED
Shockwave Medical, Inc. Common Stock
SWAV
$10.9M 0.01%
60,947
-6,016
-9% -$1.19M
BCC icon
1316
Boise Cascade
BCC
$2.73B
$10.8M 0.01%
152,384
+7,912
+5% +$510K
REZI icon
1317
Resideo Technologies
REZI
$5.4B
$10.8M 0.01%
416,706
-165,264
-28% -$4.28M
ALGT icon
1318
Allegiant Air
ALGT
$2.57B
$10.8M 0.01%
57,953
-4,041
-7% -$750K
SKYW icon
1319
Skywest
SKYW
$4.35B
$10.8M 0.01%
275,710
-29,783
-10% -$1.33M
FMX icon
1320
Fomento Económico Mexicano
FMX
$41.2B
$10.8M 0.01%
139,387
+4,343
+3% +$340K
SNDR icon
1321
Schneider National
SNDR
$6.17B
$10.8M 0.01%
402,539
+37,448
+10% +$940K
VEON icon
1322
VEON
VEON
$3.5B
$10.8M 0.01%
252,710
+6,894
+3% +$336K
BF.A icon
1323
Brown-Forman Class A
BF.A
$13.7B
$10.7M 0.01%
158,171
+12,461
+9% +$829K
DBRG icon
1324
DigitalBridge
DBRG
$2.92B
$10.7M 0.01%
321,391
+3,255
+1% +$96.8K
LGND icon
1325
Ligand Pharmaceuticals
LGND
$5.77B
$10.7M 0.01%
111,134
-4,441
-4% -$410K
51 52
53
54 55

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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.