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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
GVA icon
1451
Granite Construction
GVA
$5.16B
$9.11M ﹤0.01%
235,273
+1,020
+0.4% +$40.5K
XLK icon
1452
State Street Technology Select Sector SPDR ETF
XLK
$109B
$9.08M ﹤0.01%
104,446
+17,852
+21% +$1.47M
HIW icon
1453
Highwoods Properties
HIW
$3.79B
$9.06M ﹤0.01%
203,254
+12,018
+6% +$543K
HLIO icon
1454
Helios Technologies
HLIO
$2.47B
$9.06M ﹤0.01%
86,154
+15,139
+21% +$1.47M
ABEV icon
1455
Ambev
ABEV
$47.9B
$9.06M ﹤0.01%
3,235,532
+95,955
+3% +$275K
MQ icon
1456
Marqeta
MQ
$1.93B
$9.06M ﹤0.01%
+131,896
New +$11.8M
FCN icon
1457
FTI Consulting
FCN
$5.14B
$9.05M ﹤0.01%
58,961
-8,688
-13% -$1.27M
ETRN
1458
DELISTED
Equitrans Midstream Corporation Common Stock
ETRN
$9.03M ﹤0.01%
873,078
+49,648
+6% +$515K
TRTN
1459
DELISTED
Triton International Limited
TRTN
$9M ﹤0.01%
149,405
+2,845
+2% +$166K
GBCI icon
1460
Glacier Bancorp
GBCI
$6.36B
$8.99M ﹤0.01%
158,608
+55,380
+54% +$3.14M
BGS icon
1461
B&G Foods
BGS
$303M
$8.99M ﹤0.01%
292,544
-19,481
-6% -$596K
CSGS
1462
DELISTED
CSG Systems International
CSGS
$8.98M ﹤0.01%
155,943
+19,265
+14% +$1.02M
AWI icon
1463
Armstrong World Industries
AWI
$7.37B
$8.98M ﹤0.01%
77,372
-182
-0.2% -$19.6K
EGBN icon
1464
Eagle Bancorp
EGBN
$850M
$8.98M ﹤0.01%
154,000
-10,172
-6% -$589K
EPAY
1465
DELISTED
Bottomline Technologies Inc
EPAY
$8.98M ﹤0.01%
159,016
+7,604
+5% +$356K
NPO icon
1466
Enpro
NPO
$6.26B
$8.98M ﹤0.01%
81,564
-1,484
-2% -$149K
ACAD icon
1467
Acadia Pharmaceuticals
ACAD
$4.51B
$8.97M ﹤0.01%
384,207
+158,887
+71% +$3.2M
NEWR
1468
DELISTED
New Relic, Inc.
NEWR
$8.96M ﹤0.01%
81,449
+21,465
+36% +$2.07M
GHC icon
1469
Graham Holdings Company
GHC
$5.31B
$8.94M ﹤0.01%
14,198
+186
+1% +$110K
BUSE icon
1470
First Busey Corp
BUSE
$2.56B
$8.94M ﹤0.01%
329,590
-27,148
-8% -$719K
ONB icon
1471
Old National Bancorp
ONB
$10.2B
$8.94M ﹤0.01%
493,225
+27,312
+6% +$486K
PRGS icon
1472
Progress Software
PRGS
$1.75B
$8.91M ﹤0.01%
184,556
+17,767
+11% +$885K
ARGO
1473
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$8.9M ﹤0.01%
153,090
-42,682
-22% -$2.4M
CHNG
1474
DELISTED
Change Healthcare Inc. Common Stock
CHNG
$8.86M ﹤0.01%
414,323
+28,936
+8% +$607K
VGT icon
1475
Vanguard Information Technology ETF
VGT
$133B
$8.85M ﹤0.01%
154,448
+9,816
+7% +$539K
57 58
59
60 61

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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.