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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
PLCE icon
1976
Children's Place
PLCE
$54.3M
$4.26M ﹤0.01%
53,688
-4,649
-8% -$409K
INMD icon
1977
InMode
INMD
$868M
$4.25M ﹤0.01%
60,183
+53,133
+754% +$4.26M
PRLB icon
1978
Protolabs
PRLB
$1.79B
$4.25M ﹤0.01%
82,727
+15,723
+23% +$928K
LILAK icon
1979
Liberty Latin America Class C
LILAK
$1.61B
$4.25M ﹤0.01%
409,672
+143,259
+54% +$1.58M
XLF icon
1980
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
$4.22M ﹤0.01%
108,201
-2,672
-2% -$105K
HAFC icon
1981
Hanmi Financial
HAFC
$940M
$4.22M ﹤0.01%
178,399
+8,477
+5% +$189K
HT
1982
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$4.22M ﹤0.01%
460,578
-30,597
-6% -$289K
GCO icon
1983
Genesco
GCO
$429M
$4.21M ﹤0.01%
65,691
-2,848
-4% -$181K
HQY icon
1984
HealthEquity
HQY
$8.44B
$4.21M ﹤0.01%
95,273
-44,969
-32% -$2.62M
WBT
1985
DELISTED
Welbilt, Inc.
WBT
$4.21M ﹤0.01%
177,253
-1,810
-1% -$42.9K
PBR.A icon
1986
Petrobras Class A
PBR.A
$109B
$4.21M ﹤0.01%
416,155
+29,749
+8% +$300K
PPTY
1987
US Diversified Real Estate ETF
PPTY
$26.1M
$4.2M ﹤0.01%
106,429
-5,080
-5% -$191K
SLVM icon
1988
Sylvamo
SLVM
$1.49B
$4.2M ﹤0.01%
+150,493
New +$4.38M
HTO
1989
H2O America
HTO
$2.59B
$4.18M ﹤0.01%
57,051
+3,180
+6% +$221K
ITUB icon
1990
Itaú Unibanco
ITUB
$93B
$4.17M ﹤0.01%
1,258,892
-568,111
-31% -$2.05M
BHE icon
1991
Benchmark Electronics
BHE
$2.85B
$4.17M ﹤0.01%
153,733
-25,486
-14% -$655K
UFCS icon
1992
United Fire Group
UFCS
$1.34B
$4.16M ﹤0.01%
179,401
+45,399
+34% +$1.02M
CUK
1993
DELISTED
Carnival PLC
CUK
$4.14M ﹤0.01%
224,154
-17,250
-7% -$339K
CARG icon
1994
CarGurus
CARG
$3.25B
$4.14M ﹤0.01%
122,999
+48,200
+64% +$1.69M
BSBR icon
1995
Santander
BSBR
$37.8B
$4.14M ﹤0.01%
770,360
-60,048
-7% -$362K
AHRT
1996
AH Realty Trust
AHRT
$536M
$4.12M ﹤0.01%
270,545
+25,320
+10% +$364K
CIG icon
1997
CEMIG Preferred Shares
CIG
$6.21B
$4.11M ﹤0.01%
2,857,302
+164,990
+6% +$237K
EWJ icon
1998
iShares MSCI Japan ETF
EWJ
$22.1B
$4.1M ﹤0.01%
61,292
-215
-0.3% -$14.7K
LKFN icon
1999
Lakeland Financial Corp
LKFN
$1.56B
$4.1M ﹤0.01%
51,186
+4,889
+11% +$364K
PD icon
2000
PagerDuty
PD
$800M
$4.09M ﹤0.01%
117,776
-11,051
-9% -$427K
78 79
80
81 82

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NIPH
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AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.