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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
SPLK
926
DELISTED
Splunk Inc
SPLK
$21M 0.01%
181,357
-40,031
-18% -$5.59M
THO icon
927
Thor Industries
THO
$4.07B
$21M 0.01%
202,188
-1,377
-0.7% -$149K
DTM icon
928
DT Midstream
DTM
$14B
$21M 0.01%
436,949
-14,626
-3% -$701K
PRFT
929
DELISTED
Perficient Inc
PRFT
$20.9M 0.01%
161,432
+2,673
+2% +$352K
BMRN icon
930
BioMarin Pharmaceuticals
BMRN
$11.9B
$20.9M 0.01%
236,138
+16,189
+7% +$1.34M
EVR icon
931
Evercore
EVR
$12B
$20.8M 0.01%
153,052
+4,387
+3% +$640K
VTV icon
932
Vanguard Value ETF
VTV
$189B
$20.8M 0.01%
141,148
+33,035
+31% +$4.72M
PODD icon
933
Insulet
PODD
$11.7B
$20.7M 0.01%
77,906
+173
+0.2% +$50.2K
PLUG icon
934
Plug Power
PLUG
$2.66B
$20.7M 0.01%
734,208
+160,607
+28% +$5.56M
HP icon
935
Helmerich & Payne
HP
$3.35B
$20.7M 0.01%
874,127
-129,354
-13% -$3.69M
MTDR icon
936
Matador Resources
MTDR
$6.04B
$20.7M 0.01%
560,498
-48,741
-8% -$1.99M
GAM
937
General American Investors Company
GAM
$1.54B
$20.7M 0.01%
467,386
+52,933
+13% +$2.33M
IIPR icon
938
Innovative Industrial Properties
IIPR
$1.77B
$20.6M 0.01%
78,316
+1,926
+3% +$494K
LPLA icon
939
LPL Financial
LPLA
$27.1B
$20.6M 0.01%
128,411
-9,121
-7% -$1.51M
WPM icon
940
Wheaton Precious Metals
WPM
$50.2B
$20.5M 0.01%
478,082
-33,509
-7% -$1.38M
JEF icon
941
Jefferies Financial Group
JEF
$12.7B
$20.5M 0.01%
552,308
+32,668
+6% +$1.26M
PNFP icon
942
Pinnacle Financial Partners Inc
PNFP
$15.8B
$20.5M 0.01%
214,489
-3,698
-2% -$362K
MUSA icon
943
Murphy USA
MUSA
$11.5B
$20.4M 0.01%
102,591
-1,873
-2% -$335K
LPX icon
944
Louisiana-Pacific
LPX
$5.2B
$20.4M 0.01%
260,147
+63,210
+32% +$4.33M
WTFC icon
945
Wintrust Financial
WTFC
$10.8B
$20.4M 0.01%
224,327
+36,119
+19% +$3.22M
SMCI icon
946
Super Micro Computer
SMCI
$17.3B
$20.2M 0.01%
4,606,060
+1,056,820
+30% +$4.28M
MAC icon
947
Macerich
MAC
$7.46B
$20.2M 0.01%
1,170,156
+29,024
+3% +$544K
BKI
948
DELISTED
Black Knight, Inc. Common Stock
BKI
$20.2M 0.01%
243,911
+32,560
+15% +$2.43M
DIOD icon
949
Diodes
DIOD
$3.55B
$20.1M 0.01%
183,447
+9,560
+5% +$969K
DASH icon
950
DoorDash
DASH
$84.7B
$20.1M 0.01%
135,232
-3,096
-2% -$586K
36 37
38
39 40

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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.