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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
SGI
1076
Somnigroup International
SGI
$14.4B
$16.3M 0.01%
345,540
-22,825
-6% -$1.03M
AN icon
1077
AutoNation
AN
$7.7B
$16.2M 0.01%
138,986
-11,302
-8% -$1.36M
AXON
1078
Axon Enterprise
AXON
$42.8B
$16.2M 0.01%
103,301
-1,794
-2% -$301K
DDS icon
1079
Dillards
DDS
$9.2B
$16.2M 0.01%
66,105
-130
-0.2% -$34.2K
ARGX icon
1080
argenx
ARGX
$55.2B
$16.2M 0.01%
46,249
+3,367
+8% +$1.02M
COLM icon
1081
Columbia Sportswear
COLM
$3.25B
$16.2M 0.01%
166,074
-5,609
-3% -$558K
SMG icon
1082
ScottsMiracle-Gro
SMG
$4.09B
$16.2M 0.01%
100,409
+6,149
+7% +$951K
COKE icon
1083
Coca-Cola Consolidated
COKE
$12.8B
$16.2M 0.01%
261,000
-4,260
-2% -$210K
AZTA icon
1084
Azenta
AZTA
$1.3B
$16.1M 0.01%
156,495
+22,451
+17% +$2.43M
LECO icon
1085
Lincoln Electric
LECO
$14.1B
$16.1M 0.01%
115,610
+3,403
+3% +$474K
SMTC icon
1086
Semtech
SMTC
$9.65B
$16.1M 0.01%
181,043
+6,530
+4% +$556K
DK icon
1087
Delek US
DK
$3.98B
$16.1M 0.01%
1,072,723
+66,293
+7% +$1.17M
SIGI icon
1088
Selective Insurance
SIGI
$5.76B
$16.1M 0.01%
196,243
-8,816
-4% -$699K
LXP icon
1089
LXP Industrial Trust
LXP
$3.52B
$16M 0.01%
205,122
+2,343
+1% +$174K
RH icon
1090
RH
RH
$3.33B
$16M 0.01%
29,851
-2,313
-7% -$1.42M
CATY icon
1091
Cathay General Bancorp
CATY
$4.23B
$16M 0.01%
371,063
+36,549
+11% +$1.57M
NVT icon
1092
nVent Electric
NVT
$21.6B
$15.9M 0.01%
419,443
+8,998
+2% +$319K
COIN icon
1093
Coinbase
COIN
$42.2B
$15.9M 0.01%
63,087
+24,365
+63% +$7.08M
SPR
1094
DELISTED
Spirit AeroSystems
SPR
$15.9M 0.01%
368,398
+48,406
+15% +$2.07M
FLR icon
1095
Fluor
FLR
$6.54B
$15.9M 0.01%
640,152
+14,794
+2% +$315K
PINC
1096
DELISTED
Premier
PINC
$15.8M 0.01%
384,980
+30,202
+9% +$1.19M
BFAM icon
1097
Bright Horizons
BFAM
$4.35B
$15.8M 0.01%
125,371
-14,003
-10% -$1.95M
ORAN
1098
DELISTED
Orange
ORAN
$15.7M 0.01%
1,487,312
+28,382
+2% +$307K
NBIX icon
1099
Neurocrine Biosciences
NBIX
$18.2B
$15.6M 0.01%
183,220
-42,894
-19% -$3.95M
FOX icon
1100
Fox Class B
FOX
$22.1B
$15.6M 0.01%
455,140
+47,794
+12% +$1.75M
42 43
44
45 46

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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.