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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
FUL icon
1101
H.B. Fuller
FUL
$3B
$15.6M 0.01%
192,535
+8,426
+5% +$622K
JPS
1102
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
$15.6M 0.01%
1,602,846
+619,145
+63% +$5.97M
SM icon
1103
SM Energy
SM
$7.6B
$15.6M 0.01%
527,584
+13,635
+3% +$426K
ICUI icon
1104
ICU Medical
ICUI
$4.16B
$15.5M 0.01%
65,289
+369
+0.6% +$86.2K
OFG icon
1105
OFG Bancorp
OFG
$2.21B
$15.4M 0.01%
581,574
-12,657
-2% -$328K
NSA
1106
DELISTED
National Storage Affiliates Trust
NSA
$15.4M 0.01%
223,075
+9,981
+5% +$616K
HAIN icon
1107
Hain Celestial
HAIN
$44.6M
$15.4M 0.01%
361,850
-31,573
-8% -$1.35M
CW icon
1108
Curtiss-Wright
CW
$25.1B
$15.4M 0.01%
111,009
+6,622
+6% +$874K
KLIC icon
1109
Kulicke & Soffa
KLIC
$4.34B
$15.4M 0.01%
253,632
-18,136
-7% -$1.04M
SPXC icon
1110
SPX Corp
SPXC
$9.39B
$15.3M 0.01%
256,383
+5,735
+2% +$347K
FN icon
1111
Fabrinet
FN
$14.9B
$15.3M 0.01%
129,108
-1,282
-1% -$142K
CLF icon
1112
Cleveland-Cliffs
CLF
$6.49B
$15.3M 0.01%
700,713
-57,964
-8% -$1.25M
ALSN icon
1113
Allison Transmission
ALSN
$9.51B
$15.3M 0.01%
419,576
-142,682
-25% -$5.04M
JBTM
1114
JBT Marel
JBTM
$7.35B
$15.2M 0.01%
99,226
-5,765
-5% -$902K
CBSH icon
1115
Commerce Bancshares
CBSH
$8.68B
$15.2M 0.01%
269,232
+5,668
+2% +$319K
WTS icon
1116
Watts Water Technologies
WTS
$11.2B
$15.2M 0.01%
78,304
+1,996
+3% +$379K
AX icon
1117
Axos Financial
AX
$5.58B
$15.2M 0.01%
271,876
+30,464
+13% +$1.7M
VRNT
1118
DELISTED
Verint Systems
VRNT
$15.2M 0.01%
289,357
+19,764
+7% +$948K
CRI icon
1119
Carter's
CRI
$1.43B
$15.1M 0.01%
149,492
+3,013
+2% +$307K
ONC
1120
BeOne Medicines Ltd
ONC
$33.9B
$15.1M 0.01%
55,853
-8,509
-13% -$2.87M
MTG icon
1121
MGIC Investment
MTG
$6.47B
$15.1M 0.01%
1,049,136
-74,361
-7% -$1.13M
AWR icon
1122
American States Water
AWR
$3.44B
$15.1M 0.01%
146,249
+4,585
+3% +$432K
NSIT icon
1123
Insight Enterprises
NSIT
$3.85B
$15M 0.01%
141,128
-5,222
-4% -$519K
MMSI icon
1124
Merit Medical Systems
MMSI
$4.82B
$15M 0.01%
241,155
+11,512
+5% +$771K
HRI icon
1125
Herc Holdings
HRI
$4.78B
$15M 0.01%
95,938
-3,526
-4% -$622K
43 44
45
46 47

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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.