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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
COUP
1176
DELISTED
Coupa Software Incorporated
COUP
$13.8M 0.01%
87,119
-9,803
-10% -$2.02M
CNMD icon
1177
CONMED
CNMD
$1.3B
$13.8M 0.01%
97,091
+2,491
+3% +$353K
NGVT icon
1178
Ingevity
NGVT
$2.46B
$13.7M 0.01%
191,578
-1,532
-0.8% -$117K
HEI.A icon
1179
HEICO Corp Class A
HEI.A
$36B
$13.7M 0.01%
106,299
+3,398
+3% +$432K
UCB
1180
United Community Banks
UCB
$4.26B
$13.7M 0.01%
380,045
+23,099
+6% +$807K
OPTU
1181
Optimum Communications Inc
OPTU
$298M
$13.6M 0.01%
843,128
+542,150
+180% +$9.19M
QDEL icon
1182
QuidelOrtho
QDEL
$1.13B
$13.6M 0.01%
100,941
+15,990
+19% +$2.23M
VG
1183
DELISTED
Vonage Holdings Corporation
VG
$13.6M 0.01%
655,353
+54,436
+9% +$992K
WWD icon
1184
Woodward
WWD
$23B
$13.6M 0.01%
124,438
-6,248
-5% -$702K
GPI icon
1185
Group 1 Automotive
GPI
$4.26B
$13.6M 0.01%
69,768
-4,762
-6% -$926K
SFM icon
1186
Sprouts Farmers Market
SFM
$7.44B
$13.6M 0.01%
458,376
-5,907
-1% -$148K
SSTK icon
1187
Shutterstock
SSTK
$209M
$13.6M 0.01%
122,675
-11,484
-9% -$1.34M
ROIC
1188
DELISTED
Retail Opportunity Investments Corp.
ROIC
$13.5M 0.01%
690,305
+16,876
+3% +$310K
SSD icon
1189
Simpson Manufacturing
SSD
$7.79B
$13.5M 0.01%
97,246
+2,155
+2% +$260K
COLB icon
1190
Columbia Banking Systems
COLB
$8.71B
$13.5M 0.01%
412,595
+14,346
+4% +$497K
DEI icon
1191
Douglas Emmett
DEI
$2.05B
$13.5M 0.01%
402,969
+30,959
+8% +$1.05M
PIPR icon
1192
Piper Sandler
PIPR
$4.99B
$13.5M 0.01%
302,276
+14,724
+5% +$626K
IART icon
1193
Integra LifeSciences
IART
$1.28B
$13.5M 0.01%
201,066
-14,278
-7% -$966K
PRG icon
1194
PROG Holdings
PRG
$1.71B
$13.5M 0.01%
298,419
+116,313
+64% +$5.25M
DOOR
1195
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
$13.5M 0.01%
114,059
-2,864
-2% -$328K
MD icon
1196
Pediatrix Medical
MD
$2.2B
$13.4M 0.01%
493,768
+11,382
+2% +$305K
NOV icon
1197
NOV
NOV
$6.84B
$13.4M 0.01%
991,544
-491,703
-33% -$6.74M
AVNT icon
1198
Avient
AVNT
$3.29B
$13.4M 0.01%
239,976
+5,319
+2% +$291K
SHC icon
1199
Sotera Health
SHC
$5B
$13.4M 0.01%
569,281
+46,290
+9% +$1.11M
FAX
1200
abrdn Asia-Pacific Income Fund
FAX
$592M
$13.4M 0.01%
584,202
-10,771
-2% -$263K
46 47
48
49 50

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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.