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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
WTM icon
1251
White Mountains Insurance
WTM
$5.33B
$12.3M 0.01%
12,108
-318
-3% -$336K
GPK icon
1252
Graphic Packaging
GPK
$3.35B
$12.3M 0.01%
629,103
+16,867
+3% +$338K
GATX icon
1253
GATX Corp
GATX
$6.45B
$12.3M 0.01%
117,614
+4,611
+4% +$460K
TTEC icon
1254
TTEC Holdings
TTEC
$124M
$12.3M 0.01%
135,287
-7,018
-5% -$636K
CYTK icon
1255
Cytokinetics
CYTK
$10.6B
$12.2M 0.01%
268,586
+11,896
+5% +$459K
PRGO icon
1256
Perrigo
PRGO
$1.44B
$12.2M 0.01%
314,482
-104,849
-25% -$4.4M
THRM icon
1257
Gentherm
THRM
$1.32B
$12.2M 0.01%
140,686
-12,293
-8% -$1.03M
AOM icon
1258
iShares Core Moderate Allocation ETF
AOM
$1.74B
$12.2M 0.01%
268,379
+253,778
+1,738% +$11.5M
OPLN
1259
Openlane
OPLN
$4.28B
$12.2M 0.01%
780,132
+239,286
+44% +$3.66M
FOXF icon
1260
Fox Factory Holding Corp
FOXF
$794M
$12.1M 0.01%
71,377
-6,593
-8% -$1.1M
SITE icon
1261
SiteOne Landscape Supply
SITE
$4.16B
$12.1M 0.01%
50,104
-4,956
-9% -$1.15M
BL icon
1262
BlackLine
BL
$1.9B
$12.1M 0.01%
116,892
+26,972
+30% +$3.13M
URBN icon
1263
Urban Outfitters
URBN
$6.46B
$12M 0.01%
410,041
+38,614
+10% +$1.22M
QSR icon
1264
Restaurant Brands International
QSR
$26.2B
$12M 0.01%
197,937
+35,145
+22% +$2.07M
AVT icon
1265
Avnet
AVT
$6.86B
$12M 0.01%
290,829
-20,499
-7% -$791K
LHCG
1266
DELISTED
LHC Group LLC
LHCG
$12M 0.01%
87,196
+2,100
+2% +$287K
NOVT icon
1267
Novanta
NOVT
$4.91B
$11.9M 0.01%
67,445
+6,061
+10% +$1.01M
WDFC icon
1268
WD-40
WDFC
$2.98B
$11.9M 0.01%
48,480
+2,376
+5% +$553K
FLS icon
1269
Flowserve
FLS
$8.94B
$11.8M 0.01%
387,064
-80,846
-17% -$2.67M
RYAAY icon
1270
Ryanair
RYAAY
$30B
$11.8M 0.01%
288,770
-14,910
-5% -$649K
SXI icon
1271
Standex International
SXI
$3.33B
$11.8M 0.01%
106,802
-1,919
-2% -$208K
HALO icon
1272
Halozyme
HALO
$9.88B
$11.8M 0.01%
293,558
+14,233
+5% +$531K
EFOR
1273
Everforth Inc
EFOR
$960M
$11.8M 0.01%
95,463
+15,880
+20% +$1.94M
AMED
1274
DELISTED
Amedisys
AMED
$11.8M 0.01%
72,763
+6,576
+10% +$1.06M
FFIN icon
1275
First Financial Bankshares
FFIN
$5.05B
$11.8M 0.01%
231,295
+10,850
+5% +$551K
49 50
51
52 53

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MCM
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PSUF
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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.