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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
GIL icon
1326
Gildan
GIL
$9.49B
$10.7M 0.01%
252,408
+894
+0.4% +$35.4K
AQUA
1327
DELISTED
Evoqua Water Technologies Corp. Common Stock
AQUA
$10.7M 0.01%
228,680
+43,000
+23% +$1.87M
PAG icon
1328
Penske Automotive Group
PAG
$14.7B
$10.6M 0.01%
99,085
-9,924
-9% -$1.04M
CUZ icon
1329
Cousins Properties
CUZ
$5.31B
$10.6M 0.01%
263,580
+11,013
+4% +$433K
GMED icon
1330
Globus Medical
GMED
$11.1B
$10.6M 0.01%
146,755
-23,333
-14% -$1.69M
CPK icon
1331
Chesapeake Utilities
CPK
$3.28B
$10.6M 0.01%
72,666
+5,343
+8% +$711K
BEKE icon
1332
KE Holdings
BEKE
$17.7B
$10.6M 0.01%
526,273
+176,846
+51% +$3.62M
UCTT
1333
Ultra Clean Holdings
UCTT
$3.12B
$10.6M 0.01%
184,553
+588
+0.3% +$30.6K
IWR icon
1334
iShares Russell Mid-Cap ETF
IWR
$55.9B
$10.6M 0.01%
127,399
-357
-0.3% -$29.3K
GRUB
1335
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$10.5M 0.01%
980,397
+21,075
+2% +$282K
ACA icon
1336
Arcosa
ACA
$7.11B
$10.5M 0.01%
199,925
+18,435
+10% +$986K
INN
1337
Summit Hotel Properties
INN
$766M
$10.5M 0.01%
1,077,466
+10,334
+1% +$100K
CELH icon
1338
Celsius Holdings
CELH
$7.38B
$10.5M 0.01%
422,910
-157,539
-27% -$4.36M
OXM icon
1339
Oxford Industries
OXM
$581M
$10.5M 0.01%
103,208
+2,378
+2% +$231K
RMBS icon
1340
Rambus
RMBS
$8.95B
$10.5M 0.01%
356,205
+62,222
+21% +$1.58M
P
1341
Everpure Inc
P
$23B
$10.5M 0.01%
321,483
+47,149
+17% +$1.37M
IPAR icon
1342
Interparfums
IPAR
$4.07B
$10.5M 0.01%
97,778
+22,898
+31% +$2.05M
LBTYA icon
1343
Liberty Global Class A
LBTYA
$3.59B
$10.4M 0.01%
376,577
+17,925
+5% +$510K
CDK
1344
DELISTED
CDK Global, Inc.
CDK
$10.4M 0.01%
250,062
+16,780
+7% +$704K
CHGG icon
1345
Chegg
CHGG
$116M
$10.4M 0.01%
339,711
+236,091
+228% +$9.58M
AVLR
1346
DELISTED
Avalara, Inc.
AVLR
$10.4M 0.01%
80,705
-3,338
-4% -$521K
SANM icon
1347
Sanmina
SANM
$8.78B
$10.4M 0.01%
251,238
-38,601
-13% -$1.52M
MOD icon
1348
Modine Manufacturing
MOD
$9.46B
$10.4M 0.01%
1,029,889
-13,226
-1% -$147K
CALX icon
1349
Calix
CALX
$2.24B
$10.3M 0.01%
129,251
-11,842
-8% -$773K
BDN
1350
Brandywine Realty Trust
BDN
$509M
$10.3M 0.01%
767,065
+32,717
+4% +$449K
52 53
54
55 56

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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.