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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
DORM icon
1376
Dorman Products
DORM
$4.22B
$9.98M 0.01%
88,347
+5,268
+6% +$572K
GFI icon
1377
Gold Fields
GFI
$28.8B
$9.98M 0.01%
908,489
-40,048
-4% -$400K
AFRM icon
1378
Affirm
AFRM
$23.5B
$9.95M 0.01%
98,904
+70,893
+253% +$9.37M
THS
1379
DELISTED
Treehouse Foods
THS
$9.94M 0.01%
245,286
+36,443
+17% +$1.41M
FLEX icon
1380
Flex
FLEX
$37.7B
$9.93M 0.01%
719,205
+27,056
+4% +$366K
FFBC icon
1381
First Financial Bancorp
FFBC
$3.55B
$9.93M 0.01%
407,191
+17,950
+5% +$435K
KTB icon
1382
Kontoor Brands
KTB
$4.71B
$9.92M 0.01%
193,626
-11,295
-6% -$606K
GDOT icon
1383
Green Dot
GDOT
$750M
$9.91M 0.01%
273,571
-38,265
-12% -$1.56M
HUBG icon
1384
HUB Group
HUBG
$2.92B
$9.91M 0.01%
235,328
+18,028
+8% +$717K
SFNC icon
1385
Simmons First National
SFNC
$3.39B
$9.9M 0.01%
334,561
+4,265
+1% +$130K
BGC icon
1386
BGC Group
BGC
$5.64B
$9.88M 0.01%
2,123,801
-69,477
-3% -$347K
PBA icon
1387
Pembina Pipeline
PBA
$29.3B
$9.87M 0.01%
325,468
-40,817
-11% -$1.3M
AAON icon
1388
Aaon
AAON
$6.95B
$9.87M 0.01%
186,363
+309
+0.2% +$15.4K
FCNCA icon
1389
First Citizens BancShares
FCNCA
$24.7B
$9.87M 0.01%
11,892
-205
-2% -$171K
LYFT icon
1390
Lyft
LYFT
$5.86B
$9.86M 0.01%
230,839
-68,095
-23% -$3.19M
MGPI icon
1391
MGP Ingredients
MGPI
$404M
$9.86M 0.01%
116,065
+21,722
+23% +$1.64M
KNSL icon
1392
Kinsale Capital Group
KNSL
$8.58B
$9.84M 0.01%
41,374
+2,558
+7% +$504K
SMPL icon
1393
Simply Good Foods
SMPL
$907M
$9.82M 0.01%
236,159
+83,954
+55% +$3.21M
ALRM icon
1394
Alarm.com
ALRM
$2.75B
$9.81M 0.01%
115,653
+7,155
+7% +$585K
XLY icon
1395
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.7B
$9.79M 0.01%
95,760
-9,316
-9% -$928K
ALV icon
1396
Autoliv
ALV
$9.14B
$9.78M 0.01%
94,605
+14,637
+18% +$1.44M
VSTO
1397
DELISTED
Vista Outdoor Inc.
VSTO
$9.78M 0.01%
212,279
-934
-0.4% -$39.9K
SITC icon
1398
SITE Centers
SITC
$236M
$9.78M 0.01%
791,502
+16,153
+2% +$203K
JJSF icon
1399
J&J Snack Foods
JJSF
$1.49B
$9.77M 0.01%
61,826
-7,663
-11% -$1.15M
EXTR icon
1400
Extreme Networks
EXTR
$3.8B
$9.76M 0.01%
621,907
+206,789
+50% +$2.53M
54 55
56
57 58

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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.