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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
EWT icon
2676
iShares MSCI Taiwan ETF
EWT
$9.13B
$1.29M ﹤0.01%
19,347
-789
-4% -$50.6K
EEMS icon
2677
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$341M
$1.29M ﹤0.01%
21,383
-255
-1% -$15.5K
GSKY
2678
DELISTED
GreenSky, Inc. Class A Common Stock
GSKY
$1.29M ﹤0.01%
113,280
-100,359
-47% -$1.18M
GOGO icon
2679
Gogo Inc
GOGO
$525M
$1.28M ﹤0.01%
94,952
-37,402
-28% -$556K
SRCE icon
2680
1st Source
SRCE
$2.17B
$1.28M ﹤0.01%
25,825
+368
+1% +$17.9K
AIV
2681
Aimco
AIV
$377M
$1.28M ﹤0.01%
165,794
+30,552
+23% +$233K
TASK icon
2682
TaskUs
TASK
$594M
$1.28M ﹤0.01%
23,682
-26,078
-52% -$1.42M
CTKB icon
2683
Cytek Biosciences
CTKB
$566M
$1.27M ﹤0.01%
+77,737
New +$1.63M
STEL
2684
DELISTED
Stellar Bancorp
STEL
$1.27M ﹤0.01%
43,663
+342
+0.8% +$9.65K
IWY icon
2685
iShares Russell Top 200 Growth ETF
IWY
$15.2B
$1.26M ﹤0.01%
7,295
-104
-1% -$17.3K
VDC icon
2686
Vanguard Consumer Staples ETF
VDC
$8.16B
$1.26M ﹤0.01%
6,300
+2,038
+48% +$384K
AXNX
2687
DELISTED
Axonics, Inc. Common Stock
AXNX
$1.25M ﹤0.01%
22,419
-18,554
-45% -$1.13M
VVX icon
2688
V2X
VVX
$2.7B
$1.25M ﹤0.01%
27,366
-2,058
-7% -$97.6K
SCHG icon
2689
Schwab US Large-Cap Growth ETF
SCHG
$58.2B
$1.25M ﹤0.01%
+60,944
New +$1.22M
CHS
2690
DELISTED
Chicos FAS, Inc.
CHS
$1.25M ﹤0.01%
231,740
+20,061
+9% +$109K
OCFC icon
2691
OceanFirst Financial
OCFC
$1.71B
$1.25M ﹤0.01%
56,122
+23,747
+73% +$518K
ARD
2692
DELISTED
Ardagh Group S.A. Class A Common Shares
ARD
$1.24M ﹤0.01%
55,126
-136,901
-71% -$3.35M
AGS
2693
DELISTED
PlayAGS
AGS
$1.24M ﹤0.01%
182,833
-415
-0.2% -$3.18K
SFIX
2694
Stitch Fix
SFIX
$567M
$1.24M ﹤0.01%
65,404
-20,553
-24% -$589K
RLAY icon
2695
Relay Therapeutics
RLAY
$4B
$1.24M ﹤0.01%
40,243
-2,740
-6% -$86.6K
FDN icon
2696
First Trust Dow Jones Internet Index Fund ETF
FDN
$4.99B
$1.24M ﹤0.01%
5,462
+481
+10% +$114K
VV icon
2697
Vanguard Large-Cap ETF
VV
$51.2B
$1.24M ﹤0.01%
5,590
+291
+5% +$62.4K
RAFE icon
2698
PIMCO RAFI ESG US ETF
RAFE
$162M
$1.23M ﹤0.01%
37,194
+374
+1% +$12K
ALIT icon
2699
Alight
ALIT
$534M
$1.23M ﹤0.01%
5,673
+558
+11% +$121K
DGII icon
2700
Digi International
DGII
$2.47B
$1.22M ﹤0.01%
49,723
+3,527
+8% +$80.8K
106 107
108
109 110

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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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ACI
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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.