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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
IMVT icon
2751
Immunovant
IMVT
$7.93B
$1.07M ﹤0.01%
125,454
-4,686
-4% -$38.7K
JRO
2752
DELISTED
Nuveen Floating Rate Income Opportunty Fund
JRO
$1.07M ﹤0.01%
105,405
-56,342
-35% -$565K
QIWI
2753
DELISTED
QIWI PLC
QIWI
$1.07M ﹤0.01%
133,525
-36,839
-22% -$314K
DVAX
2754
DELISTED
Dynavax Technologies
DVAX
$1.06M ﹤0.01%
75,699
-72,088
-49% -$1.19M
ALBO
2755
DELISTED
Albireo Pharma Inc
ALBO
$1.06M ﹤0.01%
45,647
-21,321
-32% -$567K
PRVA icon
2756
Privia Health
PRVA
$3.04B
$1.06M ﹤0.01%
40,924
+14,375
+54% +$358K
RLGT icon
2757
Radiant Logistics
RLGT
$400M
$1.05M ﹤0.01%
144,584
+6,265
+5% +$45.1K
EAF icon
2758
GrafTech
EAF
$184M
$1.05M ﹤0.01%
8,863
-1,123
-11% -$130K
DOMO icon
2759
Domo
DOMO
$171M
$1.05M ﹤0.01%
21,114
-36,509
-63% -$2.68M
FNDE icon
2760
Schwab Fundamental Emerging Markets Large Company Index ETF
FNDE
$9.46B
$1.05M ﹤0.01%
33,776
+9,678
+40% +$309K
LILA icon
2761
Liberty Latin America Class A
LILA
$1.72B
$1.05M ﹤0.01%
132,146
+31,770
+32% +$264K
NKLA
2762
DELISTED
Nikola Corporation Common Stock
NKLA
$1.05M ﹤0.01%
3,533
-887
-20% -$296K
OSG
2763
Octave Specialty Group
OSG
$257M
$1.04M ﹤0.01%
65,127
-3,013
-4% -$47.3K
OEF icon
2764
iShares S&P 100 ETF
OEF
$19.5B
$1.04M ﹤0.01%
4,752
-564
-11% -$120K
WW
2765
DELISTED
WW International
WW
$1.04M ﹤0.01%
64,552
-39,310
-38% -$706K
VRS
2766
DELISTED
Verso Corporation
VRS
$1.04M ﹤0.01%
38,497
-1,016
-3% -$22.9K
XLB icon
2767
State Street Materials Select Sector SPDR ETF
XLB
$8.72B
$1.04M ﹤0.01%
22,890
+2,282
+11% +$98.6K
TWI icon
2768
Titan International
TWI
$492M
$1.04M ﹤0.01%
94,511
-2,062
-2% -$16.2K
CAMP
2769
DELISTED
CalAmp Corp.
CAMP
$1.03M ﹤0.01%
6,365
+528
+9% +$117K
INFA
2770
DELISTED
Informatica
INFA
$1.03M ﹤0.01%
+27,892
New +$943K
NRIM icon
2771
Northrim BanCorp
NRIM
$593M
$1.03M ﹤0.01%
94,780
+2,136
+2% +$23.6K
VWTR
2772
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
$1.03M ﹤0.01%
85,104
-22,903
-21% -$276K
EHTH icon
2773
eHealth
EHTH
$41.9M
$1.02M ﹤0.01%
40,116
-3,512
-8% -$117K
SFST icon
2774
Southern First Bancshares
SFST
$581M
$1.02M ﹤0.01%
16,377
-119
-0.7% -$7K
VOX icon
2775
Vanguard Communication Services ETF
VOX
$5.68B
$1.02M ﹤0.01%
7,545
-3,594
-32% -$500K
109 110
111
112 113

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.