We are live on ! Find out more
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
GLO
2576
Clough Global Opportunities Fund
GLO
$244M
$1.6M ﹤0.01%
150,488
+4,680
+3% +$56.5K
HRTX icon
2577
Heron Therapeutics
HRTX
$93.4M
$1.6M ﹤0.01%
175,178
-2,594
-1% -$26.5K
HFFG icon
2578
HF Foods Group
HFFG
$80.7M
$1.59M ﹤0.01%
188,503
+2,994
+2% +$22.1K
LESL icon
2579
Leslie's
LESL
$8.33M
$1.59M ﹤0.01%
3,369
+149
+5% +$64.3K
GDRX icon
2580
GoodRx Holdings
GDRX
$1.09B
$1.59M ﹤0.01%
+48,733
New +$1.96M
OSBC icon
2581
Old Second Bancorp
OSBC
$1.29B
$1.59M ﹤0.01%
126,431
-997
-0.8% -$13.1K
ONEM
2582
DELISTED
1Life Healthcare
ONEM
$1.59M ﹤0.01%
90,265
+19,650
+28% +$381K
RPAY icon
2583
Repay Holdings
RPAY
$335M
$1.58M ﹤0.01%
86,742
+46,380
+115% +$911K
ECHO
2584
EchoStar
ECHO
$24.3B
$1.58M ﹤0.01%
60,164
+1,294
+2% +$34.2K
SRDX
2585
DELISTED
Surmodics
SRDX
$1.58M ﹤0.01%
32,900
-2,170
-6% -$109K
BLFS icon
2586
BioLife Solutions
BLFS
$1.54B
$1.58M ﹤0.01%
42,435
+10,618
+33% +$456K
RRD
2587
DELISTED
RR Donnelley & Sons Co.
RRD
$1.58M ﹤0.01%
140,187
-416
-0.3% -$3.61K
MDGL icon
2588
Madrigal Pharmaceuticals
MDGL
$12.6B
$1.58M ﹤0.01%
18,616
-8
-0% -$657
RMO
2589
DELISTED
Romeo Power, Inc.
RMO
$1.58M ﹤0.01%
432,385
+158,304
+58% +$683K
SUMO
2590
DELISTED
Sumo Logic, Inc. Common Stock
SUMO
$1.57M ﹤0.01%
116,154
+47,766
+70% +$742K
GNK icon
2591
Genco Shipping & Trading
GNK
$1.1B
$1.57M ﹤0.01%
98,377
+44,517
+83% +$723K
PAA icon
2592
Plains All American Pipeline
PAA
$17.6B
$1.57M ﹤0.01%
168,489
-52,474
-24% -$527K
EFC
2593
Ellington Financial
EFC
$1.69B
$1.57M ﹤0.01%
92,070
+354
+0.4% +$6.29K
IJJ icon
2594
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.83B
$1.57M ﹤0.01%
14,195
-366
-3% -$39.8K
PRO
2595
DELISTED
PROS Holdings
PRO
$1.57M ﹤0.01%
45,466
+12,478
+38% +$427K
SOXX icon
2596
iShares Semiconductor ETF
SOXX
$38.4B
$1.57M ﹤0.01%
8,676
+465
+6% +$78K
KOS icon
2597
Kosmos Energy
KOS
$1.47B
$1.55M ﹤0.01%
447,620
+72,769
+19% +$261K
IBB icon
2598
iShares Biotechnology ETF
IBB
$9.45B
$1.55M ﹤0.01%
10,138
+568
+6% +$87.9K
SUSA icon
2599
iShares ESG Optimized MSCI USA ETF
SUSA
$3.95B
$1.55M ﹤0.01%
14,563
-575
-4% -$59.1K
KRBN icon
2600
KraneShares Global Carbon Strategy ETF
KRBN
$139M
$1.54M ﹤0.01%
30,192
-42,699
-59% -$1.93M
102 103
104
105 106

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
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
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.