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
BSY icon
2801
Bentley Systems
BSY
$11.2B
$956K ﹤0.01%
19,780
+933
+5% +$50.4K
TLS icon
2802
Telos
TLS
$331M
$952K ﹤0.01%
61,720
+32,192
+109% +$685K
DHF
2803
BNY Mellon High Yield Strategies Fund
DHF
$170M
$951K ﹤0.01%
310,817
-2,390
-0.8% -$7.68K
MOMO
2804
Hello Group
MOMO
$867M
$951K ﹤0.01%
105,862
+12,232
+13% +$140K
CLS icon
2805
Celestica
CLS
$37.8B
$950K ﹤0.01%
85,399
-15,065
-15% -$156K
LTCH
2806
DELISTED
Latch, Inc. Common Stock
LTCH
$945K ﹤0.01%
124,839
+25,837
+26% +$228K
FPE icon
2807
First Trust Preferred Securities and Income ETF
FPE
$6.3B
$941K ﹤0.01%
46,311
-44,431
-49% -$906K
DEN
2808
DELISTED
Denbury Inc.
DEN
$937K ﹤0.01%
12,229
-27,955
-70% -$2.21M
ATER icon
2809
Aterian
ATER
$4.07M
$935K ﹤0.01%
18,966
-1,571
-8% -$116K
LOVE icon
2810
LoveSac
LOVE
$242M
$932K ﹤0.01%
14,071
-12,594
-47% -$922K
ORIC icon
2811
Oric Pharmaceuticals
ORIC
$1.17B
$929K ﹤0.01%
63,228
+7,073
+13% +$110K
VPG icon
2812
Vishay Precision Group
VPG
$1.08B
$929K ﹤0.01%
25,039
+854
+4% +$30.5K
CHMI
2813
Cherry Hill Mortgage Investment Corp
CHMI
$82.3M
$928K ﹤0.01%
112,245
-10,473
-9% -$92.7K
FDT icon
2814
First Trust Developed Markets ex-US AlphaDEX Fund
FDT
$1.24B
$928K ﹤0.01%
15,304
+1,775
+13% +$109K
VLDR
2815
DELISTED
Velodyne Lidar, Inc. Common Stock
VLDR
$924K ﹤0.01%
199,162
+90,057
+83% +$526K
EGLE
2816
DELISTED
Eagle Bulk Shipping Inc.
EGLE
$921K ﹤0.01%
20,247
+5,421
+37% +$231K
SPNS
2817
DELISTED
Sapiens International
SPNS
$919K ﹤0.01%
26,675
-18,668
-41% -$643K
JAMF
2818
DELISTED
Jamf
JAMF
$911K ﹤0.01%
23,979
+2,599
+12% +$101K
CMBS icon
2819
iShares CMBS ETF
CMBS
$473M
$908K ﹤0.01%
17,121
-1,924
-10% -$103K
VTWO icon
2820
Vanguard Russell 2000 ETF
VTWO
$17.2B
$907K ﹤0.01%
10,094
+3,043
+43% +$278K
FRGI
2821
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$905K ﹤0.01%
82,204
+32,808
+66% +$351K
VERX icon
2822
Vertex
VERX
$2.16B
$904K ﹤0.01%
56,978
+1,129
+2% +$21.4K
SEI
2823
Solaris Energy Infrastructure
SEI
$2.66B
$904K ﹤0.01%
138,020
+20,879
+18% +$155K
PRVB
2824
DELISTED
Provention Bio, Inc. Common Stock
PRVB
$901K ﹤0.01%
160,402
-19,976
-11% -$127K
PSXP
2825
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
$898K ﹤0.01%
24,895
-11,319
-31% -$422K
111 112
113
114 115

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.