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
AMTI
3276
DELISTED
Applied Molecular Transport Inc. Common Stock
AMTI
$311K ﹤0.01%
22,271
+733
+3% +$14.4K
CGC
3277
Canopy Growth
CGC
$377M
$310K ﹤0.01%
3,547
-276
-7% -$32.8K
RMNI icon
3278
Rimini Street
RMNI
$453M
$310K ﹤0.01%
51,974
-32,527
-38% -$255K
CELL
3279
DELISTED
PhenomeX Inc. Common Stock
CELL
$310K ﹤0.01%
17,064
+6,802
+66% +$147K
SPWH icon
3280
Sportsman's Warehouse
SPWH
$45.7M
$309K ﹤0.01%
26,157
-2,533
-9% -$39.8K
DSEY
3281
DELISTED
Diversey Holdings, Ltd. Ordinary Shares
DSEY
$309K ﹤0.01%
23,220
+11,895
+105% +$177K
DMF
3282
DELISTED
BNY Mellon Municipal Income
DMF
$308K ﹤0.01%
+35,205
New +$316K
MTUM icon
3283
iShares MSCI USA Momentum Factor ETF
MTUM
$24.4B
$308K ﹤0.01%
1,692
-283
-14% -$52.1K
TLIS
3284
DELISTED
Talis Biomedical Corporation Common Stock
TLIS
$305K ﹤0.01%
5,063
-135
-3% -$10.1K
AKO.B icon
3285
Embotelladora Andina Series B
AKO.B
$4.69B
$303K ﹤0.01%
23,509
+235
+1% +$2.94K
KIDS icon
3286
OrthoPediatrics
KIDS
$510M
$303K ﹤0.01%
5,059
-212
-4% -$13.2K
ABSI icon
3287
Absci
ABSI
$1.21B
$301K ﹤0.01%
36,755
+20,298
+123% +$231K
ATRO icon
3288
Astronics
ATRO
$3.37B
$301K ﹤0.01%
30,085
+16,116
+115% +$169K
INSW icon
3289
International Seaways
INSW
$4.63B
$301K ﹤0.01%
20,500
-1,745
-8% -$28.9K
XMTR icon
3290
Xometry
XMTR
$4.58B
$301K ﹤0.01%
+5,874
New +$302K
AAIC
3291
DELISTED
Arlington Asset Investment Corp.
AAIC
$301K ﹤0.01%
86,121
-16,855
-16% -$62.9K
CNVY
3292
DELISTED
Convey Health Solutions Holdings, Inc.
CNVY
$301K ﹤0.01%
+36,006
New +$264K
TEO icon
3293
Telecom Argentina
TEO
$5.86B
$300K ﹤0.01%
58,876
-4,496
-7% -$23.1K
YOU icon
3294
Clear Secure
YOU
$5.43B
$300K ﹤0.01%
+9,579
New +$354K
AGX icon
3295
Argan
AGX
$7.33B
$299K ﹤0.01%
7,721
-1,423
-16% -$59.5K
AGRO icon
3296
Adecoagro
AGRO
$1.45B
$298K ﹤0.01%
38,764
-32,712
-46% -$277K
DFTX
3297
Definium Therapeutics
DFTX
$5.57B
$296K ﹤0.01%
14,277
+5,885
+70% +$188K
ALNT icon
3298
Allient
ALNT
$1.42B
$295K ﹤0.01%
8,087
+468
+6% +$17.3K
SPRB
3299
Spruce Biosciences
SPRB
$114M
$288K ﹤0.01%
+862
New +$257K
SEER icon
3300
Seer Inc
SEER
$118M
$286K ﹤0.01%
12,519
+1,216
+11% +$35.1K
130 131
132
133 134

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.