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
SLF icon
851
Sun Life Financial
SLF
$45.9B
$24.6M 0.01%
442,355
+31,727
+8% +$1.75M
LYG icon
852
Lloyds Banking Group
LYG
$85.9B
$24.6M 0.01%
9,644,474
+1,617,375
+20% +$4.12M
NUAN
853
DELISTED
Nuance Communications, Inc.
NUAN
$24.6M 0.01%
444,074
+36,950
+9% +$2.04M
CVNA icon
854
Carvana
CVNA
$48.9B
$24.5M 0.01%
529,200
-65,090
-11% -$3.58M
TRU icon
855
TransUnion
TRU
$15.9B
$24.5M 0.01%
206,456
+13,634
+7% +$1.56M
CIT
856
DELISTED
CIT Group Inc.
CIT
$24.4M 0.01%
475,777
-20,586
-4% -$1.05M
LCII icon
857
LCI Industries
LCII
$2.6B
$24.4M 0.01%
156,557
+2,685
+2% +$399K
SPSC icon
858
SPS Commerce
SPSC
$2.57B
$24.3M 0.01%
171,031
-8,833
-5% -$1.32M
MAN icon
859
ManpowerGroup
MAN
$2.63B
$24.3M 0.01%
249,988
-11,353
-4% -$1.14M
RNG icon
860
RingCentral
RNG
$4.87B
$24.3M 0.01%
129,721
+6,574
+5% +$1.46M
ICL icon
861
ICL Group
ICL
$6.62B
$24.2M 0.01%
2,499,462
+56,490
+2% +$502K
OGN icon
862
Organon & Co
OGN
$3.56B
$24.1M 0.01%
792,352
-219,195
-22% -$7.14M
FND icon
863
Floor & Decor
FND
$6.07B
$24M 0.01%
184,672
-3,465
-2% -$446K
VSH icon
864
Vishay Intertechnology
VSH
$4.75B
$24M 0.01%
1,097,413
+97,331
+10% +$2M
RSP icon
865
Invesco S&P 500 Equal Weight ETF
RSP
$97.9B
$24M 0.01%
147,263
+32,670
+29% +$5.16M
LSI
866
DELISTED
Life Storage, Inc.
LSI
$23.9M 0.01%
155,957
+18,278
+13% +$2.44M
ITT icon
867
ITT
ITT
$17.2B
$23.8M 0.01%
233,245
-3,303
-1% -$323K
CONE
868
DELISTED
CyrusOne Inc Common Stock
CONE
$23.8M 0.01%
265,342
+24,141
+10% +$2.05M
ASH icon
869
Ashland
ASH
$3.34B
$23.8M 0.01%
220,691
+11,042
+5% +$1.11M
SU icon
870
Suncor Energy
SU
$77.5B
$23.7M 0.01%
948,819
-27,140
-3% -$661K
PPLI
871
People Inc
PPLI
$3.17B
$23.7M 0.01%
221,367
-4,380
-2% -$494K
ONTO icon
872
Onto Innovation
ONTO
$11.2B
$23.7M 0.01%
234,490
+34,083
+17% +$2.94M
BHK icon
873
BlackRock Core Bond Trust
BHK
$646M
$23.7M 0.01%
1,436,397
+46,652
+3% +$766K
XPO icon
874
XPO
XPO
$23.5B
$23.5M 0.01%
510,065
-40,409
-7% -$1.88M
LITE icon
875
Lumentum
LITE
$48.3B
$23.4M 0.01%
221,109
+24,809
+13% +$2.26M
33 34
35
36 37

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.