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
KAMN
1201
DELISTED
Kaman Corp
KAMN
$13.3M 0.01%
308,436
+105,938
+52% +$4.17M
BKE icon
1202
Buckle
BKE
$2.32B
$13.3M 0.01%
313,296
+33,486
+12% +$1.52M
BLMN icon
1203
Bloomin' Brands
BLMN
$754M
$13.2M 0.01%
630,479
+8,194
+1% +$173K
PZZA icon
1204
Papa John's
PZZA
$1.01B
$13.2M 0.01%
99,096
-10,528
-10% -$1.35M
EXAS
1205
DELISTED
Exact Sciences
EXAS
$13.2M 0.01%
169,722
-7,765
-4% -$685K
KMF
1206
DELISTED
Kayne Anderson NextGen Energy & Infrastructure, Inc.
KMF
$13.1M 0.01%
1,824,722
+166,032
+10% +$1.23M
FELE icon
1207
Franklin Electric
FELE
$4.66B
$13.1M 0.01%
138,598
+1,364
+1% +$122K
NIO icon
1208
NIO
NIO
$11.9B
$13.1M 0.01%
412,880
+57,073
+16% +$2.1M
AMKR icon
1209
Amkor Technology
AMKR
$10.6B
$13.1M 0.01%
527,377
+21,019
+4% +$489K
TRN icon
1210
Trinity Industries
TRN
$2.92B
$13.1M 0.01%
432,601
-1,989
-0.5% -$56.8K
FMS icon
1211
Fresenius Medical Care
FMS
$13.4B
$13M 0.01%
401,403
-9,887
-2% -$325K
CHDN icon
1212
Churchill Downs
CHDN
$6.17B
$13M 0.01%
107,660
+596
+0.6% +$70.7K
AL
1213
DELISTED
Air Lease Corp
AL
$13M 0.01%
293,101
+21,527
+8% +$933K
TWO
1214
Two Harbors Investment
TWO
$1.27B
$13M 0.01%
561,408
-47,018
-8% -$1.17M
CCMP
1215
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$12.9M 0.01%
67,559
+4,963
+8% +$719K
POST icon
1216
Post Holdings
POST
$4.42B
$12.9M 0.01%
175,252
+6,061
+4% +$416K
VVR icon
1217
Invesco Senior Income Trust
VVR
$456M
$12.9M 0.01%
2,980,842
-112,736
-4% -$501K
DFIN icon
1218
Donnelley Financial Solutions
DFIN
$1.28B
$12.9M 0.01%
273,206
-9,523
-3% -$413K
CVE icon
1219
Cenovus Energy
CVE
$54.2B
$12.9M 0.01%
1,048,380
-80,614
-7% -$965K
ABG icon
1220
Asbury Automotive
ABG
$4.62B
$12.9M 0.01%
74,525
+2,660
+4% +$490K
IWF icon
1221
iShares Russell 1000 Growth ETF
IWF
$117B
$12.8M 0.01%
168,056
-1,712
-1% -$127K
NVAX icon
1222
Novavax
NVAX
$1.21B
$12.8M 0.01%
89,710
-18,462
-17% -$3.17M
PLTR icon
1223
Palantir
PLTR
$295B
$12.8M 0.01%
703,988
-428,620
-38% -$9.47M
VYX icon
1224
NCR Voyix
VYX
$1.19B
$12.8M 0.01%
519,545
-12,792
-2% -$325K
IGSB icon
1225
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$12.8M 0.01%
237,386
-9,156
-4% -$496K
47 48
49
50 51

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.