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
KW
1601
DELISTED
Kennedy-Wilson Holdings
KW
$7.33M ﹤0.01%
306,782
+44,643
+17% +$1.02M
SAIC icon
1602
Saic
SAIC
$4.95B
$7.32M ﹤0.01%
87,598
+6,085
+7% +$529K
PATK icon
1603
Patrick Industries
PATK
$2.87B
$7.32M ﹤0.01%
136,061
-4,857
-3% -$261K
CENX icon
1604
Century Aluminum
CENX
$4.22B
$7.3M ﹤0.01%
440,667
-43,000
-9% -$629K
INDB icon
1605
Independent Bank
INDB
$4.04B
$7.29M ﹤0.01%
89,412
+28,869
+48% +$2.4M
WERN icon
1606
Werner Enterprises
WERN
$2.2B
$7.29M ﹤0.01%
152,948
-12,824
-8% -$587K
MANT
1607
DELISTED
Mantech International Corp
MANT
$7.26M ﹤0.01%
99,561
+4,269
+4% +$326K
ESE icon
1608
ESCO Technologies
ESE
$7.77B
$7.26M ﹤0.01%
80,677
+9,028
+13% +$780K
FULT icon
1609
Fulton Financial
FULT
$4.68B
$7.26M ﹤0.01%
427,080
+10,155
+2% +$167K
GBX icon
1610
The Greenbrier Companies
GBX
$1.57B
$7.24M ﹤0.01%
157,795
-3,029
-2% -$131K
IVOL icon
1611
Quadratic Interest Rate Volatility and Inflation Hedge ETF
IVOL
$274M
$7.24M ﹤0.01%
269,445
-27,866
-9% -$762K
TDC icon
1612
Teradata
TDC
$2.88B
$7.23M ﹤0.01%
170,169
-31,622
-16% -$1.56M
LBRDA icon
1613
Liberty Broadband Class A
LBRDA
$4.89B
$7.22M ﹤0.01%
44,900
+1,921
+4% +$311K
EUFN icon
1614
iShares MSCI Europe Financials ETF
EUFN
$4B
$7.22M ﹤0.01%
360,257
+14,074
+4% +$285K
OPP
1615
RiverNorth/DoubleLine Strategic Opportunity Fund
OPP
$189M
$7.21M ﹤0.01%
513,945
+5,276
+1% +$77.6K
ESI icon
1616
Element Solutions
ESI
$8.48B
$7.2M ﹤0.01%
296,484
-29,659
-9% -$700K
AIN icon
1617
Albany International
AIN
$2.09B
$7.19M ﹤0.01%
81,276
+10,922
+16% +$920K
BGB
1618
Blackstone Strategic Credit 2027 Term Fund
BGB
$500M
$7.18M ﹤0.01%
531,931
+204,802
+63% +$2.83M
TNET icon
1619
TriNet
TNET
$3.23B
$7.17M ﹤0.01%
75,230
+9,863
+15% +$984K
WGO icon
1620
Winnebago Industries
WGO
$900M
$7.16M ﹤0.01%
95,563
+1,246
+1% +$89.7K
NKTR icon
1621
Nektar Therapeutics
NKTR
$2.39B
$7.16M ﹤0.01%
35,326
+11,144
+46% +$2.42M
COOP
1622
DELISTED
Mr. Cooper
COOP
$7.13M ﹤0.01%
171,459
-5,724
-3% -$241K
HMN icon
1623
Horace Mann Educators
HMN
$2.11B
$7.13M ﹤0.01%
184,224
-15,041
-8% -$590K
RLJ icon
1624
RLJ Lodging Trust
RLJ
$1.88B
$7.11M ﹤0.01%
510,570
-149,587
-23% -$2.1M
LSXMA
1625
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
$7.11M ﹤0.01%
190,294
+13,378
+8% +$494K
63 64
65
66 67

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.