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
SAH icon
1826
Sonic Automotive
SAH
$3.17B
$5.31M ﹤0.01%
107,348
-2,684
-2% -$134K
CMRE icon
1827
Costamare
CMRE
$1.87B
$5.3M ﹤0.01%
419,279
-11,340
-3% -$148K
DCH
1828
Dauch Corp
DCH
$1.39B
$5.28M ﹤0.01%
566,214
+51,128
+10% +$489K
SAGE
1829
DELISTED
Sage Therapeutics
SAGE
$5.28M ﹤0.01%
124,069
-21,757
-15% -$911K
GNW icon
1830
Genworth Financial
GNW
$3.81B
$5.28M ﹤0.01%
1,302,451
+77,213
+6% +$321K
NWN icon
1831
Northwest Natural Holdings
NWN
$2.11B
$5.28M ﹤0.01%
108,148
-5,656
-5% -$263K
CPF icon
1832
Central Pacific Financial
CPF
$1.02B
$5.27M ﹤0.01%
186,995
-28,760
-13% -$787K
RAMP icon
1833
LiveRamp
RAMP
$2.3B
$5.26M ﹤0.01%
109,727
+1,612
+1% +$81.2K
SNP
1834
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$5.25M ﹤0.01%
112,844
-10,401
-8% -$503K
WMK icon
1835
Weis Markets
WMK
$1.92B
$5.24M ﹤0.01%
79,561
-449
-0.6% -$27.3K
IQI icon
1836
Invesco Quality Municipal Securities
IQI
$528M
$5.24M ﹤0.01%
385,373
-61,966
-14% -$818K
SASR
1837
DELISTED
Sandy Spring Bancorp Inc
SASR
$5.24M ﹤0.01%
108,899
-6,981
-6% -$338K
STAA icon
1838
STAAR Surgical
STAA
$1.21B
$5.23M ﹤0.01%
57,303
-24,472
-30% -$2.63M
SAIL
1839
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
$5.23M ﹤0.01%
108,235
+21,016
+24% +$1.03M
GCP
1840
DELISTED
GCP Applied Technologies Inc.
GCP
$5.21M ﹤0.01%
164,524
+12,074
+8% +$308K
AIR icon
1841
AAR Corp
AIR
$5.56B
$5.21M ﹤0.01%
133,380
+2,325
+2% +$83K
CRS icon
1842
Carpenter Technology
CRS
$25B
$5.18M ﹤0.01%
177,368
+6,311
+4% +$197K
SSB icon
1843
SouthState Bank Corp
SSB
$10.2B
$5.15M ﹤0.01%
64,332
+32
+0% +$2.54K
MNR
1844
DELISTED
Monmouth Real Estate Investment Corp
MNR
$5.15M ﹤0.01%
245,195
+42,201
+21% +$852K
BXMT icon
1845
Blackstone Mortgage Trust
BXMT
$2.52B
$5.12M ﹤0.01%
167,307
+13,295
+9% +$423K
HTH icon
1846
Hilltop Holdings
HTH
$2.26B
$5.12M ﹤0.01%
145,774
+6,789
+5% +$239K
ANF icon
1847
Abercrombie & Fitch
ANF
$4.45B
$5.12M ﹤0.01%
146,919
-59,883
-29% -$2.34M
CRTO icon
1848
Criteo S.A. Ordinary Shares
CRTO
$1.1B
$5.11M ﹤0.01%
131,491
-5,487
-4% -$211K
USRT icon
1849
iShares Core US REIT ETF
USRT
$4.65B
$5.11M ﹤0.01%
75,566
-513
-0.7% -$32.6K
CRNC icon
1850
Cerence
CRNC
$375M
$5.11M ﹤0.01%
66,617
-853
-1% -$75.2K
72 73
74
75 76

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.