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
TROX icon
1901
Tronox
TROX
$999M
$4.74M ﹤0.01%
197,228
+2,874
+1% +$68.8K
HASI icon
1902
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$4.85B
$4.74M ﹤0.01%
89,167
+6,402
+8% +$370K
VXF icon
1903
Vanguard Extended Market ETF
VXF
$30.4B
$4.74M ﹤0.01%
25,906
+592
+2% +$111K
MOV icon
1904
Movado Group
MOV
$849M
$4.73M ﹤0.01%
113,171
+34,382
+44% +$1.3M
MNTV
1905
DELISTED
Momentive Global Inc. Common Stock
MNTV
$4.73M ﹤0.01%
223,714
+23,625
+12% +$520K
ELME
1906
Elme Communities
ELME
$144M
$4.72M ﹤0.01%
182,610
+8,549
+5% +$218K
ACI icon
1907
Albertsons Companies
ACI
$5.63B
$4.71M ﹤0.01%
156,189
+25,892
+20% +$820K
CCU icon
1908
Compañía de Cervecerías Unidas
CCU
$2.16B
$4.7M ﹤0.01%
286,489
-20,085
-7% -$338K
LPSN icon
1909
LivePerson
LPSN
$22M
$4.7M ﹤0.01%
8,773
-1,061
-11% -$736K
RRR icon
1910
Red Rock Resorts
RRR
$3.8B
$4.7M ﹤0.01%
85,457
-30,914
-27% -$1.61M
SUZ icon
1911
Suzano
SUZ
$10.4B
$4.7M ﹤0.01%
435,307
-7,264
-2% -$70K
AOSL icon
1912
Alpha and Omega Semiconductor
AOSL
$931M
$4.68M ﹤0.01%
77,299
-9,554
-11% -$414K
DSL
1913
DoubleLine Income Solutions Fund
DSL
$1.23B
$4.68M ﹤0.01%
+290,294
New +$4.97M
USNA icon
1914
Usana Health Sciences
USNA
$409M
$4.67M ﹤0.01%
46,186
+3,707
+9% +$370K
TPTX
1915
DELISTED
Turning Point Therapeutics, Inc. Common Stock
TPTX
$4.66M ﹤0.01%
97,769
+67,555
+224% +$3.02M
HMHC
1916
DELISTED
Houghton Mifflin Harcourt Company
HMHC
$4.66M ﹤0.01%
289,475
-8,887
-3% -$135K
CYH icon
1917
Community Health Systems
CYH
$391M
$4.66M ﹤0.01%
349,772
+146,111
+72% +$1.84M
DOCN icon
1918
DigitalOcean
DOCN
$14.1B
$4.65M ﹤0.01%
57,833
+27,557
+91% +$2.58M
AAN
1919
DELISTED
The Aaron's Company Inc
AAN
$4.64M ﹤0.01%
188,409
-2,553
-1% -$65.2K
VGR
1920
DELISTED
Vector Group Ltd.
VGR
$4.63M ﹤0.01%
403,767
+28,453
+8% +$304K
SAFT icon
1921
Safety Insurance
SAFT
$1.52B
$4.62M ﹤0.01%
54,365
+1,295
+2% +$104K
GKOS icon
1922
Glaukos
GKOS
$9.9B
$4.62M ﹤0.01%
103,845
+16,814
+19% +$776K
BCO icon
1923
Brink's
BCO
$4.84B
$4.61M ﹤0.01%
70,261
+3,073
+5% +$198K
REGI
1924
DELISTED
Renewable Energy Group, Inc.
REGI
$4.6M ﹤0.01%
108,490
+15,569
+17% +$795K
NTCT icon
1925
NETSCOUT
NTCT
$2.91B
$4.6M ﹤0.01%
139,047
+75,486
+119% +$2.29M
75 76
77
78 79

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.