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
OLPX
2051
DELISTED
Olaplex Holdings
OLPX
$3.81M ﹤0.01%
+130,779
New +$3.47M
IRBT
2052
DELISTED
iRobot
IRBT
$3.8M ﹤0.01%
57,696
-23,591
-29% -$1.87M
EPAC icon
2053
Enerpac Tool Group
EPAC
$1.86B
$3.79M ﹤0.01%
186,821
+26,489
+17% +$569K
GFF icon
2054
Griffon
GFF
$4.03B
$3.79M ﹤0.01%
132,967
-6,707
-5% -$179K
HZO icon
2055
MarineMax
HZO
$772M
$3.77M ﹤0.01%
63,853
-12,512
-16% -$670K
FBK icon
2056
FB Financial Corp
FBK
$3B
$3.76M ﹤0.01%
85,848
+4,089
+5% +$183K
PTCT icon
2057
PTC Therapeutics
PTCT
$6.26B
$3.76M ﹤0.01%
94,410
+7,548
+9% +$289K
FM
2058
DELISTED
iShares Frontier and Select EM ETF
FM
$3.76M ﹤0.01%
108,922
-316
-0.3% -$11.1K
PACK icon
2059
Ranpak Holdings
PACK
$442M
$3.75M ﹤0.01%
99,870
-21,395
-18% -$755K
OBK icon
2060
Origin Bancorp
OBK
$1.69B
$3.75M ﹤0.01%
87,278
+27,478
+46% +$1.21M
CARS icon
2061
Cars.com
CARS
$664M
$3.74M ﹤0.01%
232,509
-12,037
-5% -$172K
HL icon
2062
Hecla Mining
HL
$10B
$3.73M ﹤0.01%
715,575
-91,049
-11% -$509K
STR
2063
DELISTED
Sitio Royalties
STR
$3.73M ﹤0.01%
191,655
+16,445
+9% +$351K
PBI icon
2064
Pitney Bowes
PBI
$2.46B
$3.73M ﹤0.01%
562,138
+48,357
+9% +$343K
PRK icon
2065
Park National Corp
PRK
$3.74B
$3.72M ﹤0.01%
27,116
+1,462
+6% +$194K
CHEF icon
2066
Chefs' Warehouse
CHEF
$4.58B
$3.72M ﹤0.01%
111,779
+7,291
+7% +$240K
FARO
2067
DELISTED
Faro Technologies
FARO
$3.72M ﹤0.01%
53,150
+1,794
+3% +$129K
CASH icon
2068
Pathward Financial
CASH
$1.85B
$3.7M ﹤0.01%
62,057
-15,583
-20% -$931K
XLI icon
2069
State Street Industrial Select Sector SPDR ETF
XLI
$32.5B
$3.7M ﹤0.01%
34,978
-2,713
-7% -$282K
HTGC icon
2070
Hercules Capital
HTGC
$2.98B
$3.7M ﹤0.01%
222,784
-7,499
-3% -$127K
SEB icon
2071
Seaboard Corp
SEB
$4.32B
$3.69M ﹤0.01%
939
-43
-4% -$171K
UPST icon
2072
Upstart Holdings
UPST
$2.59B
$3.69M ﹤0.01%
24,419
+3,673
+18% +$918K
VT icon
2073
Vanguard Total World Stock ETF
VT
$76.9B
$3.69M ﹤0.01%
34,393
-102,045
-75% -$10.8M
NBTB icon
2074
NBT Bancorp
NBTB
$2.75B
$3.69M ﹤0.01%
95,854
-8,460
-8% -$316K
SBS icon
2075
Sabesp
SBS
$19.2B
$3.69M ﹤0.01%
2,593,757
-928,756
-26% -$1.21M
81 82
83
84 85

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.