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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
VONV icon
1801
Vanguard Russell 1000 Value ETF
VONV
$20.6B
$5.44M ﹤0.01%
73,741
-8,745,945
-99% -$629M
CSR
1802
Centerspace
CSR
$941M
$5.44M ﹤0.01%
49,025
+4,304
+10% +$445K
XHR
1803
Xenia Hotels & Resorts
XHR
$1.85B
$5.43M ﹤0.01%
300,055
+17,967
+6% +$317K
CLDT
1804
Chatham Lodging
CLDT
$622M
$5.43M ﹤0.01%
395,990
+2,414
+0.6% +$31K
LIVN icon
1805
LivaNova
LIVN
$4.45B
$5.42M ﹤0.01%
61,954
+10,333
+20% +$862K
CPE
1806
DELISTED
Callon Petroleum Company
CPE
$5.41M ﹤0.01%
114,492
+31,388
+38% +$1.68M
VMEO
1807
DELISTED
Vimeo
VMEO
$5.41M ﹤0.01%
301,154
+17,749
+6% +$432K
SPHR icon
1808
Sphere Entertainment
SPHR
$5.31B
$5.4M ﹤0.01%
76,813
+16,741
+28% +$1.18M
ASTE icon
1809
Astec Industries
ASTE
$1.18B
$5.4M ﹤0.01%
77,969
-1,510
-2% -$94.6K
MHO icon
1810
M/I Homes
MHO
$3.87B
$5.39M ﹤0.01%
86,694
+880
+1% +$52.6K
AIO
1811
Virtus Artificial Intelligence & Technology Opportunities Fund
AIO
$863M
$5.36M ﹤0.01%
216,305
+37,921
+21% +$1.03M
FATE icon
1812
Fate Therapeutics
FATE
$293M
$5.36M ﹤0.01%
91,593
+5,105
+6% +$289K
HA
1813
DELISTED
Hawaiian Holdings, Inc.
HA
$5.36M ﹤0.01%
291,488
+1,168
+0.4% +$23.7K
AI icon
1814
C3.ai
AI
$1.41B
$5.35M ﹤0.01%
171,305
+119,466
+230% +$4.84M
CCSI icon
1815
Consensus Cloud Solutions
CCSI
$657M
$5.35M ﹤0.01%
+92,424
New +$5.62M
PLUS icon
1816
ePlus
PLUS
$2.38B
$5.35M ﹤0.01%
99,215
+22,687
+30% +$1.25M
DDD icon
1817
3D Systems Corp
DDD
$441M
$5.34M ﹤0.01%
248,099
-74,721
-23% -$1.89M
CHCT
1818
Community Healthcare Trust
CHCT
$530M
$5.33M ﹤0.01%
112,815
-3,462
-3% -$159K
KT icon
1819
KT
KT
$8.8B
$5.33M ﹤0.01%
424,108
-172,710
-29% -$2.26M
PPC icon
1820
Pilgrim's Pride
PPC
$6.98B
$5.33M ﹤0.01%
188,993
-3,486
-2% -$99.2K
WSBC icon
1821
WesBanco
WSBC
$3.99B
$5.33M ﹤0.01%
152,312
-1,178
-0.8% -$41.4K
MCHB
1822
Mechanics Bancorp
MCHB
$3.68B
$5.33M ﹤0.01%
102,420
+312
+0.3% +$15K
VC icon
1823
Visteon
VC
$2.8B
$5.32M ﹤0.01%
47,906
+4,995
+12% +$555K
DOO
1824
Bombardier Recreational Products
DOO
$4.58B
$5.32M ﹤0.01%
60,651
+2,807
+5% +$244K
LNTH icon
1825
Lantheus
LNTH
$6.58B
$5.31M ﹤0.01%
183,916
+15,408
+9% +$410K
71 72
73
74 75

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MCM
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PSUF
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IA
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BAM
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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.