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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
HRTG icon
2651
Heritage Insurance Holdings
HRTG
$903M
$1.37M ﹤0.01%
232,359
-78,561
-25% -$518K
TEN
2652
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$1.36M ﹤0.01%
120,338
+5,017
+4% +$62.6K
BFLY icon
2653
Butterfly Network
BFLY
$1.86B
$1.36M ﹤0.01%
203,103
+170,972
+532% +$1.5M
MERC icon
2654
Mercer International
MERC
$40.5M
$1.35M ﹤0.01%
112,902
+52,741
+88% +$585K
SPWR
2655
DELISTED
SunPower Corporation Common Stock
SPWR
$1.35M ﹤0.01%
64,685
+15,230
+31% +$412K
RXDX
2656
DELISTED
Prometheus Biosciences, Inc. Common Stock
RXDX
$1.35M ﹤0.01%
+34,139
New +$1.07M
FDIS icon
2657
Fidelity MSCI Consumer Discretionary Index ETF
FDIS
$1.63B
$1.34M ﹤0.01%
15,219
+4,130
+37% +$359K
CNXN icon
2658
PC Connection
CNXN
$2.09B
$1.34M ﹤0.01%
31,114
+2,429
+8% +$110K
TACO
2659
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
$1.34M ﹤0.01%
107,704
-79,667
-43% -$769K
MCS icon
2660
Marcus Corp
MCS
$767M
$1.34M ﹤0.01%
74,953
+4,864
+7% +$91.1K
ATNI icon
2661
ATN International
ATNI
$365M
$1.34M ﹤0.01%
33,495
-15,790
-32% -$675K
DOCS icon
2662
Doximity
DOCS
$3.89B
$1.33M ﹤0.01%
+26,552
New +$1.73M
CODI icon
2663
Compass Diversified
CODI
$752M
$1.33M ﹤0.01%
43,393
+6,615
+18% +$201K
LEGN icon
2664
Legend Biotech
LEGN
$3.65B
$1.32M ﹤0.01%
+28,241
New +$1.43M
GTS
2665
DELISTED
Triple-S Management Corporation
GTS
$1.31M ﹤0.01%
36,810
+481
+1% +$17.1K
CSAN icon
2666
Cosan
CSAN
$3.02B
$1.31M ﹤0.01%
83,448
+29,642
+55% +$460K
ALKT icon
2667
Alkami Technology
ALKT
$1.96B
$1.31M ﹤0.01%
65,137
+1,161
+2% +$29.7K
VITL icon
2668
Vital Farms
VITL
$586M
$1.31M ﹤0.01%
72,340
-22,721
-24% -$401K
ZNTL icon
2669
Zentalis Pharmaceuticals
ZNTL
$332M
$1.31M ﹤0.01%
15,539
+2,014
+15% +$156K
GOCO
2670
DELISTED
GoHealth
GOCO
$1.3M ﹤0.01%
22,931
+8,270
+56% +$552K
WTBA icon
2671
West Bancorporation
WTBA
$477M
$1.3M ﹤0.01%
41,816
+5,078
+14% +$160K
CNR
2672
DELISTED
Cornerstone Building Brands, Inc.
CNR
$1.3M ﹤0.01%
74,491
+289
+0.4% +$4.49K
UFI icon
2673
UNIFI
UFI
$114M
$1.29M ﹤0.01%
55,880
-27,336
-33% -$624K
BBSI icon
2674
Barrett Business Services
BBSI
$1.01B
$1.29M ﹤0.01%
74,804
+4,904
+7% +$93K
CDXS icon
2675
Codexis
CDXS
$158M
$1.29M ﹤0.01%
41,291
+6,529
+19% +$215K
105 106
107
108 109

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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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.