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 25.22%
2 Financials 12.92%
3 Healthcare 12.53%
4 Consumer Discretionary 10.99%
5 Communication Services 8.28%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
COST icon
26
Costco
COST
$419B
$1B 0.51%
1,766,366
+36,375
+2% +$18.6M
AVGO icon
27
Broadcom
AVGO
$1.75T
$977M 0.5%
14,683,240
+740,920
+5% +$41.6M
ABT icon
28
Abbott
ABT
$195B
$967M 0.49%
6,868,388
+119,593
+2% +$15.3M
NFLX icon
29
Netflix
NFLX
$340B
$925M 0.47%
15,355,430
+512,130
+3% +$32.7M
NKE icon
30
Nike
NKE
$58.7B
$920M 0.47%
5,522,017
+59,302
+1% +$9.78M
ABBV icon
31
AbbVie
ABBV
$451B
$911M 0.47%
6,726,170
+348,285
+5% +$41.1M
INTU icon
32
Intuit
INTU
$97.9B
$905M 0.46%
1,406,959
+7,314
+0.5% +$4.51M
LLY icon
33
Eli Lilly
LLY
$1.05T
$881M 0.45%
3,188,559
+61,425
+2% +$15.6M
ORCL icon
34
Oracle
ORCL
$435B
$877M 0.45%
10,061,761
-38,469
-0.4% -$3.61M
DIS icon
35
Walt Disney
DIS
$187B
$874M 0.45%
5,645,860
-496,407
-8% -$80.2M
CRM icon
36
Salesforce
CRM
$211B
$862M 0.44%
3,393,436
+41,105
+1% +$11.5M
DHR icon
37
Danaher
DHR
$152B
$852M 0.44%
2,920,995
+54,301
+2% +$15M
LOW icon
38
Lowe's Companies
LOW
$117B
$843M 0.43%
3,262,405
-37,751
-1% -$8.97M
CMCSA icon
39
Comcast
CMCSA
$96B
$819M 0.42%
16,279,651
-949,219
-6% -$49.5M
NEE icon
40
NextEra Energy
NEE
$171B
$818M 0.42%
8,763,270
+356,204
+4% +$30.8M
KO icon
41
Coca-Cola
KO
$386B
$811M 0.42%
13,704,564
+796,149
+6% +$44.3M
MRK icon
42
Merck
MRK
$366B
$796M 0.41%
10,385,102
+166,894
+2% +$13.3M
TXN icon
43
Texas Instruments
TXN
$236B
$794M 0.41%
4,211,473
+70,588
+2% +$13.6M
QCOM icon
44
Qualcomm
QCOM
$175B
$788M 0.4%
4,307,945
+159,190
+4% +$25.5M
MCD icon
45
McDonald's
MCD
$188B
$782M 0.4%
2,917,990
+114,195
+4% +$28.8M
INTC icon
46
Intel
INTC
$473B
$773M 0.4%
15,004,905
-234,027
-2% -$12M
WMT icon
47
Walmart Inc
WMT
$820B
$766M 0.39%
15,890,859
+236,880
+2% +$11.3M
PYPL icon
48
PayPal
PYPL
$45.9B
$764M 0.39%
4,053,842
-406,544
-9% -$88M
VZ icon
49
Verizon
VZ
$208B
$727M 0.37%
13,990,661
-1,073,620
-7% -$56M
CVX icon
50
Chevron
CVX
$396B
$709M 0.36%
6,043,563
+363,661
+6% +$41.3M
1
2
3 4 5

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.