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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 25.22%
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
UNP icon
51
Union Pacific
UNP
$183B
$695M 0.36%
2,759,246
+75,541
+3% +$17.9M
AMAT icon
52
Applied Materials
AMAT
$366B
$646M 0.33%
4,103,293
+16,057
+0.4% +$2.33M
AMD icon
53
Advanced Micro Devices
AMD
$760B
$633M 0.32%
4,397,995
+245,167
+6% +$33M
XOM icon
54
ExxonMobil
XOM
$644B
$619M 0.32%
10,113,388
+937,671
+10% +$58.6M
BMY icon
55
Bristol-Myers Squibb
BMY
$136B
$606M 0.31%
9,724,141
-147,259
-1% -$8.64M
TGT icon
56
Target
TGT
$74.1B
$602M 0.31%
2,601,627
-72,698
-3% -$17.7M
CVS icon
57
CVS Health
CVS
$119B
$597M 0.31%
5,784,739
+136,999
+2% +$12.7M
SBUX icon
58
Starbucks
SBUX
$123B
$561M 0.29%
4,794,560
+30,492
+0.6% +$3.44M
UPS icon
59
United Parcel Service
UPS
$89.6B
$560M 0.29%
2,613,397
+161,098
+7% +$32.8M
AMGN icon
60
Amgen
AMGN
$234B
$545M 0.28%
2,423,774
+28,537
+1% +$6.02M
SPGI icon
61
S&P Global
SPGI
$131B
$535M 0.27%
1,132,885
+21,810
+2% +$9.98M
HON icon
62
Honeywell
HON
$68.9B
$532M 0.27%
2,706,558
-61,758
-2% -$12.5M
LIN icon
63
Linde
LIN
$226B
$516M 0.26%
1,489,319
-4,196
-0.3% -$1.36M
BLK icon
64
Blackrock
BLK
$180B
$515M 0.26%
562,531
+4,700
+0.8% +$4.29M
AMT icon
65
American Tower
AMT
$82.1B
$513M 0.26%
1,753,629
+23,608
+1% +$6.45M
ADP icon
66
Automatic Data Processing
ADP
$114B
$499M 0.26%
2,022,900
-11,357
-0.6% -$2.57M
MS icon
67
Morgan Stanley
MS
$337B
$498M 0.25%
5,069,809
-227,491
-4% -$22.7M
ZTS icon
68
Zoetis
ZTS
$32B
$480M 0.25%
1,966,767
+82,045
+4% +$18M
WFC icon
69
Wells Fargo
WFC
$262B
$472M 0.24%
9,845,418
+780,425
+9% +$38.4M
ISRG icon
70
Intuitive Surgical
ISRG
$132B
$472M 0.24%
1,313,461
+24,538
+2% +$8.44M
PLD icon
71
Prologis
PLD
$134B
$468M 0.24%
2,779,935
+96,607
+4% +$14.4M
SCHW
72
Charles Schwab
SCHW
$191B
$452M 0.23%
5,379,991
+289,732
+6% +$23.4M
GS icon
73
Goldman Sachs
GS
$301B
$450M 0.23%
1,176,252
+43,866
+4% +$17.4M
PM icon
74
Philip Morris
PM
$299B
$449M 0.23%
4,731,328
-242,830
-5% -$22.7M
NOW icon
75
ServiceNow
NOW
$150B
$448M 0.23%
3,448,905
+160,050
+5% +$21M
1 2
3
4 5

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MCM
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PSUF
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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.