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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
ASML icon
76
ASML
ASML
$651B
$444M 0.23%
557,419
+15,414
+3% +$12.2M
MDT icon
77
Medtronic
MDT
$117B
$434M 0.22%
4,194,025
-857,779
-17% -$99.3M
RTX icon
78
RTX Corp
RTX
$285B
$433M 0.22%
5,034,538
+91,395
+2% +$7.96M
MCO icon
79
Moody's
MCO
$89.2B
$428M 0.22%
1,094,758
+20,281
+2% +$7.82M
SHW icon
80
Sherwin-Williams
SHW
$83.7B
$420M 0.22%
1,193,302
+1,371
+0.1% +$443K
ELV icon
81
Elevance Health
ELV
$85.5B
$419M 0.21%
902,924
+18,418
+2% +$7.75M
MMM icon
82
3M
MMM
$89.9B
$403M 0.21%
2,716,063
+17,972
+0.7% +$2.68M
LRCX icon
83
Lam Research
LRCX
$378B
$403M 0.21%
5,603,020
+52,810
+1% +$3.31M
MU icon
84
Micron Technology
MU
$1.05T
$396M 0.2%
4,248,145
+478,333
+13% +$37.3M
AXP icon
85
American Express
AXP
$225B
$390M 0.2%
2,385,149
-79,089
-3% -$13.5M
TJX icon
86
TJX Companies
TJX
$149B
$383M 0.2%
5,045,312
+31,902
+0.6% +$2.21M
MRSH
87
Marsh
MRSH
$91.9B
$379M 0.19%
2,179,486
+72,102
+3% +$12M
ADI icon
88
Analog Devices
ADI
$175B
$377M 0.19%
2,142,367
+103,120
+5% +$18.3M
ETN icon
89
Eaton
ETN
$156B
$370M 0.19%
2,143,475
+120,252
+6% +$19.9M
MDLZ icon
90
Mondelez International
MDLZ
$79.6B
$369M 0.19%
5,571,757
+188,701
+4% +$11.6M
CAT icon
91
Caterpillar
CAT
$368B
$365M 0.19%
1,766,887
+41,516
+2% +$8.36M
DE icon
92
Deere & Co
DE
$170B
$360M 0.18%
1,050,623
+17,069
+2% +$5.94M
ITW icon
93
Illinois Tool Works
ITW
$79.8B
$354M 0.18%
1,434,507
+26,078
+2% +$6.06M
CHTR icon
94
Charter Communications
CHTR
$18.3B
$354M 0.18%
542,440
-14,402
-3% -$9.81M
C icon
95
Citigroup
C
$223B
$354M 0.18%
5,855,471
-621,718
-10% -$41.3M
T icon
96
AT&T
T
$178B
$351M 0.18%
18,909,573
-4,355,652
-19% -$81.4M
CCI icon
97
Crown Castle
CCI
$32.4B
$347M 0.18%
1,663,154
+46,982
+3% +$8.68M
EL icon
98
Estee Lauder
EL
$37.4B
$342M 0.17%
922,916
+21,149
+2% +$7.18M
DG icon
99
Dollar General
DG
$27.1B
$320M 0.16%
1,357,940
+19,728
+1% +$4.36M
DUK icon
100
Duke Energy
DUK
$93.8B
$316M 0.16%
3,012,982
+128,772
+4% +$13.1M
2 3
4
5 6

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MCM
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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.