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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
MSFT icon
1
Microsoft
MSFT
$3.81T
$11.4B 5.84%
33,947,124
+498,556
+1% +$162M
AAPL icon
2
Apple
AAPL
$4.66T
$9.87B 5.05%
55,610,954
+871,249
+2% +$138M
AMZN icon
3
Amazon
AMZN
$2.87T
$5.02B 2.57%
30,097,640
+915,780
+3% +$157M
VOO icon
4
Vanguard S&P 500 ETF
VOO
$1.03T
$3.97B 2.03%
9,101,173
-43,047
-0.5% -$18.2M
GOOGL icon
5
Alphabet (Google) Class A
GOOGL
$4.25T
$3.41B 1.74%
23,536,300
+498,820
+2% +$71.8M
META icon
6
Meta Platforms (Facebook)
META
$1.47T
$3.19B 1.63%
9,487,264
+24,973
+0.3% +$8.29M
GOOG icon
7
Alphabet (Google) Class C
GOOG
$4.21T
$2.77B 1.42%
19,153,600
+409,300
+2% +$59.2M
TSLA icon
8
Tesla
TSLA
$1.37T
$2.65B 1.36%
7,534,599
+649,986
+9% +$218M
NVDA icon
9
NVIDIA
NVDA
$5.25T
$2.59B 1.33%
88,128,170
+2,120,510
+2% +$58.3M
UNH icon
10
UnitedHealth
UNH
$354B
$2.06B 1.05%
4,101,481
+81,653
+2% +$37M
JNJ icon
11
Johnson & Johnson
JNJ
$644B
$1.87B 0.96%
10,937,532
+127,325
+1% +$20.8M
JPM icon
12
JPMorgan Chase
JPM
$950B
$1.79B 0.91%
11,276,722
+160,698
+1% +$26.4M
HD icon
13
Home Depot
HD
$330B
$1.76B 0.9%
4,238,358
+123,030
+3% +$46.8M
BRK.B icon
14
Berkshire Hathaway Class B
BRK.B
$1.08T
$1.7B 0.87%
5,694,417
+275,181
+5% +$78.8M
IVV icon
15
iShares Core S&P 500 ETF
IVV
$898B
$1.53B 0.78%
3,215,483
+1,793,791
+126% +$827M
PG icon
16
Procter & Gamble
PG
$334B
$1.5B 0.77%
9,169,034
+396,216
+5% +$58.8M
V icon
17
Visa
V
$713B
$1.5B 0.77%
6,914,145
-308,706
-4% -$66.3M
PFE icon
18
Pfizer
PFE
$159B
$1.28B 0.66%
21,690,848
+985,096
+5% +$48.8M
MA icon
19
Mastercard
MA
$522B
$1.25B 0.64%
3,478,819
+37,993
+1% +$13.1M
ADBE icon
20
Adobe
ADBE
$116B
$1.23B 0.63%
2,169,726
-32,445
-1% -$20.3M
BAC icon
21
Bank of America
BAC
$436B
$1.15B 0.59%
25,928,434
+19,373
+0.1% +$883K
CSCO icon
22
Cisco
CSCO
$433B
$1.11B 0.57%
17,586,478
+552,526
+3% +$31.6M
ACN icon
23
Accenture
ACN
$116B
$1.04B 0.53%
2,506,882
+84,153
+3% +$30.7M
TMO icon
24
Thermo Fisher Scientific
TMO
$230B
$1.04B 0.53%
1,553,160
+63,985
+4% +$39.9M
PEP icon
25
PepsiCo
PEP
$192B
$1.01B 0.52%
5,838,796
+150,297
+3% +$24.5M
1
2 3 4 5

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AF
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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.