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
Avg Time Held
21.4 quarters
Top 10 Avg Time Held
17.1 quarters
Top 20 Avg Time Held
16.7 quarters

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 8.29%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow Held Since
MSFT icon
1
Microsoft
MSFT
$4.07T
$11.4B 5.84%
33,947,124
+498,556
+1% +$162M
2013 Q2
34 quarters
AAPL icon
2
Apple
AAPL
$5.05T
$9.87B 5.05%
55,610,954
+871,249
+2% +$138M
2013 Q2
34 quarters
AMZN icon
3
Amazon
AMZN
$2.81T
$5.02B 2.57%
30,097,640
+915,780
+3% +$157M
2013 Q2
34 quarters
VOO icon
4
Vanguard S&P 500 ETF
VOO
$1.05T
$3.97B 2.03%
9,101,173
-43,047
-0.5% -$18.2M
2013 Q2
34 quarters
GOOGL icon
5
Alphabet (Google) Class A
GOOGL
$4.35T
$3.41B 1.74%
23,536,300
+498,820
+2% +$71.8M
2015 Q4
24 quarters
META icon
6
Meta Platforms (Facebook)
META
$1.96T
$3.19B 1.63%
9,487,264
+24,973
+0.3% +$8.29M
2013 Q2
34 quarters
GOOG icon
7
Alphabet (Google) Class C
GOOG
$4.3T
$2.77B 1.42%
19,153,600
+409,300
+2% +$59.2M
2013 Q2
34 quarters
TSLA icon
8
Tesla
TSLA
$1.48T
$2.65B 1.36%
7,534,599
+649,986
+9% +$218M
2013 Q2
34 quarters
NVDA icon
9
NVIDIA
NVDA
$5.43T
$2.59B 1.33%
88,128,170
+2,120,510
+2% +$58.3M
2013 Q2
34 quarters
UNH icon
10
UnitedHealth
UNH
$339B
$2.06B 1.05%
4,101,481
+81,653
+2% +$37M
2013 Q2
34 quarters
JNJ icon
11
Johnson & Johnson
JNJ
$601B
$1.87B 0.96%
10,937,532
+127,325
+1% +$20.8M
2013 Q2
34 quarters
JPM icon
12
JPMorgan Chase
JPM
$893B
$1.79B 0.91%
11,276,722
+160,698
+1% +$26.4M
2013 Q2
34 quarters
HD icon
13
Home Depot
HD
$292B
$1.76B 0.9%
4,238,358
+123,030
+3% +$46.8M
2013 Q2
34 quarters
BRK.B icon
14
Berkshire Hathaway Class B
BRK.B
$1.12T
$1.7B 0.87%
5,694,417
+275,181
+5% +$78.8M
2013 Q2
34 quarters
IVV icon
15
iShares Core S&P 500 ETF
IVV
$896B
$1.53B 0.78%
3,215,483
+1,793,791
+126% +$827M
2013 Q2
34 quarters
PG icon
16
Procter & Gamble
PG
$355B
$1.5B 0.77%
9,169,034
+396,216
+5% +$58.8M
2013 Q2
34 quarters
V icon
17
Visa
V
$739B
$1.5B 0.77%
6,914,145
-308,706
-4% -$66.3M
2013 Q2
34 quarters
PFE icon
18
Pfizer
PFE
$162B
$1.28B 0.66%
21,690,848
+985,096
+5% +$48.8M
2013 Q2
34 quarters
MA icon
19
Mastercard
MA
$527B
$1.25B 0.64%
3,478,819
+37,993
+1% +$13.1M
2013 Q2
34 quarters
ADBE icon
20
Adobe
ADBE
$92.3B
$1.23B 0.63%
2,169,726
-32,445
-1% -$20.3M
2013 Q2
34 quarters
BAC icon
21
Bank of America
BAC
$380B
$1.15B 0.59%
25,928,434
+19,373
+0.1% +$883K
2013 Q2
34 quarters
CSCO icon
22
Cisco
CSCO
$451B
$1.11B 0.57%
17,586,478
+552,526
+3% +$31.6M
2013 Q2
34 quarters
ACN icon
23
Accenture
ACN
$132B
$1.04B 0.53%
2,506,882
+84,153
+3% +$30.7M
2013 Q2
34 quarters
TMO icon
24
Thermo Fisher Scientific
TMO
$245B
$1.04B 0.53%
1,553,160
+63,985
+4% +$39.9M
2013 Q2
34 quarters
PEP icon
25
PepsiCo
PEP
$172B
$1.01B 0.52%
5,838,796
+150,297
+3% +$24.5M
2013 Q2
34 quarters
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.