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Parametric Portfolio Associates

Parametric Portfolio Associates Portfolio holdings

AUM $190B Turnover 10.22%
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
5.4 years
Top 10 Avg Time Held
4.3 years
Top 20 Avg Time Held
4.2 years

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
COST icon
26
Costco
COST
$433B
$1B 0.51%
1,766,366
+36,375
+2% +$18.6M
2013 Q2
34 quarters
AVGO icon
27
Broadcom
AVGO
$1.64T
$977M 0.5%
14,683,240
+740,920
+5% +$41.6M
2013 Q2
34 quarters
ABT icon
28
Abbott
ABT
$181B
$967M 0.49%
6,868,388
+119,593
+2% +$15.3M
2013 Q2
34 quarters
NFLX icon
29
Netflix
NFLX
$302B
$925M 0.47%
15,355,430
+512,130
+3% +$32.7M
2013 Q2
34 quarters
NKE icon
30
Nike
NKE
$55.2B
$920M 0.47%
5,522,017
+59,302
+1% +$9.78M
2013 Q2
34 quarters
ABBV icon
31
AbbVie
ABBV
$501B
$911M 0.47%
6,726,170
+348,285
+5% +$41.1M
2013 Q2
34 quarters
INTU icon
32
Intuit
INTU
$88.2B
$905M 0.46%
1,406,959
+7,314
+0.5% +$4.51M
2013 Q2
34 quarters
LLY icon
33
Eli Lilly
LLY
$1.12T
$881M 0.45%
3,188,559
+61,425
+2% +$15.6M
2013 Q2
34 quarters
ORCL icon
34
Oracle
ORCL
$408B
$877M 0.45%
10,061,761
-38,469
-0.4% -$3.61M
2013 Q2
34 quarters
DIS icon
35
Walt Disney
DIS
$191B
$874M 0.45%
5,645,860
-496,407
-8% -$80.2M
2013 Q2
34 quarters
CRM icon
36
Salesforce
CRM
$203B
$862M 0.44%
3,393,436
+41,105
+1% +$11.5M
2013 Q2
34 quarters
DHR icon
37
Danaher
DHR
$163B
$852M 0.44%
2,920,995
+54,301
+2% +$15M
2013 Q2
34 quarters
LOW icon
38
Lowe's Companies
LOW
$110B
$843M 0.43%
3,262,405
-37,751
-1% -$8.97M
2013 Q2
34 quarters
CMCSA icon
39
Comcast
CMCSA
$77.3B
$819M 0.42%
16,279,651
-949,219
-6% -$49.5M
2013 Q2
34 quarters
NEE icon
40
NextEra Energy
NEE
$165B
$818M 0.42%
8,763,270
+356,204
+4% +$30.8M
2013 Q2
34 quarters
KO icon
41
Coca-Cola
KO
$396B
$811M 0.42%
13,704,564
+796,149
+6% +$44.3M
2013 Q2
34 quarters
MRK icon
42
Merck
MRK
$358B
$796M 0.41%
10,385,102
+166,894
+2% +$13.3M
2013 Q2
34 quarters
TXN icon
43
Texas Instruments
TXN
$255B
$794M 0.41%
4,211,473
+70,588
+2% +$13.6M
2013 Q2
34 quarters
QCOM icon
44
Qualcomm
QCOM
$191B
$788M 0.4%
4,307,945
+159,190
+4% +$25.5M
2013 Q2
34 quarters
MCD icon
45
McDonald's
MCD
$172B
$782M 0.4%
2,917,990
+114,195
+4% +$28.8M
2013 Q2
34 quarters
INTC icon
46
Intel
INTC
$504B
$773M 0.4%
15,004,905
-234,027
-2% -$12M
2013 Q2
34 quarters
WMT icon
47
Walmart Inc
WMT
$935B
$766M 0.39%
15,890,859
+236,880
+2% +$11.3M
2013 Q2
34 quarters
PYPL icon
48
PayPal
PYPL
$48.9B
$764M 0.39%
4,053,842
-406,544
-9% -$88M
2015 Q3
25 quarters
VZ icon
49
Verizon
VZ
$184B
$727M 0.37%
13,990,661
-1,073,620
-7% -$56M
2013 Q2
34 quarters
CVX icon
50
Chevron
CVX
$430B
$709M 0.36%
6,043,563
+363,661
+6% +$41.3M
2013 Q2
34 quarters
1
2
3 4 5

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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.