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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
UNP icon
51
Union Pacific
UNP
$171B
$695M 0.36%
2,759,246
+75,541
+3% +$17.9M
2013 Q2
34 quarters
AMAT icon
52
Applied Materials
AMAT
$330B
$646M 0.33%
4,103,293
+16,057
+0.4% +$2.33M
2013 Q2
34 quarters
AMD icon
53
Advanced Micro Devices
AMD
$874B
$633M 0.32%
4,397,995
+245,167
+6% +$33M
2013 Q2
34 quarters
XOM icon
54
ExxonMobil
XOM
$733B
$619M 0.32%
10,113,388
+937,671
+10% +$58.6M
2013 Q2
34 quarters
BMY icon
55
Bristol-Myers Squibb
BMY
$124B
$606M 0.31%
9,724,141
-147,259
-1% -$8.64M
2013 Q2
34 quarters
TGT icon
56
Target
TGT
$70B
$602M 0.31%
2,601,627
-72,698
-3% -$17.7M
2013 Q2
34 quarters
CVS icon
57
CVS Health
CVS
$118B
$597M 0.31%
5,784,739
+136,999
+2% +$12.7M
2013 Q2
34 quarters
SBUX icon
58
Starbucks
SBUX
$111B
$561M 0.29%
4,794,560
+30,492
+0.6% +$3.44M
2013 Q2
34 quarters
UPS icon
59
United Parcel Service
UPS
$82.4B
$560M 0.29%
2,613,397
+161,098
+7% +$32.8M
2013 Q2
34 quarters
AMGN icon
60
Amgen
AMGN
$234B
$545M 0.28%
2,423,774
+28,537
+1% +$6.02M
2013 Q2
34 quarters
SPGI icon
61
S&P Global
SPGI
$126B
$535M 0.27%
1,132,885
+21,810
+2% +$9.98M
2016 Q2
22 quarters
HON icon
62
Honeywell
HON
$67B
$532M 0.27%
2,706,558
-61,758
-2% -$12.5M
2013 Q2
34 quarters
LIN icon
63
Linde
LIN
$229B
$516M 0.26%
1,489,319
-4,196
-0.3% -$1.36M
2018 Q4
12 quarters
BLK icon
64
Blackrock
BLK
$175B
$515M 0.26%
562,531
+4,700
+0.8% +$4.29M
2013 Q2
34 quarters
AMT icon
65
American Tower
AMT
$86.2B
$513M 0.26%
1,753,629
+23,608
+1% +$6.45M
2013 Q2
34 quarters
ADP icon
66
Automatic Data Processing
ADP
$113B
$499M 0.26%
2,022,900
-11,357
-0.6% -$2.57M
2013 Q2
34 quarters
MS icon
67
Morgan Stanley
MS
$284B
$498M 0.25%
5,069,809
-227,491
-4% -$22.7M
2013 Q2
34 quarters
ZTS icon
68
Zoetis
ZTS
$32.6B
$480M 0.25%
1,966,767
+82,045
+4% +$18M
2013 Q2
34 quarters
WFC icon
69
Wells Fargo
WFC
$251B
$472M 0.24%
9,845,418
+780,425
+9% +$38.4M
2013 Q2
34 quarters
ISRG icon
70
Intuitive Surgical
ISRG
$151B
$472M 0.24%
1,313,461
+24,538
+2% +$8.44M
2013 Q2
34 quarters
PLD icon
71
Prologis
PLD
$119B
$468M 0.24%
2,779,935
+96,607
+4% +$14.4M
2013 Q2
34 quarters
SCHW icon
72
Charles Schwab
SCHW
$159B
$452M 0.23%
5,379,991
+289,732
+6% +$23.4M
2013 Q2
34 quarters
GS icon
73
Goldman Sachs
GS
$256B
$450M 0.23%
1,176,252
+43,866
+4% +$17.4M
2013 Q2
34 quarters
PM icon
74
Philip Morris
PM
$318B
$449M 0.23%
4,731,328
-242,830
-5% -$22.7M
2013 Q2
34 quarters
NOW icon
75
ServiceNow
NOW
$146B
$448M 0.23%
3,448,905
+160,050
+5% +$21M
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.