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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
ASML icon
76
ASML
ASML
$631B
$444M 0.23%
557,419
+15,414
+3% +$12.2M
2013 Q2
34 quarters
MDT icon
77
Medtronic
MDT
$121B
$434M 0.22%
4,194,025
-857,779
-17% -$99.3M
2013 Q2
34 quarters
RTX icon
78
RTX Corp
RTX
$261B
$433M 0.22%
5,034,538
+91,395
+2% +$7.96M
2013 Q2
34 quarters
MCO icon
79
Moody's
MCO
$84B
$428M 0.22%
1,094,758
+20,281
+2% +$7.82M
2013 Q2
34 quarters
SHW icon
80
Sherwin-Williams
SHW
$81.4B
$420M 0.22%
1,193,302
+1,371
+0.1% +$443K
2013 Q2
34 quarters
ELV icon
81
Elevance Health
ELV
$92.9B
$419M 0.21%
902,924
+18,418
+2% +$7.75M
2013 Q2
34 quarters
MMM icon
82
3M
MMM
$85B
$403M 0.21%
2,716,063
+17,972
+0.7% +$2.68M
2013 Q2
34 quarters
LRCX icon
83
Lam Research
LRCX
$330B
$403M 0.21%
5,603,020
+52,810
+1% +$3.31M
2013 Q2
34 quarters
MU icon
84
Micron Technology
MU
$994B
$396M 0.2%
4,248,145
+478,333
+13% +$37.3M
2013 Q2
34 quarters
AXP icon
85
American Express
AXP
$212B
$390M 0.2%
2,385,149
-79,089
-3% -$13.5M
2013 Q2
34 quarters
TJX icon
86
TJX Companies
TJX
$162B
$383M 0.2%
5,045,312
+31,902
+0.6% +$2.21M
2013 Q2
34 quarters
MRSH icon
87
Marsh
MRSH
$89.9B
$379M 0.19%
2,179,486
+72,102
+3% +$12M
2013 Q2
34 quarters
ADI icon
88
Analog Devices
ADI
$192B
$377M 0.19%
2,142,367
+103,120
+5% +$18.3M
2013 Q2
34 quarters
ETN icon
89
Eaton
ETN
$152B
$370M 0.19%
2,143,475
+120,252
+6% +$19.9M
2013 Q2
34 quarters
MDLZ icon
90
Mondelez International
MDLZ
$81.6B
$369M 0.19%
5,571,757
+188,701
+4% +$11.6M
2013 Q2
34 quarters
CAT icon
91
Caterpillar
CAT
$336B
$365M 0.19%
1,766,887
+41,516
+2% +$8.36M
2013 Q2
34 quarters
DE icon
92
Deere & Co
DE
$173B
$360M 0.18%
1,050,623
+17,069
+2% +$5.94M
2013 Q2
34 quarters
ITW icon
93
Illinois Tool Works
ITW
$77.5B
$354M 0.18%
1,434,507
+26,078
+2% +$6.06M
2013 Q2
34 quarters
CHTR icon
94
Charter Communications
CHTR
$12.6B
$354M 0.18%
542,440
-14,402
-3% -$9.81M
2013 Q2
34 quarters
C icon
95
Citigroup
C
$208B
$354M 0.18%
5,855,471
-621,718
-10% -$41.3M
2013 Q2
34 quarters
T icon
96
AT&T
T
$161B
$351M 0.18%
18,909,573
-4,355,652
-19% -$81.4M
2013 Q2
34 quarters
CCI icon
97
Crown Castle
CCI
$35B
$347M 0.18%
1,663,154
+46,982
+3% +$8.68M
2013 Q2
34 quarters
EL icon
98
Estee Lauder
EL
$37.9B
$342M 0.17%
922,916
+21,149
+2% +$7.18M
2013 Q2
34 quarters
DG icon
99
Dollar General
DG
$29.6B
$320M 0.16%
1,357,940
+19,728
+1% +$4.36M
2013 Q2
34 quarters
DUK icon
100
Duke Energy
DUK
$94.7B
$316M 0.16%
3,012,982
+128,772
+4% +$13.1M
2013 Q2
34 quarters
2 3
4
5 6

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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.