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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
ICE icon
101
Intercontinental Exchange
ICE
$90.7B
$315M 0.16%
2,304,428
+71,262
+3% +$9.44M
2013 Q2
34 quarters
COP icon
102
ConocoPhillips
COP
$176B
$315M 0.16%
4,364,924
+151,906
+4% +$11.1M
2013 Q2
34 quarters
EW icon
103
Edwards Lifesciences
EW
$49.9B
$314M 0.16%
2,423,762
+76,593
+3% +$8.93M
2013 Q2
34 quarters
APD icon
104
Air Products & Chemicals
APD
$66.7B
$314M 0.16%
1,031,596
+32,818
+3% +$9.63M
2013 Q2
34 quarters
PNC icon
105
PNC Financial Services
PNC
$86.7B
$312M 0.16%
1,554,570
+31,693
+2% +$6.45M
2013 Q2
34 quarters
GILD icon
106
Gilead Sciences
GILD
$194B
$312M 0.16%
4,290,166
+220,141
+5% +$15.2M
2013 Q2
34 quarters
SYK icon
107
Stryker
SYK
$113B
$303M 0.16%
1,134,615
+3,986
+0.4% +$1.05M
2013 Q2
34 quarters
KR icon
108
Kroger
KR
$37.6B
$297M 0.15%
6,564,640
+33,929
+0.5% +$1.43M
2013 Q2
34 quarters
F icon
109
Ford
F
$49.6B
$296M 0.15%
14,237,338
+938,454
+7% +$17.3M
2013 Q2
34 quarters
MO icon
110
Altria Group
MO
$125B
$294M 0.15%
6,195,591
-617,368
-9% -$28.3M
2013 Q2
34 quarters
VTI icon
111
Vanguard Morningstar Total Stock Market ETF
VTI
$689B
$291M 0.15%
1,203,611
-199,303
-14% -$47M
2017 Q1
19 quarters
USB icon
112
US Bancorp
USB
$91.5B
$290M 0.15%
5,159,921
+110,063
+2% +$6.51M
2013 Q2
34 quarters
CSX icon
113
CSX Corp
CSX
$90.2B
$290M 0.15%
7,699,638
-26,712
-0.3% -$942K
2013 Q2
34 quarters
TFC icon
114
Truist Financial
TFC
$57.5B
$288M 0.15%
4,921,430
-54,896
-1% -$3.35M
2013 Q2
34 quarters
BDX icon
115
Becton Dickinson
BDX
$52.2B
$288M 0.15%
1,173,751
+60,135
+5% +$14.4M
2013 Q2
34 quarters
CME icon
116
CME Group
CME
$106B
$288M 0.15%
1,259,842
+108,084
+9% +$23.8M
2013 Q2
34 quarters
VNQ icon
117
Vanguard Real Estate ETF
VNQ
$36.8B
$285M 0.15%
2,457,346
-138,254
-5% -$15.1M
2013 Q2
34 quarters
IBM icon
118
IBM
IBM
$219B
$280M 0.14%
2,091,253
-129,792
-6% -$16.3M
2013 Q2
34 quarters
BA icon
119
Boeing
BA
$150B
$279M 0.14%
1,387,792
-87,383
-6% -$18.5M
2013 Q2
34 quarters
IEFA icon
120
iShares Core MSCI EAFE ETF
IEFA
$190B
$278M 0.14%
3,720,725
-727,813
-16% -$54.7M
2015 Q3
25 quarters
BKNG icon
121
Booking.com
BKNG
$123B
$276M 0.14%
2,874,850
-112,225
-4% -$10.6M
2013 Q2
34 quarters
LMT icon
122
Lockheed Martin
LMT
$127B
$276M 0.14%
775,763
-14,601
-2% -$5.05M
2013 Q2
34 quarters
NSC icon
123
Norfolk Southern
NSC
$73.4B
$275M 0.14%
922,628
+26,040
+3% +$7.27M
2013 Q2
34 quarters
DVN icon
124
Devon Energy
DVN
$55.8B
$274M 0.14%
6,227,053
-291,731
-4% -$12.1M
2013 Q2
34 quarters
HUM icon
125
Humana
HUM
$49.6B
$273M 0.14%
589,397
+8,901
+2% +$3.94M
2013 Q2
34 quarters
3 4
5
6 7

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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.