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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
UL icon
151
Unilever
UL
$142B
$232M 0.12%
3,836,794
-226,837
-6% -$13.5M
2013 Q2
34 quarters
SPG icon
152
Simon Property Group
SPG
$66.5B
$231M 0.12%
1,444,886
+13,905
+1% +$2.12M
2013 Q2
34 quarters
COF icon
153
Capital One
COF
$124B
$226M 0.12%
1,555,201
-47,138
-3% -$7.28M
2013 Q2
34 quarters
DD icon
154
DuPont de Nemours
DD
$17.6B
$225M 0.12%
2,222,250
+62,009
+3% +$5.9M
2013 Q2
34 quarters
KMB icon
155
Kimberly-Clark
KMB
$35.1B
$224M 0.11%
1,566,372
+12,584
+0.8% +$1.69M
2013 Q2
34 quarters
MSCI icon
156
MSCI
MSCI
$41.4B
$224M 0.11%
365,062
-5,835
-2% -$3.66M
2013 Q2
34 quarters
NVS icon
157
Novartis
NVS
$286B
$221M 0.11%
2,523,333
-256,939
-9% -$21.3M
2013 Q2
34 quarters
APH icon
158
Amphenol
APH
$196B
$220M 0.11%
10,080,256
+264,584
+3% +$5.36M
2013 Q2
34 quarters
HPQ icon
159
HP
HPQ
$27.1B
$220M 0.11%
5,837,329
+283,186
+5% +$9.26M
2013 Q2
34 quarters
GE icon
160
GE Aerospace
GE
$326B
$219M 0.11%
3,723,922
-244,513
-6% -$15.4M
2021 Q3
1 quarter
PRU icon
161
Prudential Financial
PRU
$40B
$217M 0.11%
2,008,571
+69,338
+4% +$7.53M
2013 Q2
34 quarters
DEO icon
162
Diageo
DEO
$52.9B
$217M 0.11%
985,333
+33,765
+4% +$6.92M
2013 Q2
34 quarters
ORLY icon
163
O'Reilly Automotive
ORLY
$72.2B
$213M 0.11%
4,522,245
-95,985
-2% -$4.15M
2013 Q2
34 quarters
FDX icon
164
FedEx
FDX
$69.5B
$212M 0.11%
818,276
+32,912
+4% +$7.9M
2013 Q2
34 quarters
SONY icon
165
Sony
SONY
$145B
$211M 0.11%
8,335,045
+415,505
+5% +$9.89M
2013 Q2
34 quarters
EBAY icon
166
eBay
EBAY
$53.5B
$211M 0.11%
3,168,429
-92,317
-3% -$6.59M
2013 Q2
34 quarters
TM icon
167
Toyota
TM
$229B
$209M 0.11%
1,130,273
+49,045
+5% +$8.82M
2013 Q2
34 quarters
MSI icon
168
Motorola Solutions
MSI
$76.6B
$209M 0.11%
769,321
+2,447
+0.3% +$616K
2013 Q2
34 quarters
FITB icon
169
Fifth Third Bancorp
FITB
$45.7B
$209M 0.11%
4,792,128
+59,098
+1% +$2.59M
2013 Q2
34 quarters
NEM icon
170
Newmont
NEM
$125B
$207M 0.11%
3,336,417
+32,361
+1% +$1.83M
2013 Q2
34 quarters
TMUS icon
171
T-Mobile US
TMUS
$171B
$207M 0.11%
1,780,513
+85,498
+5% +$10.1M
2013 Q2
34 quarters
ALGN icon
172
Align Technology
ALGN
$10.5B
$205M 0.1%
311,706
-8,390
-3% -$5.39M
2013 Q2
34 quarters
FIS icon
173
Fidelity National Information Services
FIS
$18.6B
$203M 0.1%
1,860,837
+37,380
+2% +$4.22M
2013 Q2
34 quarters
TDG icon
174
TransDigm Group
TDG
$63B
$201M 0.1%
316,570
+22,954
+8% +$14.4M
2013 Q2
34 quarters
FISV icon
175
Fiserv Inc
FISV
$25.3B
$200M 0.1%
1,928,179
+34,618
+2% +$3.58M
2013 Q2
34 quarters
5 6
7
8 9

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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.