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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
D icon
176
Dominion Energy
D
$55.9B
$199M 0.1%
2,539,336
+62,326
+3% +$4.69M
2013 Q2
34 quarters
TRV icon
177
Travelers Companies
TRV
$81.2B
$198M 0.1%
1,265,828
+11,526
+0.9% +$1.8M
2013 Q2
34 quarters
MPC icon
178
Marathon Petroleum
MPC
$134B
$198M 0.1%
3,087,904
+38,503
+1% +$2.47M
2013 Q2
34 quarters
EXC icon
179
Exelon
EXC
$44.8B
$195M 0.1%
4,744,048
+53,098
+1% +$2M
2013 Q2
34 quarters
TROW icon
180
T. Rowe Price
TROW
$21.5B
$195M 0.1%
992,862
-9,947
-1% -$2.02M
2013 Q2
34 quarters
CDNS icon
181
Cadence Design Systems
CDNS
$88B
$195M 0.1%
1,045,385
+53,053
+5% +$9.25M
2013 Q2
34 quarters
VRTX icon
182
Vertex Pharmaceuticals
VRTX
$127B
$193M 0.1%
877,007
+142,022
+19% +$27.6M
2013 Q2
34 quarters
FTNT icon
183
Fortinet
FTNT
$124B
$192M 0.1%
2,671,555
+116,755
+5% +$7.68M
2013 Q2
34 quarters
FCX icon
184
Freeport-McMoran
FCX
$99.9B
$192M 0.1%
4,595,942
+83,745
+2% +$3.18M
2013 Q2
34 quarters
PAYX icon
185
Paychex
PAYX
$39.7B
$192M 0.1%
1,403,528
+89,260
+7% +$11M
2013 Q2
34 quarters
A icon
186
Agilent Technologies
A
$48.8B
$191M 0.1%
1,194,446
-1,262
-0.1% -$197K
2013 Q2
34 quarters
REGN icon
187
Regeneron Pharmaceuticals
REGN
$81.4B
$190M 0.1%
300,877
+14,185
+5% +$8.72M
2013 Q2
34 quarters
CARR icon
188
Carrier Global
CARR
$45.3B
$189M 0.1%
3,493,684
+315,815
+10% +$17M
2020 Q2
6 quarters
BNY icon
189
Bank of New York Mellon
BNY
$97.2B
$189M 0.1%
3,259,780
+206,060
+7% +$11.8M
2013 Q2
34 quarters
EMR icon
190
Emerson Electric
EMR
$90.1B
$185M 0.09%
1,989,664
-38,738
-2% -$3.65M
2013 Q2
34 quarters
MCK icon
191
McKesson
MCK
$117B
$184M 0.09%
740,473
+16,788
+2% +$3.69M
2013 Q2
34 quarters
TT icon
192
Trane Technologies
TT
$101B
$184M 0.09%
910,846
-11,148
-1% -$2.1M
2013 Q2
34 quarters
DFS icon
193
DELISTED
Discover Financial Services
DFS
$183M 0.09%
1,583,034
-64,369
-4% -$7.61M
2013 Q2
34 quarters
MRNA icon
194
Moderna
MRNA
$87B
$182M 0.09%
716,918
-93,334
-12% -$27.3M
2019 Q2
10 quarters
GD icon
195
General Dynamics
GD
$93.1B
$182M 0.09%
872,960
+33,643
+4% +$6.79M
2013 Q2
34 quarters
PH icon
196
Parker-Hannifin
PH
$121B
$182M 0.09%
571,097
+19,955
+4% +$6.17M
2013 Q2
34 quarters
PSA icon
197
Public Storage
PSA
$55.7B
$181M 0.09%
482,817
+21,641
+5% +$7.23M
2013 Q2
34 quarters
LHX icon
198
L3Harris
LHX
$46.3B
$181M 0.09%
847,190
-3,048
-0.4% -$676K
2013 Q2
34 quarters
SAP icon
199
SAP
SAP
$259B
$180M 0.09%
1,287,128
-75,161
-6% -$10.5M
2013 Q2
34 quarters
CMI icon
200
Cummins
CMI
$73.1B
$177M 0.09%
812,865
-30,040
-4% -$6.84M
2013 Q2
34 quarters
6 7
8
9 10

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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.