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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
GIS icon
201
General Mills
GIS
$17.7B
$175M 0.09%
2,593,766
+117,338
+5% +$7.45M
2013 Q2
34 quarters
XLNX
202
DELISTED
Xilinx Inc
XLNX
$175M 0.09%
823,841
+23,911
+3% +$4.72M
2013 Q2
34 quarters
DXCM icon
203
DexCom
DXCM
$32.5B
$175M 0.09%
1,300,388
+137,744
+12% +$19.8M
2013 Q2
34 quarters
BAX icon
204
Baxter International
BAX
$13.1B
$174M 0.09%
2,024,918
+113,578
+6% +$9.14M
2013 Q2
34 quarters
ILMN icon
205
Illumina
ILMN
$39.6B
$173M 0.09%
468,428
-3,924
-0.8% -$1.49M
2013 Q2
34 quarters
SBAC icon
206
SBA Communications
SBAC
$19.8B
$173M 0.09%
444,550
+13,670
+3% +$4.8M
2013 Q2
34 quarters
DHI icon
207
D.R. Horton
DHI
$39B
$172M 0.09%
1,589,217
+23,461
+1% +$2.26M
2013 Q2
34 quarters
FRC
208
DELISTED
First Republic Bank
FRC
$171M 0.09%
830,120
-14,492
-2% -$3.06M
2013 Q2
34 quarters
SNPS icon
209
Synopsys
SNPS
$87.1B
$169M 0.09%
457,371
+19,776
+5% +$6.67M
2013 Q2
34 quarters
FAST icon
210
Fastenal
FAST
$58.5B
$168M 0.09%
5,239,284
+48,860
+0.9% +$1.44M
2013 Q2
34 quarters
ALL icon
211
Allstate
ALL
$62.7B
$167M 0.09%
1,419,702
-53,699
-4% -$6.35M
2013 Q2
34 quarters
IQV icon
212
IQVIA
IQV
$43.9B
$167M 0.09%
590,415
+35,556
+6% +$9.23M
2013 Q2
34 quarters
STT icon
213
State Street
STT
$45.5B
$166M 0.09%
1,789,010
+115,822
+7% +$10.9M
2013 Q2
34 quarters
CTSH icon
214
Cognizant
CTSH
$29.7B
$166M 0.09%
1,874,550
+118,776
+7% +$9.55M
2013 Q2
34 quarters
CFG icon
215
Citizens Financial Group
CFG
$26.7B
$166M 0.09%
3,515,776
+107,207
+3% +$5.16M
2014 Q3
29 quarters
IEMG icon
216
iShares Core MSCI Emerging Markets ETF
IEMG
$151B
$164M 0.08%
2,744,822
-184,911
-6% -$11.4M
2015 Q3
25 quarters
YUM icon
217
Yum! Brands
YUM
$41.1B
$163M 0.08%
1,175,105
+15,547
+1% +$1.99M
2013 Q2
34 quarters
BSX icon
218
Boston Scientific
BSX
$64.3B
$163M 0.08%
3,838,580
-194,403
-5% -$8.17M
2013 Q2
34 quarters
AFL icon
219
Aflac
AFL
$60.1B
$161M 0.08%
2,760,925
+43,953
+2% +$2.46M
2013 Q2
34 quarters
KEY icon
220
KeyCorp
KEY
$21.3B
$161M 0.08%
6,961,573
+92,638
+1% +$2.15M
2013 Q2
34 quarters
RF icon
221
Regions Financial
RF
$23.4B
$161M 0.08%
7,381,704
-47
-0% -$1.07K
2013 Q2
34 quarters
CNC icon
222
Centene
CNC
$34.2B
$161M 0.08%
1,948,405
+170,757
+10% +$12.5M
2013 Q2
34 quarters
WMB icon
223
Williams Companies
WMB
$87.2B
$160M 0.08%
6,137,093
+22,217
+0.4% +$614K
2013 Q2
34 quarters
MNST icon
224
Monster Beverage
MNST
$89.6B
$160M 0.08%
6,648,532
+147,220
+2% +$3.27M
2013 Q2
34 quarters
IWD icon
225
iShares Russell 1000 Value ETF
IWD
$83.6B
$160M 0.08%
949,801
+4,852
+0.5% +$795K
2014 Q4
28 quarters
7 8
9
10 11

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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.