PARAMETRIC PORTFOLIO ASSOCIATES LLC Portfolio Analytics

Investment Analysis & Holdings Breakdown

Comprehensive portfolio analytics for PARAMETRIC PORTFOLIO ASSOCIATES LLC with $172.51B in long positions as of Q1 2022, 25% allocated to Technology, and 25% concentrated in top 10 positions.

Portfolio Value: $172.51B
Top 10 Concentration: 25%
Top Sector: Technology (25%)
US Exposure: 96%
Countries: 30

Composition Analysis

Portfolio breakdown by sector, industry, and market capitalization

Sector Allocation

Technology

25.00%

Financial Services

13.60%

Healthcare

13.20%

Consumer Cyclical

11.30%

Industrials

9.00%

Consumer Defensive

6.50%

Communication Services

4.50%

ETF

4.40%

Energy

4.00%

Real Estate

3.10%

Basic Materials

2.80%

Utilities

2.60%

Industry Breakdown

No industry data available

Market Cap Distribution

No market cap data available

Portfolio Concentration

Top 10 Holdings %

24.83%

Top 20 Holdings %

32.15%

Top 50 Holdings %

46.27%

Top 100 Holdings %

58.73%

Geographic Exposure

Portfolio breakdown by country of incorporation

Domestic (US)

95.91%

International

4.09%

Countries

Largest Int'l Market

Ireland - 1.60%

United States of America

95.91% ($165.45B)

2,670 holdings

Ireland

1.60% ($2.8B)

21 holdings

Canada

0.83% ($1.4B)

72 holdings

United Kingdom

0.51% ($872.7M)

21 holdings

Switzerland

0.47% ($815.4M)

11 holdings

Netherlands

0.14% ($249.4M)

8 holdings

Israel

0.13% ($231.6M)

26 holdings

Bermuda

0.11% ($195.9M)

26 holdings

Luxembourg

0.05% ($83.8M)

8 holdings

Italy

0.04% ($69.4M)

2 holdings

Australia

0.04% ($66.4M)

1 holdings

Uruguay

0.03% ($45.7M)

3 holdings

Holding Behavior

Investment patterns and position management analysis

Portfolio Stability & Commitment

Avg. Top 10: 32.4 quarters
Avg. Top 20: 33.7 quarters
Avg. All Positions: 23.3 quarters
Median Holding Period: 33 quarters
Persistence Rate: 85.41%
Persistent Holdings Weight: 99.17%
Persistent Positions: 2,482
Longest Held: Arch Capital Group LtdACGL - 35 quarters

Position Sizing & Influence

Current Quarter

Avg. New Position: 0.001%
Avg. Position Weight: 0.03%
Largest Position: Microsoft CorpMSFT - 6.26%
Largest Ownership Stake: TEMPLETON GLOBAL INCOME FDGIM - 4.67%
Avg. Ownership Stake: 0.38%
Ownership Stake >5%: 0
Ownership Stake >1%: 29

Historical (Since Q2 2013)

Avg. New Position: 0.03%
Avg. Ownership Stake: 0.32%
Largest Position: Microsoft CorpMSFT - 6.43% (Q4 2021)
Largest Ownership Stake: Nabors Industries Ltd.NBR - 62.17% (Q1 2019)

Portfolio Turnover

No data available