PARAMETRIC PORTFOLIO ASSOCIATES LLC logo

PARAMETRIC PORTFOLIO ASSOCIATES LLC Portfolio Analytics

Investment Analysis & Holdings Breakdown

Comprehensive portfolio analytics for PARAMETRIC PORTFOLIO ASSOCIATES LLC with $172.33B in long positions as of Q1 2022, 25% allocated to Technology, and 25% concentrated in top 10 positions.

Portfolio Value
$172.33B
Top 10 Concentration
25%
Top Sector
Technology (25%)
US Exposure
96%
Market Cap Focus
Large Cap
Countries
30

Composition Analysis

Portfolio breakdown by sector, industry, and market capitalization

Sector Allocation

Technology: 24.90%TechnologyFinancial Services: 13.60%Financial ServicesHealthcare: 13.20%HealthcareConsumer Cyclical: 11.30%Consumer CyclicalIndustrials: 9.00%IndustrialsConsumer Defensive: 6.50%Communication Services: 4.50%ETF: 4.40%Energy: 4.00%Real Estate: 3.10%Basic Materials: 2.80%Utilities: 2.60%
Technology
24.90%
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

140 industries across all sectors

Software - Infrastructure: 8.18%Software - InfrastructureConsumer Electronics: 5.77%Semiconductors: 5.43%Drug Manufacturers - General: 4.56%ETF: 4.39%Specialty Retail: 3.78%Financial - Credit Services: 2.56%Medical - Healthcare Plans: 2.32%Banks - Diversified: 2.20%Auto - Manufacturers: 2.11%Regulated Electric: 2.05%Software - Application: 2.02%Banks - Regional: 1.90%Medical - Diagnostics & Research: 1.82%Medical - Devices: 1.70%Discount Stores: 1.69%Telecommunications Services: 1.65%Insurance - Diversified: 1.64%Aerospace & Defense: 1.58%Industrial - Machinery: 1.54%Internet Content & Information: 1.50%Household & Personal Products: 1.40%Oil & Gas Exploration & Production: 1.34%Chemicals - Specialty: 1.31%Information Technology Services: 1.30%Beverages - Non-Alcoholic: 1.25%Oil & Gas Integrated: 1.21%Financial - Data & Stock Exchanges: 1.18%Entertainment: 1.14%Home Improvement: 1.14%Restaurants: 1.01%Asset Management: 0.99%Railroads: 0.97%Medical - Instruments & Supplies: 0.95%Communication Equipment: 0.94%Financial - Capital Markets: 0.91%Insurance - Property & Casualty: 0.89%REIT - Specialty: 0.83%102 more: 20.81%102 more
Software - Infrastructure
Technology
8.18%
Consumer Electronics
Technology
5.77%
Semiconductors
Technology
5.43%
Drug Manufacturers - General
Healthcare
4.56%
ETF
ETF
4.39%
Specialty Retail
Consumer Cyclical
3.78%
Financial - Credit Services
Financial Services
2.56%
Medical - Healthcare Plans
Healthcare
2.32%
Banks - Diversified
Financial Services
2.20%
Auto - Manufacturers
Consumer Cyclical
2.11%
Regulated Electric
Utilities
2.05%
Software - Application
Technology
2.02%

Filter by Sector

Select a sector to filter industries

Market Cap Distribution

Mega Cap (> $200B): 35.33%Mega Cap (> $200B)Large Cap ($10B - $200B): 51.07%Large Cap ($10B - $200B)Mid Cap ($2B - $10B): 7.15%Small Cap ($300M - $2B): 1.88%Micro Cap ($50M - $300M): 0.08%Nano Cap (< $50M): 0.10%N/A (ETF or Unknown): 4.39%
Mega Cap (> $200B)
35.33%
Large Cap ($10B - $200B)
51.07%
Mid Cap ($2B - $10B)
7.15%
Small Cap ($300M - $2B)
1.88%
Micro Cap ($50M - $300M)
0.08%
Nano Cap (< $50M)
0.10%
N/A (ETF or Unknown)
4.39%

Portfolio Concentration

Top 10 Holdings %
24.85%
Top 20 Holdings %
32.18%
Top 50 Holdings %
46.32%
Top 100 Holdings %
58.79%

Geographic Exposure

Portfolio breakdown by country of incorporation

Domestic (US)
95.89%
International
4.11%
Countries
30
Largest Int'l Market
Ireland - 1.61%
United States of America
95.89% ($165.24B)
2,669 holdings
Ireland
1.61% ($2.8B)
21 holdings
Canada
0.85% ($1.5B)
73 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 Ltd logo
Arch Capital Group LtdACGL - 35 quarters

Position Sizing & Influence

Current Quarter

Avg. New Position
0.001%
Avg. Position Weight
0.03%
Largest Position
Microsoft Corp logo
Microsoft CorpMSFT - 6.27%
Largest Ownership Stake
TEMPLETON GLOBAL INCOME FD logo
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 Corp logo
Microsoft CorpMSFT - 6.43% (Q4 2021)
Largest Ownership Stake
Nabors Industries Ltd. logo
Nabors Industries Ltd.NBR - 62.17% (Q1 2019)

Portfolio Turnover

Current Quarter

Turnover Ratio
3.2%
Value Traded
$5.54B
Positions Added
168
Positions Exited
163

Historical (Since Q2 2013)

Avg. Turnover Ratio
5.7%
Avg. Positions Added
170
Avg. Positions Exited
121
Highest Turnover
14.1%
Q1 2017
Lowest Turnover
2.4%
Q3 2020

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