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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
-2.76%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$190B
AUM Growth
-$5.29B
Cap. Flow
+$4.62B
Cap. Flow %
2.43%
Top 10 Hldgs %
23.65%
Holding
3,846
New
220
Increased
2,219
Reduced
1,217
Closed
173
Avg Time Held
5.4 years
Top 10 Avg Time Held
3.9 years
Top 20 Avg Time Held
4.4 years

Top Buys

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$329M
2
SHEL icon
Shell
SHEL
+$218M
3
AAPL icon
Apple
AAPL
+$215M
4
AMD icon
Advanced Micro Devices
AMD
+$206M
5
BRK.B icon
Berkshire Hathaway Class B
BRK.B
+$153M

Top Sells

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$679M
2
VOO icon
Vanguard S&P 500 ETF
VOO
+$210M
3
META icon
Meta Platforms (Facebook)
META
+$178M
4
XLNX
Xilinx Inc
XLNX
+$175M
5
INFO icon
IHS Markit Ltd. Common Shares
INFO
+$159M

Sector Composition

Rank Sector Weight
1 Technology 24.29%
2 Financials 13.33%
3 Healthcare 12.88%
4 Consumer Discretionary 10.38%
5 Industrials 7.99%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow Held Since
MAA icon
326
Mid-America Apartment Communities
MAA
$13.4B
$109M 0.06%
520,158
+5,383
+1% +$1.13M
2013 Q2
35 quarters
SWK icon
327
Stanley Black & Decker
SWK
$13.9B
$109M 0.06%
779,179
+5,512
+0.7% +$910K
2013 Q2
35 quarters
PFG icon
328
Principal Financial Group
PFG
$23.3B
$108M 0.06%
1,474,968
+19,727
+1% +$1.43M
2013 Q2
35 quarters
AOD icon
329
abrdn Total Dynamic Dividend Fund
AOD
$1.07B
$108M 0.06%
11,256,601
-492,507
-4% -$4.78M
2017 Q2
19 quarters
AVB icon
330
DELISTED
AvalonBay Communities
AVB
$108M 0.06%
435,249
+20,275
+5% +$4.95M
2013 Q2
35 quarters
HPE icon
331
Hewlett Packard
HPE
$72.9B
$107M 0.06%
6,417,446
+113,285
+2% +$1.9M
2015 Q4
25 quarters
EXPD icon
332
Expeditors International
EXPD
$25.4B
$107M 0.06%
1,039,422
+78,488
+8% +$8.65M
2013 Q2
35 quarters
HBAN icon
333
Huntington Bancshares
HBAN
$30.9B
$107M 0.06%
7,323,737
-22,278
-0.3% -$349K
2013 Q2
35 quarters
VMC icon
334
Vulcan Materials
VMC
$33.1B
$106M 0.06%
575,201
+21,336
+4% +$3.98M
2013 Q2
35 quarters
AJG icon
335
Arthur J. Gallagher & Co
AJG
$64.5B
$105M 0.06%
600,469
+38,496
+7% +$6.14M
2013 Q2
35 quarters
RSG icon
336
Republic Services
RSG
$70.2B
$105M 0.06%
789,430
+17,729
+2% +$2.25M
2013 Q2
35 quarters
BIIB icon
337
Biogen
BIIB
$34.6B
$104M 0.05%
494,999
+8,925
+2% +$1.94M
2013 Q2
35 quarters
PANW icon
338
Palo Alto Networks
PANW
$278B
$104M 0.05%
1,004,664
+62,430
+7% +$5.59M
2013 Q2
35 quarters
O icon
339
Realty Income
O
$53B
$104M 0.05%
1,500,475
+145,431
+11% +$9.89M
2013 Q2
35 quarters
DOV icon
340
Dover
DOV
$26.3B
$104M 0.05%
661,511
+63,732
+11% +$10.5M
2013 Q2
35 quarters
SPLV icon
341
Invesco S&P 500 Low Volatility ETF
SPLV
$7.22B
$103M 0.05%
1,539,150
+1,530,768
+18,263% +$99.6M
2019 Q1
12 quarters
GPC icon
342
Genuine Parts
GPC
$18.4B
$103M 0.05%
819,049
+28,422
+4% +$3.68M
2013 Q2
35 quarters
ODFL icon
343
Old Dominion Freight Line
ODFL
$38.7B
$103M 0.05%
690,886
+50,960
+8% +$7.93M
2013 Q2
35 quarters
RELX icon
344
RELX
RELX
$67.4B
$103M 0.05%
3,301,381
+169,082
+5% +$5.12M
2013 Q2
35 quarters
SJM icon
345
J.M. Smucker
SJM
$13.5B
$103M 0.05%
757,781
+2,257
+0.3% +$308K
2013 Q2
35 quarters
FE icon
346
FirstEnergy
FE
$26.7B
$102M 0.05%
2,226,167
+44,600
+2% +$1.89M
2013 Q2
35 quarters
WTW icon
347
Willis Towers Watson
WTW
$29.1B
$101M 0.05%
427,847
+23,892
+6% +$5.47M
2013 Q2
35 quarters
UBS icon
348
UBS Group
UBS
$145B
$101M 0.05%
5,161,025
+275,414
+6% +$5.21M
2014 Q4
29 quarters
EXPE icon
349
Expedia Group
EXPE
$34.6B
$100M 0.05%
511,723
+42,577
+9% +$7.97M
2013 Q2
35 quarters
STX icon
350
Seagate
STX
$148B
$100M 0.05%
1,112,959
-17,738
-2% -$1.82M
2013 Q2
35 quarters
12 13
14
15 16

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Parametric Portfolio Associates's Q1 2022 Portfolio in Review

As of Q1 2022, Parametric Portfolio Associates held 3,846 positions worth $190B, down 2.7% from $195B the previous quarter. Its ten largest holdings account for 24% of the portfolio.

Parametric Portfolio Associates's Q1 2022 filing shows 220 new, 2,219 increased, 1,217 reduced and 173 closed positions. Its largest new stake was Shell: 4,108,679 shares worth $226M. The largest sale was iShares Core S&P 500 ETF, an estimated $679M.

By sector, the portfolio is most concentrated in Technology at 24% of assets, down from 25% a quarter earlier, followed by Financials and Healthcare.

  • Parametric Portfolio Associates's largest Q1 2022 buy was Shell: 4,108,679 shares worth $226M.
  • Parametric Portfolio Associates added most to Microsoft in Q1 2022, an estimated $329M increase.
  • Parametric Portfolio Associates's biggest Q1 2022 reduction was iShares Core S&P 500 ETF, cutting an estimated $679M.
  • Parametric Portfolio Associates fully exited Xilinx Inc in Q1 2022, selling an estimated $175M.
  • Parametric Portfolio Associates's ten largest holdings make up 24% of its $190B portfolio in Q1 2022.
  • Parametric Portfolio Associates opened 220 new positions and closed 173 in Q1 2022.
  • Parametric Portfolio Associates's portfolio value fell 2.7% quarter-over-quarter to $190B.

Based on Parametric Portfolio Associates's 13F filing for Q1 2022, filed 16 May 2022.