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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
STLD icon
351
Steel Dynamics
STLD
$34.5B
$99.9M 0.05%
1,197,527
-54,994
-4% -$3.71M
2013 Q2
35 quarters
APTV icon
352
Aptiv
APTV
$9.38B
$98.3M 0.05%
821,324
-12,798
-2% -$1.7M
2013 Q2
35 quarters
XME icon
353
State Street SPDR S&P Metals & Mining ETF
XME
$4.02B
$97.1M 0.05%
1,584,124
+334,224
+27% +$17M
2019 Q3
10 quarters
LH icon
354
Labcorp
LH
$26.4B
$97M 0.05%
428,197
-4,674
-1% -$1.1M
2013 Q2
35 quarters
HES icon
355
DELISTED
Hess
HES
$96.7M 0.05%
903,858
+36,615
+4% +$3.47M
2013 Q2
35 quarters
MTB icon
356
M&T Bank
MTB
$31.6B
$96.7M 0.05%
570,401
+17,063
+3% +$3.01M
2013 Q2
35 quarters
AKAM icon
357
Akamai
AKAM
$13.3B
$95.9M 0.05%
802,896
-8,116
-1% -$910K
2013 Q2
35 quarters
BTI icon
358
British American Tobacco
BTI
$125B
$95.5M 0.05%
2,264,353
+225,176
+11% +$9.6M
2013 Q2
35 quarters
ANSS icon
359
DELISTED
Ansys
ANSS
$95.4M 0.05%
300,234
-2,940
-1% -$960K
2013 Q2
35 quarters
IP icon
360
International Paper
IP
$18.1B
$95.2M 0.05%
2,062,790
+98,700
+5% +$4.54M
2013 Q2
35 quarters
EFX icon
361
Equifax
EFX
$18.9B
$95.2M 0.05%
401,397
+1,275
+0.3% +$300K
2013 Q2
35 quarters
LEN icon
362
Lennar Class A
LEN
$18.5B
$95M 0.05%
1,208,697
-102,127
-8% -$9.2M
2013 Q2
35 quarters
CHRW icon
363
C.H. Robinson
CHRW
$16.8B
$94.7M 0.05%
879,502
+57,583
+7% +$5.85M
2013 Q2
35 quarters
CMS icon
364
CMS Energy
CMS
$21B
$94.4M 0.05%
1,350,384
-63,387
-4% -$4.11M
2013 Q2
35 quarters
RCL icon
365
Royal Caribbean
RCL
$74.9B
$92.8M 0.05%
1,107,787
+33,227
+3% +$2.62M
2013 Q2
35 quarters
GGG icon
366
Graco
GGG
$13.2B
$92.5M 0.05%
1,326,507
+73,289
+6% +$5.28M
2013 Q2
35 quarters
CF icon
367
CF Industries
CF
$18.1B
$91.3M 0.05%
886,176
+70,941
+9% +$5.73M
2013 Q2
35 quarters
PPG icon
368
PPG Industries
PPG
$24B
$91M 0.05%
694,030
-38,038
-5% -$5.53M
2013 Q2
35 quarters
ENPH icon
369
Enphase Energy
ENPH
$4.07B
$90.7M 0.05%
449,570
+24,803
+6% +$3.9M
2018 Q4
13 quarters
MLM icon
370
Martin Marietta Materials
MLM
$34.9B
$90.5M 0.05%
235,171
+1,851
+0.8% +$717K
2013 Q2
35 quarters
VFC icon
371
VF Corp
VFC
$6.68B
$90.5M 0.05%
1,591,020
+219,923
+16% +$13.6M
2013 Q2
35 quarters
SYF icon
372
Synchrony
SYF
$24.1B
$90.3M 0.05%
2,594,095
+18,160
+0.7% +$760K
2014 Q3
30 quarters
MTCH icon
373
Match Group
MTCH
$10.1B
$89.9M 0.05%
826,449
+273,851
+50% +$30.2M
2016 Q1
24 quarters
SWKS icon
374
Skyworks Solutions
SWKS
$18.6B
$89.7M 0.05%
673,058
+147,659
+28% +$20.7M
2013 Q2
35 quarters
DTE icon
375
DTE Energy
DTE
$26.7B
$89.7M 0.05%
678,237
-6,794
-1% -$829K
2013 Q2
35 quarters
13 14
15
16 17

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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.