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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
OTIS icon
376
Otis Worldwide
OTIS
$26.8B
$89.4M 0.05%
1,161,389
-128,619
-10% -$10.3M
2020 Q2
7 quarters
CLX icon
377
Clorox
CLX
$10.4B
$89.2M 0.05%
641,607
-49,099
-7% -$7.52M
2013 Q2
35 quarters
DGX icon
378
Quest Diagnostics
DGX
$26.4B
$89M 0.05%
650,628
-28,030
-4% -$3.91M
2013 Q2
35 quarters
WY icon
379
Weyerhaeuser
WY
$14B
$88.9M 0.05%
2,345,320
+235,185
+11% +$9.33M
2013 Q2
35 quarters
NGG icon
380
National Grid
NGG
$79.5B
$87.7M 0.05%
1,267,886
+69,598
+6% +$4.61M
2013 Q2
35 quarters
PHM icon
381
Pultegroup
PHM
$21.5B
$87.3M 0.05%
2,083,577
+3,989
+0.2% +$198K
2013 Q2
35 quarters
CINF icon
382
Cincinnati Financial
CINF
$25.7B
$87.2M 0.05%
641,532
+2,904
+0.5% +$357K
2013 Q2
35 quarters
CE icon
383
Celanese
CE
$5.1B
$87.1M 0.05%
609,910
-1,334
-0.2% -$204K
2013 Q2
35 quarters
ARE icon
384
Alexandria Real Estate Equities
ARE
$7.29B
$87M 0.05%
432,101
+44,807
+12% +$8.74M
2013 Q2
35 quarters
MGM icon
385
MGM Resorts International
MGM
$7.42B
$86.4M 0.05%
2,061,220
+185,946
+10% +$8M
2013 Q2
35 quarters
DAL icon
386
Delta Air Lines
DAL
$51.4B
$86.2M 0.05%
2,179,204
+211,647
+11% +$8.24M
2013 Q2
35 quarters
PPL icon
387
PPL Corp
PPL
$25.9B
$85.1M 0.04%
2,980,934
-394,957
-12% -$11.1M
2013 Q2
35 quarters
NI icon
388
NiSource
NI
$19.8B
$84.9M 0.04%
2,670,295
+34,909
+1% +$1.01M
2013 Q2
35 quarters
EXR icon
389
Extra Space Storage
EXR
$29.1B
$84.5M 0.04%
411,080
+32,694
+9% +$6.5M
2013 Q2
35 quarters
TER icon
390
Teradyne
TER
$53.7B
$84.5M 0.04%
714,671
+120,781
+20% +$15.3M
2013 Q2
35 quarters
CCL icon
391
Carnival Corporation Ltd
CCL
$35.6B
$83.6M 0.04%
4,132,176
+238,152
+6% +$4.81M
2013 Q2
35 quarters
UBER icon
392
Uber
UBER
$146B
$83.4M 0.04%
2,336,427
+182,866
+8% +$6.57M
2019 Q2
11 quarters
WAB icon
393
Wabtec
WAB
$48.6B
$82.7M 0.04%
860,390
+48,873
+6% +$4.53M
2013 Q2
35 quarters
VTR icon
394
Ventas
VTR
$43.5B
$82.7M 0.04%
1,338,821
+127,826
+11% +$6.98M
2013 Q2
35 quarters
RHI icon
395
Robert Half
RHI
$3.52B
$82.5M 0.04%
722,505
+85,684
+13% +$9.88M
2013 Q2
35 quarters
BABA icon
396
Alibaba
BABA
$276B
$82.2M 0.04%
755,791
+174,210
+30% +$20.1M
2014 Q3
30 quarters
LULU icon
397
lululemon athletica
LULU
$11.5B
$82.2M 0.04%
224,996
+3,081
+1% +$1M
2013 Q2
35 quarters
BRK.A icon
398
Berkshire Hathaway Class A
BRK.A
$1.13T
$82M 0.04%
155
-15
-9% -$7.28M
2014 Q4
29 quarters
NTAP icon
399
NetApp
NTAP
$42.2B
$81.4M 0.04%
980,235
-13,044
-1% -$1.13M
2013 Q2
35 quarters
AEE icon
400
Ameren
AEE
$28.7B
$80.8M 0.04%
861,431
+4,413
+0.5% +$386K
2013 Q2
35 quarters
14 15
16
17 18

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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.