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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
XYL icon
401
Xylem
XYL
$24.6B
$80.6M 0.04%
945,554
+370,295
+64% +$35.5M
2013 Q2
35 quarters
MPWR icon
402
Monolithic Power Systems
MPWR
$60.5B
$80.5M 0.04%
165,795
+23,513
+17% +$10.2M
2013 Q2
35 quarters
JBHT icon
403
JB Hunt Transport Services
JBHT
$21.6B
$80.4M 0.04%
400,270
-16,050
-4% -$3.2M
2013 Q2
35 quarters
INFY icon
404
Infosys
INFY
$49.1B
$80.3M 0.04%
3,227,980
+106,484
+3% +$2.52M
2013 Q2
35 quarters
NDAQ icon
405
Nasdaq
NDAQ
$52.6B
$80.1M 0.04%
1,348,950
+92,619
+7% +$5.48M
2013 Q2
35 quarters
BR icon
406
Broadridge
BR
$19.7B
$80.1M 0.04%
514,193
+13,639
+3% +$2.09M
2013 Q2
35 quarters
CNI icon
407
Canadian National Railway
CNI
$73.7B
$79.9M 0.04%
595,995
+42,777
+8% +$5.35M
2013 Q2
35 quarters
XYZ icon
408
Block Inc
XYZ
$48.4B
$79.3M 0.04%
584,780
+146,221
+33% +$17.7M
2016 Q3
22 quarters
ETR icon
409
Entergy
ETR
$50.5B
$79.2M 0.04%
1,357,234
+7,072
+0.5% +$387K
2013 Q2
35 quarters
LNG icon
410
Cheniere Energy
LNG
$58.4B
$79M 0.04%
570,098
-11,660
-2% -$1.42M
2013 Q2
35 quarters
LYV icon
411
Live Nation Entertainment
LYV
$40.4B
$78.5M 0.04%
667,649
+45,792
+7% +$5.23M
2013 Q2
35 quarters
JNPR icon
412
DELISTED
Juniper Networks
JNPR
$78.5M 0.04%
2,112,656
+154,564
+8% +$5.31M
2013 Q2
35 quarters
ZBRA icon
413
Zebra Technologies
ZBRA
$17.8B
$78.1M 0.04%
188,763
+1,073
+0.6% +$493K
2013 Q2
35 quarters
CRWD icon
414
CrowdStrike
CRWD
$238B
$77.8M 0.04%
1,370,180
+124,332
+10% +$5.79M
2020 Q1
8 quarters
LUV icon
415
Southwest Airlines
LUV
$20.1B
$77M 0.04%
1,680,589
+150,133
+10% +$6.6M
2013 Q2
35 quarters
FFIV icon
416
F5
FFIV
$25.1B
$76.5M 0.04%
366,101
+7,876
+2% +$1.65M
2013 Q2
35 quarters
FTV icon
417
Fortive
FTV
$17.6B
$76.5M 0.04%
1,666,001
-244,943
-13% -$12.1M
2016 Q3
22 quarters
CNP icon
418
CenterPoint Energy
CNP
$26.5B
$76.3M 0.04%
2,489,927
+204,115
+9% +$5.73M
2013 Q2
35 quarters
EFV icon
419
iShares MSCI EAFE Value ETF
EFV
$30.8B
$76.3M 0.04%
1,517,468
+121,687
+9% +$6.19M
2021 Q1
4 quarters
HRL icon
420
Hormel Foods
HRL
$11.3B
$76.2M 0.04%
1,478,979
+897
+0.1% +$43.9K
2013 Q2
35 quarters
PKG icon
421
Packaging Corp of America
PKG
$21B
$76.2M 0.04%
488,241
+25,215
+5% +$3.68M
2013 Q2
35 quarters
WAT icon
422
Waters Corp
WAT
$43.8B
$76.1M 0.04%
245,132
-4,999
-2% -$1.63M
2013 Q2
35 quarters
CAH icon
423
Cardinal Health
CAH
$58.8B
$76M 0.04%
1,340,623
-13,066
-1% -$700K
2013 Q2
35 quarters
CDW icon
424
CDW
CDW
$19B
$75.9M 0.04%
424,549
+3,873
+0.9% +$709K
2014 Q4
29 quarters
RY icon
425
Royal Bank of Canada
RY
$276B
$75.6M 0.04%
685,213
+29,972
+5% +$3.36M
2013 Q2
35 quarters
15 16
17
18 19

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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.