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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
PWR icon
426
Quanta Services
PWR
$96.6B
$75.3M 0.04%
571,789
-12,500
-2% -$1.39M
2013 Q2
35 quarters
SNOW icon
427
Snowflake
SNOW
$118B
$75.2M 0.04%
328,136
-71,175
-18% -$18.4M
2020 Q3
6 quarters
NTRS icon
428
Northern Trust
NTRS
$30.3B
$75.1M 0.04%
644,532
+7,531
+1% +$893K
2013 Q2
35 quarters
TRGP icon
429
Targa Resources
TRGP
$60.6B
$75.1M 0.04%
994,506
-59,602
-6% -$3.77M
2013 Q2
35 quarters
QRVO icon
430
DELISTED
Qorvo
QRVO
$74.8M 0.04%
603,092
+177,067
+42% +$24M
2015 Q1
28 quarters
GRMN icon
431
Garmin
GRMN
$55B
$74.6M 0.04%
629,353
+43,497
+7% +$5.23M
2013 Q2
35 quarters
AVY icon
432
Avery Dennison
AVY
$13.3B
$74.2M 0.04%
426,777
+87,498
+26% +$16.3M
2013 Q2
35 quarters
RVTY icon
433
Revvity
RVTY
$17.3B
$73.9M 0.04%
423,344
-35,628
-8% -$6.33M
2013 Q2
35 quarters
CTLT icon
434
DELISTED
CATALENT, INC.
CTLT
$73.5M 0.04%
663,107
-33,132
-5% -$3.46M
2014 Q3
30 quarters
ABB
435
DELISTED
ABB Ltd
ABB
$73.4M 0.04%
2,268,450
+155,943
+7% +$5.44M
2013 Q2
35 quarters
IVZ icon
436
Invesco
IVZ
$12.7B
$73.3M 0.04%
3,178,697
+97,055
+3% +$2.15M
2013 Q2
35 quarters
IGR
437
CBRE Global Real Estate Income Fund
IGR
$567M
$73.3M 0.04%
2,701,812
+218,510
+9% +$5.67M
2017 Q2
19 quarters
TAP icon
438
Molson Coors Class B
TAP
$7.28B
$73.1M 0.04%
1,370,211
+52,028
+4% +$2.62M
2013 Q2
35 quarters
STE icon
439
Steris
STE
$21.9B
$73.1M 0.04%
302,396
+38,200
+14% +$8.86M
2013 Q2
35 quarters
WHR icon
440
Whirlpool
WHR
$1.83B
$73.1M 0.04%
423,070
+21,990
+5% +$4.46M
2013 Q2
35 quarters
SMFG icon
441
Sumitomo Mitsui Financial Group, Inc American Depositary Shares (each representing 1.2 shares of Common Stock)
SMFG
$155B
$72.7M 0.04%
11,590,717
-104,052
-0.9% -$741K
2013 Q2
35 quarters
DINO icon
442
HF Sinclair
DINO
$22.2B
$72.6M 0.04%
1,821,432
-72,700
-4% -$2.56M
2013 Q2
35 quarters
HII icon
443
Huntington Ingalls Industries
HII
$10.5B
$72.3M 0.04%
362,507
+31,924
+10% +$6.23M
2013 Q2
35 quarters
XLE icon
444
State Street Energy Select Sector SPDR ETF
XLE
$42.8B
$72.3M 0.04%
1,890,512
+940,182
+99% +$32.6M
2020 Q4
5 quarters
AAP icon
445
Advance Auto Parts
AAP
$2.65B
$72.3M 0.04%
349,108
-8,574
-2% -$1.89M
2013 Q2
35 quarters
EEM icon
446
iShares MSCI Emerging Markets ETF
EEM
$29.6B
$71.5M 0.04%
1,583,981
-49,272
-3% -$2.33M
2016 Q3
22 quarters
TD icon
447
Toronto Dominion Bank
TD
$196B
$71.1M 0.04%
895,738
+32,328
+4% +$2.6M
2013 Q2
35 quarters
ALB icon
448
Albemarle
ALB
$11.6B
$71.1M 0.04%
321,479
+13,818
+4% +$2.92M
2013 Q2
35 quarters
GHY icon
449
PGIM Global High Yield Fund
GHY
$438M
$71M 0.04%
5,307,707
+249,173
+5% +$3.49M
2017 Q2
19 quarters
UNM icon
450
Unum
UNM
$14.6B
$70.4M 0.04%
2,234,356
-170,048
-7% -$4.75M
2013 Q2
35 quarters
16 17
18
19 20

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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.