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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
DRE
451
DELISTED
Duke Realty Corp.
DRE
$70.4M 0.04%
1,212,342
+115,484
+11% +$6.54M
2013 Q2
35 quarters
CTXS
452
DELISTED
Citrix Systems Inc
CTXS
$70.1M 0.04%
694,501
+97,750
+16% +$9.88M
2013 Q2
35 quarters
EQNR icon
453
Equinor
EQNR
$106B
$70M 0.04%
1,867,377
+48,259
+3% +$1.5M
2013 Q2
35 quarters
ETSY icon
454
Etsy
ETSY
$8.19B
$69.7M 0.04%
561,176
+106,222
+23% +$15.8M
2016 Q3
22 quarters
RACE icon
455
Ferrari
RACE
$69.9B
$69.2M 0.04%
317,156
+10,945
+4% +$2.44M
2016 Q1
24 quarters
K icon
456
DELISTED
Kellanova
K
$69.1M 0.04%
1,141,516
+96,588
+9% +$5.81M
2013 Q2
35 quarters
JKHY icon
457
Jack Henry & Associates
JKHY
$11B
$68.6M 0.04%
348,183
+26,794
+8% +$4.69M
2013 Q2
35 quarters
CPAY icon
458
Corpay
CPAY
$26.7B
$68.4M 0.04%
274,706
+33,582
+14% +$7.96M
2013 Q2
35 quarters
TFX icon
459
Teleflex
TFX
$5.43B
$68.3M 0.04%
192,467
+12,970
+7% +$4.27M
2013 Q2
35 quarters
HUN icon
460
Huntsman Corp
HUN
$1.5B
$68.1M 0.04%
1,816,562
+12,270
+0.7% +$462K
2013 Q2
35 quarters
APA icon
461
APA Corp
APA
$16.5B
$68M 0.04%
1,646,019
+192,080
+13% +$6.7M
2013 Q2
35 quarters
VIG icon
462
Vanguard Dividend Appreciation ETF
VIG
$113B
$67.9M 0.04%
418,855
-18,267
-4% -$2.95M
2016 Q1
24 quarters
FDS icon
463
Factset
FDS
$10.7B
$67.6M 0.04%
155,657
+22,135
+17% +$9.34M
2013 Q2
35 quarters
ESS icon
464
Essex Property Trust
ESS
$17.3B
$67.5M 0.04%
195,354
+3,702
+2% +$1.24M
2013 Q2
35 quarters
BXP icon
465
Boston Properties
BXP
$9.53B
$67.4M 0.04%
523,178
+108,150
+26% +$13.1M
2013 Q2
35 quarters
RJF icon
466
Raymond James Financial
RJF
$30.3B
$67M 0.04%
609,274
+63,292
+12% +$6.71M
2013 Q2
35 quarters
ON icon
467
ON Semiconductor
ON
$28.7B
$66.9M 0.04%
1,068,933
+96,736
+10% +$5.9M
2013 Q2
35 quarters
TDY icon
468
Teledyne Technologies
TDY
$28.7B
$66.8M 0.04%
141,247
+15,045
+12% +$6.47M
2013 Q2
35 quarters
DRI icon
469
Darden Restaurants
DRI
$24.2B
$66.6M 0.04%
501,221
-42,726
-8% -$5.9M
2013 Q2
35 quarters
WRB icon
470
W.R. Berkley
WRB
$27.5B
$66.4M 0.03%
1,496,694
+40,127
+3% +$1.6M
2013 Q2
35 quarters
TEAM icon
471
Atlassian
TEAM
$55B
$66.4M 0.03%
226,046
+2,762
+1% +$825K
2016 Q1
24 quarters
ALC icon
472
Alcon
ALC
$32.2B
$66.4M 0.03%
836,546
+45,311
+6% +$3.5M
2019 Q2
11 quarters
IPG icon
473
DELISTED
Interpublic Group of Companies
IPG
$66.1M 0.03%
1,865,685
-77,088
-4% -$2.78M
2013 Q2
35 quarters
IEX icon
474
IDEX
IEX
$17.4B
$66.1M 0.03%
344,704
+46,681
+16% +$9.47M
2013 Q2
35 quarters
MKL icon
475
Markel Group
MKL
$22.6B
$66.1M 0.03%
44,780
+8,698
+24% +$11.2M
2013 Q2
35 quarters
17 18
19
20 21

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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.