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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
BF.B icon
476
Brown-Forman Class B
BF.B
$13.1B
$65.8M 0.03%
981,390
-60,463
-6% -$4.03M
2013 Q2
35 quarters
LNT icon
477
Alliant Energy
LNT
$17.4B
$65.6M 0.03%
1,050,111
+6,273
+0.6% +$373K
2013 Q2
35 quarters
CNQ icon
478
Canadian Natural Resources
CNQ
$107B
$65.6M 0.03%
2,160,111
-128,471
-6% -$3.42M
2013 Q2
35 quarters
DXC icon
479
DXC Technology
DXC
$2.2B
$65.1M 0.03%
1,993,660
+1,316
+0.1% +$43.5K
2017 Q2
19 quarters
ULTA icon
480
Ulta Beauty
ULTA
$26B
$64.6M 0.03%
162,280
+16,062
+11% +$6.05M
2013 Q2
35 quarters
CEG icon
481
Constellation Energy
CEG
$97.4B
$64.5M 0.03%
+1,145,934
New +$55.9M
2022 Q1
0 quarters
LBRDK icon
482
DELISTED
Liberty Broadband Class C
LBRDK
$64.2M 0.03%
474,623
-3,389
-0.7% -$493K
2014 Q4
29 quarters
FHN icon
483
First Horizon
FHN
$10.8B
$63.8M 0.03%
2,716,957
+44,000
+2% +$878K
2013 Q2
35 quarters
FOXA icon
484
Fox Class A
FOXA
$27B
$63.7M 0.03%
1,615,586
+122,262
+8% +$4.96M
2019 Q1
12 quarters
IFF icon
485
International Flavors & Fragrances
IFF
$23B
$63.6M 0.03%
484,100
-30,584
-6% -$4.06M
2013 Q2
35 quarters
EMD icon
486
Western Asset Emerging Markets Debt Fund
EMD
$541M
$63.4M 0.03%
5,910,763
+815,759
+16% +$9.21M
2013 Q2
35 quarters
PAYC icon
487
Paycom
PAYC
$11.4B
$63.4M 0.03%
183,097
+57,376
+46% +$19.2M
2015 Q2
27 quarters
DDOG icon
488
Datadog
DDOG
$95.6B
$62.7M 0.03%
413,672
+47,644
+13% +$6.97M
2020 Q1
8 quarters
COO icon
489
Cooper Companies
COO
$10.9B
$62.6M 0.03%
599,576
+18,396
+3% +$1.85M
2013 Q2
35 quarters
LDOS icon
490
Leidos
LDOS
$15.6B
$62.5M 0.03%
578,316
+48,070
+9% +$4.63M
2013 Q2
35 quarters
EVRG icon
491
Evergy
EVRG
$18.8B
$62.5M 0.03%
913,829
+4,503
+0.5% +$290K
2018 Q2
15 quarters
LKQ icon
492
LKQ Corp
LKQ
$5.66B
$62.5M 0.03%
1,375,275
+272,047
+25% +$13.9M
2013 Q2
35 quarters
NRG icon
493
NRG Energy
NRG
$21.6B
$62.2M 0.03%
1,621,678
+7,794
+0.5% +$304K
2013 Q2
35 quarters
FERG icon
494
Ferguson
FERG
$44.3B
$61.9M 0.03%
461,309
+40,388
+10% +$6.23M
2021 Q1
4 quarters
MXI icon
495
iShares Global Materials ETF
MXI
$435M
$61.8M 0.03%
657,741
-173
-0% -$15.5K
2021 Q2
3 quarters
FICO icon
496
Fair Isaac
FICO
$16.6B
$61.5M 0.03%
131,893
+15,168
+13% +$7.16M
2013 Q2
35 quarters
BUD icon
497
AB InBev
BUD
$160B
$61.2M 0.03%
1,019,067
+135,140
+15% +$8.33M
2013 Q2
35 quarters
VOD icon
498
Vodafone
VOD
$36.7B
$61.1M 0.03%
3,677,171
+631,467
+21% +$10.8M
2013 Q2
35 quarters
TAK icon
499
Takeda Pharmaceutical
TAK
$62.1B
$61M 0.03%
4,256,356
+861,118
+25% +$12.6M
2018 Q4
13 quarters
WDAY icon
500
Workday
WDAY
$47.4B
$60.7M 0.03%
253,529
-13,127
-5% -$3.13M
2013 Q2
35 quarters
18 19
20
21 22

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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.