We are live on ! Find out more
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
TECH icon
501
Bio-Techne
TECH
$11.4B
$60.5M 0.03%
559,232
+77,160
+16% +$7.96M
2013 Q2
35 quarters
IX icon
502
ORIX
IX
$39.3B
$60.2M 0.03%
3,012,320
+72,105
+2% +$1.47M
2013 Q2
35 quarters
PNW icon
503
Pinnacle West Capital
PNW
$12.3B
$60.1M 0.03%
769,073
+116,830
+18% +$8.36M
2013 Q2
35 quarters
EG icon
504
Everest Group
EG
$14.6B
$60M 0.03%
198,948
+1,295
+0.7% +$372K
2013 Q2
35 quarters
RS icon
505
Reliance Steel & Aluminium
RS
$20.8B
$59.9M 0.03%
326,912
+5,543
+2% +$959K
2013 Q2
35 quarters
MAS icon
506
Masco
MAS
$14.3B
$59.5M 0.03%
1,167,021
-13,743
-1% -$817K
2013 Q2
35 quarters
IR icon
507
Ingersoll Rand
IR
$30.2B
$59.3M 0.03%
1,177,796
+15,630
+1% +$837K
2017 Q3
18 quarters
INCY icon
508
Incyte
INCY
$23B
$59.2M 0.03%
745,906
+73,162
+11% +$5.32M
2013 Q2
35 quarters
IRM icon
509
Iron Mountain
IRM
$33.5B
$58.7M 0.03%
1,059,429
-36,493
-3% -$1.74M
2013 Q2
35 quarters
POOL icon
510
Pool Corp
POOL
$6.15B
$58.5M 0.03%
138,231
+14,973
+12% +$6.99M
2013 Q2
35 quarters
BTZ icon
511
BlackRock Credit Allocation Income Trust
BTZ
$880M
$58.4M 0.03%
4,649,857
+135,536
+3% +$1.79M
2017 Q2
19 quarters
ALK icon
512
Alaska Air
ALK
$4.07B
$58.3M 0.03%
1,004,697
+113,274
+13% +$6.18M
2013 Q2
35 quarters
XRAY icon
513
Dentsply Sirona
XRAY
$1.76B
$58.3M 0.03%
1,184,103
+14,366
+1% +$759K
2013 Q2
35 quarters
BCE icon
514
BCE
BCE
$18.8B
$58.1M 0.03%
1,047,162
+22,602
+2% +$1.2M
2013 Q2
35 quarters
PACW
515
DELISTED
PacWest Bancorp
PACW
$58M 0.03%
1,345,600
-10,030
-0.7% -$473K
2013 Q2
35 quarters
TTWO icon
516
Take-Two Interactive
TTWO
$39.1B
$57.9M 0.03%
376,872
-4,474
-1% -$716K
2013 Q2
35 quarters
MUI icon
517
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$57.7M 0.03%
4,397,204
+50,512
+1% +$711K
2017 Q2
19 quarters
UAL icon
518
United Airlines
UAL
$32.9B
$57.5M 0.03%
1,239,410
+26,793
+2% +$1.16M
2013 Q2
35 quarters
AVK icon
519
Advent Convertible and Income Fund
AVK
$492M
$57.3M 0.03%
3,760,961
-244,123
-6% -$3.83M
2017 Q2
19 quarters
VXUS icon
520
Vanguard Total International Stock ETF
VXUS
$161B
$57.2M 0.03%
957,412
+15,767
+2% +$960K
2020 Q1
8 quarters
KMX icon
521
CarMax
KMX
$7.47B
$57.1M 0.03%
591,496
+20,851
+4% +$2.24M
2013 Q2
35 quarters
BCS icon
522
Barclays
BCS
$76B
$56.9M 0.03%
7,196,698
-520,201
-7% -$5.31M
2013 Q2
35 quarters
J icon
523
Jacobs Solutions
J
$16.6B
$56.2M 0.03%
493,418
-44,195
-8% -$4.74M
2013 Q2
35 quarters
EPAM icon
524
EPAM Systems
EPAM
$6.31B
$56M 0.03%
188,849
+38,683
+26% +$15.2M
2013 Q2
35 quarters
BWA icon
525
BorgWarner
BWA
$11.9B
$56M 0.03%
1,634,373
-57,295
-3% -$2.14M
2013 Q2
35 quarters
19 20
21
22 23

Similar funds

NN Investment Partners Holdings
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
Amalgamated Financial
Amalgamated Financial New York $12.6B AUM
Melvin Capital Management
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
People's United Financial
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IndexIQ Advisors
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.