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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
JQC icon
526
Nuveen Credit Strategies Income Fund
JQC
$665M
$55.7M 0.03%
9,020,851
+2,032,831
+29% +$12.7M
2017 Q2
19 quarters
TRMB icon
527
Trimble
TRMB
$13.9B
$55.5M 0.03%
768,964
+67,323
+10% +$4.8M
2013 Q2
35 quarters
CAJ
528
DELISTED
Canon, Inc.
CAJ
$55.4M 0.03%
2,277,380
+159,117
+8% +$3.81M
2013 Q2
35 quarters
MUFG icon
529
Mitsubishi UFJ Financial
MUFG
$247B
$55.3M 0.03%
8,927,328
-386,595
-4% -$2.4M
2018 Q2
15 quarters
PUK icon
530
Prudential
PUK
$29.6B
$54.7M 0.03%
1,849,568
+346,175
+23% +$11.1M
2013 Q2
35 quarters
HOLX icon
531
DELISTED
Hologic
HOLX
$54.7M 0.03%
711,590
+15,755
+2% +$1.13M
2013 Q2
35 quarters
VOYA icon
532
Voya Financial
VOYA
$8.51B
$54.6M 0.03%
822,428
+25,821
+3% +$1.76M
2013 Q3
34 quarters
STM icon
533
STMicroelectronics
STM
$41B
$54.5M 0.03%
1,260,593
+73,352
+6% +$3.24M
2013 Q2
35 quarters
JHX icon
534
James Hardie Industries
JHX
$15B
$54.4M 0.03%
1,805,295
-22,739
-1% -$771K
2013 Q2
35 quarters
HMC icon
535
Honda
HMC
$44.5B
$54.4M 0.03%
1,924,448
+336,330
+21% +$9.88M
2013 Q2
35 quarters
TWLO icon
536
Twilio
TWLO
$36.7B
$54.3M 0.03%
329,651
+42,551
+15% +$7.75M
2017 Q1
20 quarters
ADX icon
537
Adams Diversified Equity Fund
ADX
$3.18B
$53.6M 0.03%
2,905,942
+68,291
+2% +$1.24M
2019 Q3
10 quarters
SNA icon
538
Snap-on
SNA
$19B
$53.5M 0.03%
260,298
+9,583
+4% +$2.02M
2013 Q2
35 quarters
CCK icon
539
Crown Holdings
CCK
$12.4B
$53.2M 0.03%
425,156
+17,994
+4% +$2.13M
2013 Q2
35 quarters
MFG icon
540
Mizuho Financial
MFG
$123B
$53.2M 0.03%
20,688,502
+1,747,652
+9% +$4.79M
2013 Q2
35 quarters
BN icon
541
Brookfield
BN
$81.7B
$53.1M 0.03%
1,740,324
+72,042
+4% +$2.15M
2013 Q2
35 quarters
LUMN icon
542
Lumen Technologies, Inc. Common Stock
LUMN
$4.72B
$53M 0.03%
4,705,595
-3,668,047
-44% -$42M
2013 Q2
35 quarters
TYL icon
543
Tyler Technologies
TYL
$14.7B
$53M 0.03%
119,111
+12,924
+12% +$5.81M
2013 Q2
35 quarters
UDR icon
544
UDR
UDR
$11B
$52.9M 0.03%
921,636
+38,727
+4% +$2.2M
2013 Q2
35 quarters
GL icon
545
Globe Life
GL
$12.9B
$52.8M 0.03%
524,480
+64,547
+14% +$6.54M
2013 Q2
35 quarters
NEA icon
546
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.05B
$52.7M 0.03%
4,012,941
+211,960
+6% +$2.95M
2017 Q2
19 quarters
BOE icon
547
BlackRock Enhanced Global Dividend Trust
BOE
$633M
$52.3M 0.03%
4,628,271
+179,647
+4% +$2.07M
2017 Q2
19 quarters
VEA icon
548
Vanguard FTSE Developed Markets ETF
VEA
$228B
$52.3M 0.03%
1,088,870
-52,020
-5% -$2.53M
2013 Q2
35 quarters
CPT icon
549
Camden Property Trust
CPT
$11.4B
$52.1M 0.03%
313,714
-9,159
-3% -$1.51M
2013 Q2
35 quarters
ATO icon
550
Atmos Energy
ATO
$28.2B
$52.1M 0.03%
435,849
-5,465
-1% -$597K
2013 Q2
35 quarters
20 21
22
23 24

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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.