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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
DPZ icon
551
Domino's
DPZ
$9.97B
$52M 0.03%
127,653
-8,530
-6% -$3.72M
2013 Q2
35 quarters
BBVA icon
552
Banco Bilbao Vizcaya Argentaria
BBVA
$143B
$51.6M 0.03%
9,062,954
+522,770
+6% +$3.2M
2013 Q2
35 quarters
ABMD
553
DELISTED
Abiomed Inc
ABMD
$51.2M 0.03%
154,618
+10,307
+7% +$3.17M
2013 Q4
33 quarters
KIM icon
554
Kimco Realty
KIM
$15.2B
$51.2M 0.03%
2,073,297
+117,895
+6% +$2.85M
2013 Q2
35 quarters
AES icon
555
AES
AES
$10.7B
$50.7M 0.03%
1,970,624
-2,952
-0.1% -$66.7K
2013 Q2
35 quarters
MYI icon
556
BlackRock MuniYield Quality Fund III
MYI
$1.2B
$50.4M 0.03%
4,016,063
+481,604
+14% +$6.42M
2018 Q3
14 quarters
ING icon
557
ING
ING
$94.5B
$50.2M 0.03%
4,814,495
-304,288
-6% -$3.96M
2013 Q2
35 quarters
L icon
558
Loews
L
$22.2B
$50.1M 0.03%
773,429
+23,997
+3% +$1.47M
2013 Q2
35 quarters
VMW
559
DELISTED
VMware, Inc
VMW
$50.1M 0.03%
439,570
+41,297
+10% +$5M
2013 Q2
35 quarters
SHOP icon
560
Shopify
SHOP
$229B
$49.8M 0.03%
736,650
-84,020
-10% -$6.9M
2016 Q3
22 quarters
NXST icon
561
Nexstar Media Group
NXST
$5.07B
$49.4M 0.03%
262,317
+15,282
+6% +$2.66M
2013 Q2
35 quarters
CSL icon
562
Carlisle Companies
CSL
$13.3B
$49.4M 0.03%
200,795
+8,795
+5% +$2.06M
2013 Q2
35 quarters
SEDG icon
563
SolarEdge
SEDG
$1.93B
$49.2M 0.03%
152,656
+61,491
+67% +$16.9M
2017 Q1
20 quarters
VEEV icon
564
Veeva Systems
VEEV
$50.7B
$49.1M 0.03%
230,969
-17,571
-7% -$3.81M
2014 Q3
30 quarters
VIGI icon
565
Vanguard International Dividend Appreciation ETF
VIGI
$9.03B
$48.9M 0.03%
619,220
+120,042
+24% +$9.57M
2020 Q1
8 quarters
IBN icon
566
ICICI Bank
IBN
$106B
$48.9M 0.03%
2,583,756
+169,283
+7% +$3.38M
2013 Q2
35 quarters
BG icon
567
Bunge Global
BG
$20.6B
$48.8M 0.03%
440,670
+44,387
+11% +$4.55M
2013 Q2
35 quarters
AGCO icon
568
AGCO
AGCO
$7.44B
$48.8M 0.03%
334,170
+15,308
+5% +$1.93M
2013 Q2
35 quarters
LEA icon
569
Lear
LEA
$5.99B
$48.5M 0.03%
339,988
+3,881
+1% +$631K
2013 Q2
35 quarters
WRK icon
570
DELISTED
WestRock Company
WRK
$48.3M 0.03%
1,027,550
+54,449
+6% +$2.49M
2015 Q3
26 quarters
HST icon
571
Host Hotels & Resorts
HST
$16.3B
$48.3M 0.03%
2,487,049
+283,438
+13% +$5.12M
2013 Q2
35 quarters
BIO icon
572
Bio-Rad Laboratories Class A
BIO
$9.75B
$48.3M 0.03%
85,744
-4,853
-5% -$2.93M
2013 Q2
35 quarters
BILL icon
573
BILL Holdings
BILL
$4B
$48.3M 0.03%
212,792
+50,060
+31% +$10.4M
2020 Q1
8 quarters
INVH icon
574
Invitation Homes
INVH
$15.8B
$48.2M 0.03%
1,200,648
+52,811
+5% +$2.16M
2017 Q1
20 quarters
AFG icon
575
American Financial Group
AFG
$12.1B
$48.1M 0.03%
330,203
-10,001
-3% -$1.36M
2013 Q2
35 quarters
21 22
23
24 25

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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.