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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
SBNY
576
DELISTED
Signature Bank
SBNY
$48M 0.03%
163,394
-162
-0.1% -$52.6K
2013 Q2
35 quarters
SCCO icon
577
Southern Copper
SCCO
$173B
$47.9M 0.03%
689,256
-45,370
-6% -$2.87M
2013 Q2
35 quarters
GNRC icon
578
Generac Holdings
GNRC
$11.7B
$47.9M 0.03%
161,200
+28,711
+22% +$8.61M
2013 Q2
35 quarters
NAD icon
579
Nuveen Quality Municipal Income Fund
NAD
$2.41B
$47.9M 0.03%
3,586,365
+90,454
+3% +$1.3M
2017 Q2
19 quarters
DISH
580
DELISTED
DISH Network Corp.
DISH
$47.1M 0.02%
1,488,647
+572,403
+62% +$18.1M
2013 Q2
35 quarters
EQT icon
581
EQT Corp
EQT
$33.4B
$47.1M 0.02%
1,367,706
+78,642
+6% +$1.92M
2013 Q2
35 quarters
SAN icon
582
Banco Santander
SAN
$195B
$46.9M 0.02%
13,875,130
+1,300,685
+10% +$4.55M
2013 Q2
35 quarters
INGR icon
583
Ingredion
INGR
$6.24B
$46.8M 0.02%
536,931
+11,644
+2% +$1.05M
2013 Q2
35 quarters
BNS icon
584
Scotiabank
BNS
$112B
$46.5M 0.02%
648,764
+33,445
+5% +$2.43M
2013 Q2
35 quarters
DVA icon
585
DaVita
DVA
$12.1B
$46.5M 0.02%
410,966
-15,033
-4% -$1.69M
2013 Q2
35 quarters
CLR
586
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$46.4M 0.02%
757,320
-23,690
-3% -$1.31M
2013 Q2
35 quarters
BRO icon
587
Brown & Brown
BRO
$23.1B
$45.8M 0.02%
633,652
+82,523
+15% +$5.53M
2013 Q2
35 quarters
FNB icon
588
FNB Corp
FNB
$6.2B
$45.7M 0.02%
3,669,213
+54,022
+1% +$711K
2013 Q2
35 quarters
MKTX icon
589
MarketAxess Holdings
MKTX
$5.79B
$45.6M 0.02%
134,045
+22,147
+20% +$8.03M
2013 Q2
35 quarters
HZNP
590
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$45.5M 0.02%
432,584
-5,890
-1% -$574K
2013 Q2
35 quarters
NICE icon
591
Nice
NICE
$6.66B
$45.3M 0.02%
206,961
-19,012
-8% -$4.61M
2013 Q2
35 quarters
E icon
592
ENI
E
$83.4B
$45.2M 0.02%
1,544,230
+79,474
+5% +$2.37M
2013 Q2
35 quarters
MIDD icon
593
Middleby
MIDD
$4.97B
$45.2M 0.02%
275,480
-22,660
-8% -$4.12M
2013 Q2
35 quarters
BEN icon
594
Franklin Templeton
BEN
$16.1B
$45M 0.02%
1,612,253
-235,287
-13% -$7.19M
2013 Q2
35 quarters
FBIN icon
595
Fortune Brands Innovations
FBIN
$4.9B
$44.9M 0.02%
706,678
+55,470
+9% +$4.27M
2013 Q2
35 quarters
DOX icon
596
Amdocs
DOX
$6.34B
$44.7M 0.02%
543,843
+35,029
+7% +$2.74M
2013 Q2
35 quarters
AA icon
597
Alcoa
AA
$11.4B
$44.7M 0.02%
496,306
-87,741
-15% -$6.37M
2013 Q2
35 quarters
SE icon
598
Sea Limited
SE
$59.6B
$44.1M 0.02%
368,480
+154,810
+72% +$21.8M
2018 Q2
15 quarters
AIZ icon
599
Assurant
AIZ
$14B
$44M 0.02%
241,929
+2,212
+0.9% +$362K
2013 Q2
35 quarters
DKS icon
600
Dick's Sporting Goods
DKS
$14.4B
$43.9M 0.02%
439,030
-34,732
-7% -$3.82M
2013 Q2
35 quarters
22 23
24
25 26

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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.