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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
CHKP icon
601
Check Point Software Technologies
CHKP
$13.8B
$43.8M 0.02%
316,586
+38,222
+14% +$4.99M
2013 Q2
35 quarters
KDP icon
602
Keurig Dr Pepper
KDP
$47B
$43.7M 0.02%
1,153,336
+70,379
+6% +$2.67M
2013 Q2
35 quarters
WU icon
603
Western Union
WU
$1.93B
$43.7M 0.02%
2,329,628
-450,616
-16% -$8.33M
2013 Q2
35 quarters
JBL icon
604
Jabil
JBL
$29.4B
$43.2M 0.02%
699,720
+95,051
+16% +$5.86M
2013 Q2
35 quarters
NET icon
605
Cloudflare
NET
$105B
$43.2M 0.02%
360,640
-8,499
-2% -$886K
2020 Q1
8 quarters
STEW icon
606
SRH Total Return Fund
STEW
$1.73B
$43.1M 0.02%
2,907,904
+41,232
+1% +$588K
2018 Q3
14 quarters
QGEN icon
607
Qiagen
QGEN
$9.54B
$43M 0.02%
826,609
-99,696
-11% -$5.15M
2016 Q4
21 quarters
NCLH icon
608
Norwegian Cruise Line
NCLH
$7.2B
$42.9M 0.02%
1,961,972
+391,462
+25% +$8M
2014 Q2
31 quarters
HAS icon
609
Hasbro
HAS
$13.9B
$42.9M 0.02%
523,975
+14,452
+3% +$1.35M
2013 Q2
35 quarters
HSIC icon
610
Henry Schein
HSIC
$9.7B
$42.9M 0.02%
492,250
+28,856
+6% +$2.35M
2013 Q2
35 quarters
OKTA icon
611
Okta
OKTA
$33.2B
$42.6M 0.02%
282,092
+21,789
+8% +$3.91M
2018 Q1
16 quarters
LAD icon
612
Lithia Motors
LAD
$6.55B
$42.6M 0.02%
141,823
+9,918
+8% +$3.1M
2013 Q2
35 quarters
TPR icon
613
Tapestry
TPR
$24.1B
$42.5M 0.02%
1,143,456
+118,495
+12% +$4.54M
2013 Q2
35 quarters
THG icon
614
Hanover Insurance
THG
$8.09B
$42.5M 0.02%
284,028
+8,864
+3% +$1.24M
2013 Q2
35 quarters
MOH icon
615
Molina Healthcare
MOH
$10.9B
$42.5M 0.02%
127,294
-14,000
-10% -$4.31M
2013 Q2
35 quarters
KKR icon
616
KKR & Co
KKR
$79.2B
$42.5M 0.02%
726,050
+48,037
+7% +$3.02M
2013 Q4
33 quarters
VNT icon
617
Vontier
VNT
$4.53B
$42.4M 0.02%
1,671,664
+472,476
+39% +$12.5M
2020 Q4
5 quarters
TRI icon
618
Thomson Reuters
TRI
$46.8B
$42.3M 0.02%
369,243
-6,625
-2% -$740K
2013 Q2
35 quarters
VWO icon
619
Vanguard FTSE Emerging Markets ETF
VWO
$123B
$42.1M 0.02%
913,626
-67,721
-7% -$3.26M
2013 Q2
35 quarters
VNO icon
620
Vornado Realty Trust
VNO
$6.25B
$42.1M 0.02%
928,315
-7,407
-0.8% -$324K
2013 Q2
35 quarters
CHT icon
621
Chunghwa Telecom
CHT
$37B
$42M 0.02%
944,222
+84,889
+10% +$3.68M
2013 Q2
35 quarters
PBCT
622
DELISTED
People's United Financial Inc
PBCT
$41.9M 0.02%
2,096,510
+2,539
+0.1% +$51.8K
2013 Q2
35 quarters
TTD icon
623
Trade Desk
TTD
$6.1B
$41.9M 0.02%
604,511
-81,744
-12% -$5.9M
2017 Q1
20 quarters
CSGP icon
624
CoStar Group
CSGP
$12.9B
$41.8M 0.02%
627,185
-32,166
-5% -$2.14M
2013 Q2
35 quarters
AOS icon
625
A.O. Smith
AOS
$8.13B
$41.6M 0.02%
651,668
+16,907
+3% +$1.23M
2013 Q2
35 quarters
23 24
25
26 27

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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.