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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
ABNB icon
626
Airbnb
ABNB
$103B
$41.5M 0.02%
241,809
+64,857
+37% +$10.3M
2020 Q4
5 quarters
REG icon
627
Regency Centers
REG
$13.5B
$41.5M 0.02%
581,468
-9,767
-2% -$683K
2013 Q2
35 quarters
SEE icon
628
DELISTED
Sealed Air
SEE
$41.4M 0.02%
618,265
-25,934
-4% -$1.73M
2013 Q2
35 quarters
DAY icon
629
DELISTED
Dayforce
DAY
$41.3M 0.02%
604,809
+468,181
+343% +$34.7M
2019 Q1
12 quarters
OVV icon
630
Ovintiv
OVV
$18.9B
$41.3M 0.02%
764,204
-52,801
-6% -$2.28M
2013 Q2
35 quarters
AMCR icon
631
Amcor
AMCR
$20.3B
$41.2M 0.02%
727,595
-24,741
-3% -$1.44M
2019 Q2
11 quarters
RVT icon
632
Royce Value Trust
RVT
$2.04B
$41.2M 0.02%
2,425,143
-564,780
-19% -$9.89M
2017 Q2
19 quarters
LSTR icon
633
Landstar System
LSTR
$5.74B
$41.2M 0.02%
273,035
+40,192
+17% +$6.39M
2013 Q2
35 quarters
CPRI icon
634
Capri Holdings
CPRI
$1.83B
$41M 0.02%
797,890
-74,805
-9% -$4.48M
2013 Q2
35 quarters
IHG icon
635
InterContinental Hotels
IHG
$24.7B
$40.8M 0.02%
592,772
+74,739
+14% +$5.05M
2013 Q2
35 quarters
CRL icon
636
Charles River Laboratories
CRL
$14.4B
$40.6M 0.02%
143,111
+3,864
+3% +$1.19M
2013 Q2
35 quarters
SCI icon
637
Service Corp International
SCI
$11.1B
$40.4M 0.02%
614,367
+44,175
+8% +$2.78M
2013 Q2
35 quarters
WDC icon
638
Western Digital
WDC
$127B
$40.3M 0.02%
1,074,990
-180,772
-14% -$7.42M
2013 Q2
35 quarters
ISD icon
639
PGIM High Yield Bond Fund
ISD
$383M
$40.3M 0.02%
2,810,228
+122,087
+5% +$1.83M
2017 Q3
18 quarters
ENB icon
640
Enbridge
ENB
$106B
$40.2M 0.02%
872,702
+54,469
+7% +$2.33M
2013 Q2
35 quarters
VICI icon
641
VICI Properties
VICI
$26.1B
$40M 0.02%
1,404,128
+340,481
+32% +$9.55M
2018 Q1
16 quarters
WPP icon
642
WPP
WPP
$5.91B
$39.7M 0.02%
606,902
-37,489
-6% -$2.79M
2013 Q2
35 quarters
MPT icon
643
Medical Properties Trust
MPT
$1.83B
$39.6M 0.02%
1,871,265
+29,662
+2% +$639K
2013 Q2
35 quarters
ENTG icon
644
Entegris
ENTG
$21.9B
$39.4M 0.02%
300,177
+45,737
+18% +$5.88M
2013 Q2
35 quarters
BPOP icon
645
Popular Inc
BPOP
$10.1B
$39.4M 0.02%
481,987
+10,208
+2% +$902K
2013 Q2
35 quarters
ACGL icon
646
Arch Capital
ACGL
$34.2B
$39M 0.02%
806,113
+42,354
+6% +$1.97M
2013 Q2
35 quarters
VCLT icon
647
Vanguard Long-Term Corporate Bond ETF
VCLT
$7.66B
$39M 0.02%
416,187
+1,690
+0.4% +$164K
2020 Q4
5 quarters
WBS icon
648
DELISTED
Webster Financial
WBS
$38.9M 0.02%
693,731
+363,830
+110% +$21.6M
2013 Q2
35 quarters
MELI icon
649
Mercado Libre
MELI
$93.1B
$38.9M 0.02%
32,727
-6,428
-16% -$7M
2013 Q2
35 quarters
NTR icon
650
Nutrien
NTR
$33.7B
$38.9M 0.02%
373,852
+24,597
+7% +$2.04M
2018 Q1
16 quarters
24 25
26
27 28

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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.