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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
PTEN icon
676
Patterson-UTI
PTEN
$4.4B
$36.5M 0.02%
2,358,596
+190,093
+9% +$2.4M
2013 Q2
35 quarters
LW icon
677
Lamb Weston
LW
$7.35B
$36.3M 0.02%
605,905
+35,018
+6% +$2.18M
2016 Q4
21 quarters
KSS icon
678
Kohl's
KSS
$2.47B
$36M 0.02%
595,231
-18,663
-3% -$1.05M
2013 Q2
35 quarters
JRI icon
679
Nuveen Real Asset Income & Growth Fund
JRI
$382M
$35.8M 0.02%
2,344,353
-14,824
-0.6% -$224K
2017 Q3
18 quarters
EQH icon
680
Equitable Holdings
EQH
$14.5B
$35.8M 0.02%
1,157,816
+13,690
+1% +$451K
2018 Q2
15 quarters
MORN icon
681
Morningstar
MORN
$7.71B
$35.7M 0.02%
130,746
+15,374
+13% +$4.34M
2013 Q2
35 quarters
CPB icon
682
Campbell Soup
CPB
$5.91B
$35.7M 0.02%
800,512
+38,986
+5% +$1.72M
2013 Q2
35 quarters
NWL icon
683
Newell Brands
NWL
$2.4B
$35.7M 0.02%
1,666,049
+132,801
+9% +$3.07M
2013 Q2
35 quarters
CRH icon
684
CRH
CRH
$55.4B
$35.6M 0.02%
889,242
-283,074
-24% -$13.5M
2013 Q2
35 quarters
SPLK icon
685
DELISTED
Splunk Inc
SPLK
$35.4M 0.02%
238,466
+57,109
+31% +$6.99M
2013 Q2
35 quarters
VTRS icon
686
Viatris
VTRS
$21.1B
$35.4M 0.02%
3,252,587
-170,973
-5% -$2.25M
2013 Q2
35 quarters
TTM
687
DELISTED
Tata Motors Limited
TTM
$35.3M 0.02%
1,261,541
-2,439
-0.2% -$75.3K
2013 Q2
35 quarters
ZS icon
688
Zscaler
ZS
$33.8B
$35.1M 0.02%
145,388
+1,066
+0.7% +$262K
2018 Q4
13 quarters
CM icon
689
Canadian Imperial Bank of Commerce
CM
$102B
$35M 0.02%
575,916
+38,942
+7% +$2.46M
2013 Q2
35 quarters
MDB icon
690
MongoDB
MDB
$27.3B
$35M 0.02%
78,788
+5,975
+8% +$2.34M
2018 Q1
16 quarters
UMPQ
691
DELISTED
Umpqua Holdings Corp
UMPQ
$34.7M 0.02%
1,837,625
-158,763
-8% -$3.25M
2013 Q2
35 quarters
GXO icon
692
GXO Logistics
GXO
$5.34B
$34.6M 0.02%
485,504
+130,149
+37% +$10.4M
2021 Q3
2 quarters
AWF icon
693
AllianceBernstein Global High Income Fund
AWF
$826M
$34.6M 0.02%
3,097,634
+175,131
+6% +$1.96M
2019 Q3
10 quarters
SLM icon
694
SLM Corp
SLM
$4.11B
$34.6M 0.02%
1,885,558
-6,074
-0.3% -$115K
2013 Q2
35 quarters
AFB icon
695
AllianceBernstein National Municipal Income Fund
AFB
$284M
$34.6M 0.02%
2,747,154
+106,334
+4% +$1.42M
2017 Q2
19 quarters
FNF icon
696
Fidelity National Financial
FNF
$10.7B
$34.6M 0.02%
735,759
+58,142
+9% +$2.78M
2013 Q2
35 quarters
CCEP icon
697
Coca-Cola Europacific Partners
CCEP
$49.1B
$34.5M 0.02%
710,380
-26,800
-4% -$1.44M
2013 Q2
35 quarters
HOG icon
698
Harley-Davidson
HOG
$2.78B
$34.5M 0.02%
876,020
-3,235
-0.4% -$125K
2013 Q2
35 quarters
RRC icon
699
Range Resources
RRC
$10.1B
$34.5M 0.02%
1,134,350
-273,400
-19% -$6.24M
2013 Q2
35 quarters
FRT icon
700
Federal Realty Investment Trust
FRT
$9.21B
$34.5M 0.02%
+282,282
New +$34.8M
2022 Q1
0 quarters
26 27
28
29 30

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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.