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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
WSM icon
701
Williams-Sonoma
WSM
$29.5B
$34.4M 0.02%
474,658
+5,864
+1% +$444K
2013 Q2
35 quarters
YUMC icon
702
Yum China
YUMC
$15.2B
$34.3M 0.02%
826,838
+73,539
+10% +$3.46M
2016 Q4
21 quarters
RGLD icon
703
Royal Gold
RGLD
$20.2B
$34.3M 0.02%
242,955
-3,851
-2% -$450K
2013 Q2
35 quarters
HP icon
704
Helmerich & Payne
HP
$3.74B
$34.3M 0.02%
801,121
-73,006
-8% -$2.52M
2013 Q2
35 quarters
RPM icon
705
RPM International
RPM
$12.7B
$34.1M 0.02%
419,267
+22,792
+6% +$1.96M
2013 Q2
35 quarters
CBOE icon
706
Cboe Global Markets
CBOE
$32.9B
$34.1M 0.02%
298,297
-19,061
-6% -$2.26M
2013 Q2
35 quarters
GWRE icon
707
Guidewire Software
GWRE
$13.8B
$34M 0.02%
358,819
+15,495
+5% +$1.48M
2013 Q2
35 quarters
WCC icon
708
WESCO International
WCC
$16.6B
$33.9M 0.02%
260,614
-12,144
-4% -$1.52M
2013 Q2
35 quarters
MBB icon
709
iShares MBS ETF
MBB
$35.9B
$33.9M 0.02%
332,432
+308,305
+1,278% +$32.2M
2021 Q3
2 quarters
XPO icon
710
XPO
XPO
$21.9B
$33.9M 0.02%
782,891
+272,826
+53% +$11.4M
2013 Q4
33 quarters
DISCK
711
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$33.7M 0.02%
1,350,345
+207,588
+18% +$5.64M
2013 Q2
35 quarters
NYT icon
712
New York Times
NYT
$10.9B
$33.7M 0.02%
735,190
+23,907
+3% +$1.04M
2013 Q2
35 quarters
HUBB icon
713
Hubbell
HUBB
$24.4B
$33.6M 0.02%
182,948
+12,916
+8% +$2.42M
2015 Q4
25 quarters
NOK icon
714
Nokia
NOK
$51.2B
$33.6M 0.02%
6,147,287
-34,923
-0.6% -$193K
2013 Q2
35 quarters
SLGN icon
715
Silgan Holdings
SLGN
$3.99B
$33.5M 0.02%
724,949
+84,877
+13% +$3.68M
2013 Q2
35 quarters
DAR icon
716
Darling Ingredients
DAR
$9.68B
$33.5M 0.02%
416,648
+25,433
+7% +$1.77M
2013 Q2
35 quarters
B icon
717
Barrick Mining
B
$67.2B
$33.5M 0.02%
1,364,668
-697
-0.1% -$15K
2019 Q1
12 quarters
GLPI icon
718
Gaming and Leisure Properties
GLPI
$11.4B
$33.5M 0.02%
712,885
-17,188
-2% -$773K
2013 Q4
33 quarters
NVR icon
719
NVR
NVR
$15.8B
$33.4M 0.02%
7,471
+169
+2% +$861K
2014 Q4
29 quarters
WF icon
720
Woori Financial
WF
$17.2B
$33.2M 0.02%
881,310
+10,111
+1% +$365K
2015 Q1
28 quarters
ERIC icon
721
Ericsson
ERIC
$34.2B
$33.2M 0.02%
3,628,276
-274,529
-7% -$2.86M
2013 Q2
35 quarters
AEL icon
722
DELISTED
American Equity Investment Life Holding Company
AEL
$33M 0.02%
825,780
+20,908
+3% +$842K
2013 Q2
35 quarters
ZD icon
723
Ziff Davis
ZD
$1.96B
$32.9M 0.02%
339,569
+14,233
+4% +$1.46M
2013 Q2
35 quarters
ALLE icon
724
Allegion
ALLE
$13.3B
$32.8M 0.02%
298,601
+8,271
+3% +$981K
2013 Q4
33 quarters
JAZZ icon
725
Jazz Pharmaceuticals
JAZZ
$13.6B
$32.6M 0.02%
209,386
-2,239
-1% -$325K
2013 Q2
35 quarters
27 28
29
30 31

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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.