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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
DB icon
726
Deutsche Bank
DB
$61.2B
$32.5M 0.02%
2,571,335
-250,201
-9% -$3.33M
2013 Q2
35 quarters
MT icon
727
ArcelorMittal
MT
$47.4B
$32.4M 0.02%
1,013,604
+113,523
+13% +$3.64M
2013 Q2
35 quarters
DASH icon
728
DoorDash
DASH
$82B
$32.4M 0.02%
276,556
+141,324
+105% +$15.3M
2020 Q4
5 quarters
MANH icon
729
Manhattan Associates
MANH
$13B
$32.4M 0.02%
233,506
+7,786
+3% +$1.04M
2013 Q2
35 quarters
VTIP icon
730
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$20.6B
$32.4M 0.02%
631,705
+76,284
+14% +$3.91M
2017 Q3
18 quarters
UHS icon
731
Universal Health Services
UHS
$10.9B
$32.3M 0.02%
223,019
+8,651
+4% +$1.2M
2013 Q2
35 quarters
SU icon
732
Suncor Energy
SU
$91.3B
$32.3M 0.02%
990,604
+41,785
+4% +$1.24M
2013 Q2
35 quarters
WSO icon
733
Watsco Inc
WSO
$12.2B
$32.1M 0.02%
105,252
+8,984
+9% +$2.56M
2014 Q4
29 quarters
UTHR icon
734
United Therapeutics
UTHR
$22.9B
$32M 0.02%
178,269
-7,042
-4% -$1.34M
2013 Q2
35 quarters
TTEK icon
735
Tetra Tech
TTEK
$8.89B
$31.9M 0.02%
965,680
+31,380
+3% +$966K
2013 Q2
35 quarters
APO icon
736
Apollo Global Management
APO
$65.4B
$31.8M 0.02%
+513,505
New +$33.8M
2022 Q1
0 quarters
VALE icon
737
Vale
VALE
$55.6B
$31.6M 0.02%
1,582,776
+83,935
+6% +$1.45M
2013 Q2
35 quarters
LQD icon
738
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$29.4B
$31.6M 0.02%
261,532
+258,778
+9,396% +$32.3M
2019 Q1
12 quarters
ELS icon
739
Equity Lifestyle Properties
ELS
$11.9B
$31.4M 0.02%
410,979
+57,109
+16% +$4.41M
2013 Q2
35 quarters
TKR icon
740
Timken Company
TKR
$7.79B
$31.4M 0.02%
517,558
-1,557
-0.3% -$103K
2013 Q2
35 quarters
TEF icon
741
DELISTED
Telefonica
TEF
$31.3M 0.02%
6,729,159
+311,984
+5% +$1.39M
2013 Q2
35 quarters
JLL icon
742
Jones Lang LaSalle
JLL
$14.1B
$31.3M 0.02%
130,593
+723
+0.6% +$176K
2013 Q2
35 quarters
SWN icon
743
DELISTED
Southwestern Energy Company
SWN
$31.3M 0.02%
4,359,484
+248,469
+6% +$1.25M
2013 Q2
35 quarters
NWSA icon
744
News Corp Class A
NWSA
$16.2B
$31.2M 0.02%
1,409,195
+196,053
+16% +$4.34M
2013 Q2
35 quarters
VST icon
745
Vistra
VST
$51B
$31M 0.02%
1,333,958
-56,522
-4% -$1.25M
2017 Q3
18 quarters
DLB icon
746
Dolby
DLB
$5.62B
$30.9M 0.02%
395,007
+96,654
+32% +$7.77M
2013 Q2
35 quarters
ALNY icon
747
Alnylam Pharmaceuticals
ALNY
$31B
$30.9M 0.02%
189,206
-16,492
-8% -$2.51M
2013 Q2
35 quarters
BKU icon
748
Bankunited
BKU
$2.99B
$30.9M 0.02%
702,176
-2,617
-0.4% -$113K
2013 Q2
35 quarters
ASX icon
749
ASE Group
ASX
$103B
$30.8M 0.02%
4,350,137
+829,001
+24% +$6.09M
2013 Q2
35 quarters
EEFT icon
750
Euronet Worldwide
EEFT
$2.43B
$30.8M 0.02%
236,663
+23,479
+11% +$2.98M
2013 Q2
35 quarters
28 29
30
31 32

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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.