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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
WBD icon
751
DELISTED
Warner Bros
WBD
$30.8M 0.02%
1,234,372
+111,313
+10% +$3.05M
2013 Q2
35 quarters
SNV icon
752
DELISTED
Synovus
SNV
$30.7M 0.02%
627,503
+8,301
+1% +$420K
2013 Q2
35 quarters
ORI icon
753
Old Republic International
ORI
$9.6B
$30.7M 0.02%
1,188,155
+59,943
+5% +$1.55M
2013 Q2
35 quarters
SGEN
754
DELISTED
Seagen Inc. Common Stock
SGEN
$30.7M 0.02%
213,180
-21,304
-9% -$2.88M
2013 Q2
35 quarters
STLA icon
755
Stellantis
STLA
$12.7B
$30.7M 0.02%
1,885,693
-983,765
-34% -$18M
2014 Q4
29 quarters
CMC icon
756
Commercial Metals
CMC
$7.19B
$30.6M 0.02%
734,664
+2,634
+0.4% +$98.9K
2013 Q2
35 quarters
MFC icon
757
Manulife Financial
MFC
$73.4B
$30.5M 0.02%
1,429,473
-8,265
-0.6% -$169K
2013 Q2
35 quarters
AM icon
758
Antero Midstream
AM
$9.8B
$30.5M 0.02%
2,805,881
-12,256
-0.4% -$124K
2019 Q1
12 quarters
WIT icon
759
Wipro
WIT
$19.3B
$30.5M 0.02%
7,901,210
+584,298
+8% +$2.3M
2013 Q2
35 quarters
OGE icon
760
OGE Energy
OGE
$9.8B
$30.5M 0.02%
746,847
+31,817
+4% +$1.21M
2013 Q2
35 quarters
HBI icon
761
DELISTED
Hanesbrands
HBI
$30.3M 0.02%
2,032,417
+711
+0% +$11.2K
2013 Q2
35 quarters
ICL icon
762
ICL Group
ICL
$6.41B
$30.3M 0.02%
2,506,432
+6,970
+0.3% +$73.8K
2014 Q4
29 quarters
PNR icon
763
Pentair
PNR
$8.53B
$30.2M 0.02%
556,585
+16,297
+3% +$986K
2013 Q2
35 quarters
OSK icon
764
Oshkosh
OSK
$7.84B
$30.1M 0.02%
298,895
-24,303
-8% -$2.73M
2013 Q2
35 quarters
ALLY icon
765
Ally Financial
ALLY
$11.5B
$30.1M 0.02%
691,582
-37,791
-5% -$1.78M
2014 Q2
31 quarters
BBWI icon
766
Bath & Body Works
BBWI
$4.06B
$30M 0.02%
628,668
-34,313
-5% -$1.85M
2013 Q2
35 quarters
GMAB icon
767
Genmab
GMAB
$22.8B
$29.8M 0.02%
823,618
+88,263
+12% +$3.03M
2019 Q3
10 quarters
OGN icon
768
Organon & Co
OGN
$3.61B
$29.7M 0.02%
849,347
+56,995
+7% +$1.95M
2021 Q2
3 quarters
LOGI icon
769
Logitech
LOGI
$15B
$29.6M 0.02%
401,431
+15,256
+4% +$1.18M
2018 Q1
16 quarters
PKX icon
770
POSCO
PKX
$16.6B
$29.6M 0.02%
499,278
+60,297
+14% +$3.56M
2013 Q2
35 quarters
PHG icon
771
Philips
PHG
$25.2B
$29.4M 0.02%
1,167,021
+307,860
+36% +$8.41M
2013 Q2
35 quarters
LYG icon
772
Lloyds Banking Group
LYG
$78.5B
$29.4M 0.02%
12,201,562
+2,557,088
+27% +$6.8M
2013 Q2
35 quarters
WMS icon
773
Advanced Drainage Systems
WMS
$9.7B
$29.3M 0.02%
246,709
+31,403
+15% +$3.73M
2015 Q3
26 quarters
MGY icon
774
Magnolia Oil & Gas
MGY
$6.82B
$29.2M 0.02%
1,235,390
+13,259
+1% +$291K
2018 Q3
14 quarters
EGP icon
775
EastGroup Properties
EGP
$10.6B
$29.1M 0.02%
143,103
-2,382
-2% -$471K
2013 Q2
35 quarters
29 30
31
32 33

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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.