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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
PTC icon
776
PTC
PTC
$21B
$29M 0.02%
269,663
+29,634
+12% +$3.33M
2013 Q2
35 quarters
GNTX icon
777
Gentex
GNTX
$4.43B
$29M 0.02%
995,169
+172,064
+21% +$5.35M
2013 Q2
35 quarters
EXPO icon
778
Exponent
EXPO
$3.42B
$29M 0.02%
268,626
+31,220
+13% +$3.01M
2013 Q2
35 quarters
MUR icon
779
Murphy Oil
MUR
$5.98B
$29M 0.02%
717,220
+18,005
+3% +$617K
2013 Q2
35 quarters
RGA icon
780
Reinsurance Group of America
RGA
$17.4B
$28.9M 0.02%
264,271
+20,417
+8% +$2.26M
2013 Q2
35 quarters
HXL icon
781
Hexcel
HXL
$6.82B
$28.9M 0.02%
485,712
+57,102
+13% +$3.15M
2013 Q2
35 quarters
STWD icon
782
Starwood Property Trust
STWD
$4.61B
$28.9M 0.02%
1,195,079
+77,096
+7% +$1.86M
2013 Q2
35 quarters
CBT icon
783
Cabot Corp
CBT
$3.84B
$28.8M 0.02%
420,461
+13,720
+3% +$905K
2013 Q2
35 quarters
CNO icon
784
CNO Financial Group
CNO
$5.06B
$28.6M 0.02%
1,141,288
+2,976
+0.3% +$73.8K
2013 Q2
35 quarters
M icon
785
Macy's
M
$6.27B
$28.6M 0.02%
1,173,192
-91,552
-7% -$2.35M
2013 Q2
35 quarters
WEX icon
786
WEX
WEX
$6.2B
$28.5M 0.02%
159,788
+8,802
+6% +$1.44M
2013 Q2
35 quarters
SNN icon
787
Smith & Nephew
SNN
$12.2B
$28.5M 0.02%
892,490
+82,487
+10% +$2.77M
2013 Q2
35 quarters
NDSN icon
788
Nordson
NDSN
$18B
$28.4M 0.02%
125,284
-728
-0.6% -$167K
2013 Q2
35 quarters
NVST icon
789
Envista
NVST
$3.68B
$28.4M 0.01%
582,477
+76,351
+15% +$3.52M
2019 Q4
9 quarters
ROL icon
790
Rollins
ROL
$16.1B
$28.3M 0.01%
808,219
+230,861
+40% +$7.49M
2013 Q2
35 quarters
MTDR icon
791
Matador Resources
MTDR
$7.12B
$28.3M 0.01%
533,877
-26,621
-5% -$1.26M
2014 Q1
32 quarters
WOLF icon
792
Wolfspeed
WOLF
$1.23B
$28.2M 0.01%
247,804
+52,109
+27% +$5.25M
2013 Q2
35 quarters
GT icon
793
Goodyear
GT
$1.24B
$28.2M 0.01%
1,972,158
-89,353
-4% -$1.59M
2013 Q2
35 quarters
AEG icon
794
Aegon
AEG
$12.3B
$28.1M 0.01%
5,546,174
+289,185
+6% +$1.46M
2013 Q2
35 quarters
POR icon
795
Portland General Electric
POR
$5.19B
$28M 0.01%
507,099
+11,893
+2% +$626K
2013 Q2
35 quarters
CXT icon
796
Crane NXT
CXT
$3.15B
$27.7M 0.01%
735,481
-36,537
-5% -$1.32M
2013 Q2
35 quarters
AMG icon
797
Affiliated Managers Group
AMG
$9.9B
$27.6M 0.01%
195,882
+10,539
+6% +$1.51M
2013 Q2
35 quarters
RRX icon
798
Regal Rexnord
RRX
$10.3B
$27.6M 0.01%
185,205
+13,544
+8% +$2.17M
2013 Q2
35 quarters
DELL icon
799
Dell
DELL
$287B
$27.4M 0.01%
545,907
+41,330
+8% +$2.31M
2016 Q3
22 quarters
OC icon
800
Owens Corning
OC
$8.92B
$27.4M 0.01%
299,224
+2,494
+0.8% +$229K
2013 Q2
35 quarters
30 31
32
33 34

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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.