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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
(-2.7%)
Cap. Flow
+$4.62B
Cap. Flow % of AUM
Cap. Flow %
2.43%
Top 10 Holdings %
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 |
Microsoft
MSFT
|
+$329M |
| 2 |
Shell
SHEL
|
+$218M |
| 3 |
Apple
AAPL
|
+$215M |
| 4 |
Advanced Micro Devices
AMD
|
+$206M |
| 5 |
Berkshire Hathaway Class B
BRK.B
|
+$153M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Core S&P 500 ETF
IVV
|
+$679M |
| 2 |
Vanguard S&P 500 ETF
VOO
|
+$210M |
| 3 |
Meta Platforms (Facebook)
META
|
+$178M |
| 4 |
XLNX
Xilinx Inc
XLNX
|
+$175M |
| 5 |
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 | |
|---|---|---|---|---|---|---|---|
3001
Anika Therapeutics
ANIK
$267M
| $611K | ﹤0.01% |
24,317
-3,133
| -11% | -$95.5K |
2013 Q4
33 quarters
|
|
3002
4D Molecular Therapeutics
FDMT
$671M
| $611K | ﹤0.01% |
40,381
+3,431
| +9% | +$53.9K |
2020 Q4
5 quarters
|
|
3003
DELISTED
Inotiv
NOTV
| $611K | ﹤0.01% |
23,353
+17,878
| +327% | +$502K |
2021 Q4
1 quarter
|
|
3004
Utz Brands
UTZ
$1.27B
| $611K | ﹤0.01% |
41,346
-827
| -2% | -$12.9K |
2020 Q3
6 quarters
|
|
3005
Daktronics
DAKT
$876M
| $609K | ﹤0.01% |
158,605
+14,435
| +10% | +$66.3K |
2013 Q2
35 quarters
|
|
3006
Vital Farms
VITL
$361M
| $609K | ﹤0.01% |
49,305
-23,035
| -32% | -$346K |
2021 Q3
2 quarters
|
|
3007
DELISTED
Informatica
INFA
| $607K | ﹤0.01% |
30,771
+2,879
| +10% | +$69.2K |
2021 Q4
1 quarter
|
|
3008
Rush Enterprises Class B
RUSHB
$6.7B
| $607K | ﹤0.01% |
28,265
+1,888
| +7% | +$41.8K |
2020 Q4
5 quarters
|
|
3009
Braskem
BAK
$661M
| $606K | ﹤0.01% |
32,487
+1,186
| +4% | +$22.5K |
2013 Q2
35 quarters
|
|
3010
BRT Apartments
BRT
$255M
| $606K | ﹤0.01% |
25,297
+1,039
| +4% | +$23.4K |
2019 Q1
12 quarters
|
|
3011
iShares US Telecommunications ETF
IYZ
$966M
| $604K | ﹤0.01% |
20,206
+12,459
| +161% | +$380K |
2021 Q4
1 quarter
|
|
3012
Opko Health
OPK
$1.14B
| $604K | ﹤0.01% |
175,466
-60,865
| -26% | -$215K |
2013 Q2
35 quarters
|
|
3013
Energy Transfer Partners
ET
$69.8B
| $603K | ﹤0.01% |
53,886
-187,106
| -78% | -$1.86M |
2018 Q4
13 quarters
|
|
3014
Forestar Group
FOR
$1.31B
| $603K | ﹤0.01% |
33,979
+18,729
| +123% | +$351K |
2021 Q1
4 quarters
|
|
3015
Laureate Education
LAUR
$5.32B
| $601K | ﹤0.01% |
50,703
+3,226
| +7% | +$39.1K |
2017 Q2
19 quarters
|
|
3016
iShares MSCI Thailand ETF
THD
$428M
| $600K | ﹤0.01% |
7,690
-531
| -6% | -$41.2K |
2016 Q1
24 quarters
|
|
3017
Ouster
OUST
$2.05B
| $599K | ﹤0.01% |
13,305
+8,389
| +171% | +$310K |
2021 Q3
2 quarters
|
|
3018
Arcos Dorados Holdings
ARCO
$1.67B
| $598K | ﹤0.01% |
73,495
+4,486
| +7% | +$30.9K |
2017 Q4
17 quarters
|
|
3019
Tredegar Corp
TG
$273M
| $597K | ﹤0.01% |
49,832
+12,751
| +34% | +$151K |
2013 Q2
35 quarters
|
|
3020
DELISTED
Paragon 28, Inc.
FNA
| $596K | ﹤0.01% |
35,587
+6,628
| +23% | +$107K |
2021 Q4
1 quarter
|
|
3021
Codexis
CDXS
$136M
| $593K | ﹤0.01% |
28,765
-12,526
| -30% | -$259K |
2017 Q3
18 quarters
|
|
3022
iShares MSCI China ETF
MCHI
$5.86B
| $593K | ﹤0.01% |
11,217
-946
| -8% | -$55.7K |
2021 Q4
1 quarter
|
|
3023
Acacia Research
ACTG
$413M
| $590K | ﹤0.01% |
130,774
-9,113
| -7% | -$38.3K |
2013 Q2
35 quarters
|
|
3024
DELISTED
BlackRock Municipal Income Trust II
BLE
| $588K | ﹤0.01% |
+47,725
| New | +$652K |
2022 Q1
0 quarters
|
|
3025
Vanguard Materials ETF
VAW
$3.23B
| $587K | ﹤0.01% |
3,024
-100
| -3% | -$18.7K |
2021 Q1
4 quarters
|
|
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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.