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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
YPF icon
3026
YPF Sociedad Anonima ADS
YPF
$20.4B
$586K ﹤0.01%
121,426
-30,061
-20% -$129K
2018 Q3
14 quarters
AHCO icon
3027
AdaptHealth
AHCO
$803M
$584K ﹤0.01%
36,421
+4,305
+13% +$77.4K
2020 Q1
8 quarters
DSM icon
3028
BNY Mellon Strategic Municipal Bond Fund
DSM
$261M
$582K ﹤0.01%
82,328
+66,207
+411% +$493K
2020 Q1
8 quarters
SPYV icon
3029
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.8B
$582K ﹤0.01%
+13,950
New +$575K
2022 Q1
0 quarters
DON icon
3030
WisdomTree US MidCap Dividend Fund
DON
$3.88B
$580K ﹤0.01%
+13,059
New +$571K
2022 Q1
0 quarters
TIL icon
3031
Instil Bio
TIL
$40.1M
$579K ﹤0.01%
2,694
+792
+42% +$185K
2021 Q2
3 quarters
HPK icon
3032
HighPeak Energy
HPK
$1.33B
$576K ﹤0.01%
25,949
+14,205
+121% +$279K
2021 Q4
1 quarter
REVG icon
3033
DELISTED
REV Group
REVG
$574K ﹤0.01%
42,858
+4,419
+11% +$60.3K
2018 Q2
15 quarters
VMD icon
3034
Viemed Healthcare
VMD
$361M
$573K ﹤0.01%
115,086
-69,699
-38% -$324K
2020 Q3
6 quarters
VOT icon
3035
Vanguard Morningstar Mid-Cap Growth ETF
VOT
$18.9B
$573K ﹤0.01%
2,572
+1,274
+98% +$281K
2021 Q4
1 quarter
SNCY icon
3036
DELISTED
Sun Country Airlines
SNCY
$571K ﹤0.01%
21,797
+9,408
+76% +$245K
2021 Q3
2 quarters
SIGA icon
3037
SIGA Technologies
SIGA
$228M
$570K ﹤0.01%
80,367
-12,264
-13% -$82.1K
2018 Q4
13 quarters
LVLU icon
3038
Lulu's Fashion Lounge
LVLU
$44M
$569K ﹤0.01%
5,597
+4,836
+635% +$631K
2021 Q4
1 quarter
MITK icon
3039
Mitek Systems
MITK
$727M
$565K ﹤0.01%
38,535
+5,567
+17% +$85.2K
2019 Q1
12 quarters
HYFM icon
3040
Hydrofarm Holdings
HYFM
$3.74M
$564K ﹤0.01%
3,723
+2,994
+411% +$559K
2021 Q3
2 quarters
IUSG icon
3041
iShares Core S&P US Growth ETF
IUSG
$33.3B
$564K ﹤0.01%
5,334
+1,374
+35% +$143K
2019 Q4
9 quarters
ARQ icon
3042
Arq
ARQ
$78.2M
$564K ﹤0.01%
90,633
-43,487
-32% -$276K
2018 Q2
15 quarters
MLR icon
3043
Miller Industries
MLR
$584M
$563K ﹤0.01%
20,003
-2,738
-12% -$84.3K
2017 Q2
19 quarters
BFLY icon
3044
Butterfly Network
BFLY
$1.93B
$562K ﹤0.01%
117,965
-85,138
-42% -$467K
2021 Q3
2 quarters
GHL
3045
DELISTED
Greenhill & Co., Inc.
GHL
$562K ﹤0.01%
36,358
+6,706
+23% +$118K
2013 Q2
35 quarters
CERS icon
3046
Cerus
CERS
$439M
$560K ﹤0.01%
101,983
-8,584
-8% -$47.5K
2014 Q3
30 quarters
ZIM icon
3047
ZIM Integrated Shipping Services
ZIM
$3.52B
$560K ﹤0.01%
7,696
+3,549
+86% +$246K
2021 Q3
2 quarters
VHC icon
3048
VirnetX Holding Corp
VHC
$42.5M
$559K ﹤0.01%
17,146
+9,506
+124% +$388K
2019 Q2
11 quarters
RAD
3049
DELISTED
Rite Aid Corporation
RAD
$559K ﹤0.01%
63,916
-13,736
-18% -$144K
2013 Q2
35 quarters
POWL icon
3050
Powell Industries
POWL
$6.02B
$558K ﹤0.01%
86,274
-164,553
-66% -$1.35M
2013 Q2
35 quarters
120 121
122
123 124

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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.