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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
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 | |
|---|---|---|---|---|---|---|---|
3051
PCB Bancorp
PCB
$392M
| $556K | ﹤0.01% |
24,242
-821
| -3% | -$19.1K |
2020 Q2
7 quarters
|
|
3052
CTO Realty Growth
CTO
$770M
| $554K | ﹤0.01% |
25,050
+7,518
| +43% | +$155K |
2021 Q1
4 quarters
|
|
3053
Lightspeed Commerce
LSPD
$1.37B
| $554K | ﹤0.01% |
18,193
+4,826
| +36% | +$144K |
2021 Q2
3 quarters
|
|
3054
Aldeyra Therapeutics
ALDX
$42.2M
| $553K | ﹤0.01% |
124,299
+95,942
| +338% | +$382K |
2019 Q3
10 quarters
|
|
3055
Citi Trends
CTRN
$406M
| $553K | ﹤0.01% |
18,041
+12,993
| +257% | +$607K |
2021 Q1
4 quarters
|
|
3056
New Mountain Finance
NMFC
$637M
| $552K | ﹤0.01% |
39,866
| – | – |
2018 Q4
13 quarters
|
|
3057
Barnes & Noble Education
BNED
$449M
| $551K | ﹤0.01% |
1,538
+964
| +168% | +$515K |
2015 Q3
26 quarters
|
|
3058
Pennant Park Investment Corp
PNNT
$199M
| $550K | ﹤0.01% |
70,728
+124
| +0.2% | +$916 |
2016 Q1
24 quarters
|
|
3059
NWPX Infrastructure Inc
NWPX
$941M
| $547K | ﹤0.01% |
21,508
-1,366
| -6% | -$39.3K |
2020 Q3
6 quarters
|
|
3060
Crawford & Co Class A
CRD.A
$596M
| $546K | ﹤0.01% |
72,263
+25,230
| +54% | +$191K |
2021 Q1
4 quarters
|
|
3061
Workhorse Group
WKHS
$28.9M
| $545K | ﹤0.01% |
36
-21
| -37% | -$232K |
2020 Q2
7 quarters
|
|
3062
Hooker Furnishings Corp
HOFT
$137M
| $541K | ﹤0.01% |
28,580
+7,016
| +33% | +$149K |
2019 Q3
10 quarters
|
|
3063
Franklin Master Intermediate Income Trust
PIM
$146M
| $539K | ﹤0.01% |
150,427
+6,743
| +5% | +$24.5K |
2021 Q1
4 quarters
|
|
3064
iShares MSCI USA Quality Factor ETF
QUAL
$48.5B
| $539K | ﹤0.01% |
4,000
+81
| +2% | +$10.8K |
2020 Q3
6 quarters
|
|
|
BDXB
3065
DELISTED
Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6.00% Mandatory Convertible Preferred Stock, Series B
BDXB
| $539K | ﹤0.01% |
10,199
-3,931
| -28% | -$210K |
2021 Q4
1 quarter
|
|
3066
UiPath
PATH
$6.7B
| $538K | ﹤0.01% |
24,941
+1,853
| +8% | +$62.4K |
2021 Q3
2 quarters
|
|
3067
iShares US Consumer Discretionary ETF
IYC
$1.22B
| $536K | ﹤0.01% |
+7,143
| New | +$537K |
2022 Q1
0 quarters
|
|
3068
Ribbon Communications
RBBN
$236M
| $535K | ﹤0.01% |
173,054
+38,244
| +28% | +$157K |
2019 Q2
11 quarters
|
|
3069
DoubleVerify
DV
$2.11B
| $534K | ﹤0.01% |
21,234
+7,049
| +50% | +$183K |
2021 Q2
3 quarters
|
|
3070
Inspired Entertainment
INSE
$86.2M
| $533K | ﹤0.01% |
43,346
| – | – |
2021 Q1
4 quarters
|
|
3071
CS Disco
LAW
$288M
| $532K | ﹤0.01% |
15,674
+9,766
| +165% | +$320K |
2021 Q4
1 quarter
|
|
3072
Pampa Energía
PAM
$4.35B
| $531K | ﹤0.01% |
22,479
+11
| +0% | +$228 |
2018 Q3
14 quarters
|
|
3073
Republic Airways Holdings
RJET
$751M
| $530K | ﹤0.01% |
8,024
+2,234
| +39% | +$160K |
2020 Q1
8 quarters
|
|
3074
Relmada Therapeutics
RLMD
$331M
| $529K | ﹤0.01% |
+19,618
| New | +$406K |
2022 Q1
0 quarters
|
|
|
PLM
3075
DELISTED
PolyMet Mining Corp.
PLM
| $529K | ﹤0.01% |
126,217
+71,695
| +131% | +$206K |
2021 Q2
3 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.