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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
STRL icon
3076
Sterling Infrastructure
STRL
$12.8B
$528K ﹤0.01%
19,692
+64
+0.3% +$1.79K
2013 Q2
35 quarters
VDE icon
3077
Vanguard Energy ETF
VDE
$11.4B
$527K ﹤0.01%
4,921
-592
-11% -$57K
2021 Q1
4 quarters
MGI
3078
DELISTED
MoneyGram International, Inc. New
MGI
$527K ﹤0.01%
49,896
+2,974
+6% +$28.6K
2021 Q1
4 quarters
FLNA icon
3079
Filana Therapeutics
FLNA
$34M
$526K ﹤0.01%
14,159
-4,699
-25% -$199K
2021 Q1
4 quarters
SHBI icon
3080
Shore Bancshares
SHBI
$753M
$525K ﹤0.01%
25,645
-6,295
-20% -$129K
2018 Q4
13 quarters
AGX icon
3081
Argan
AGX
$4.88B
$524K ﹤0.01%
12,921
+5,200
+67% +$204K
2016 Q2
23 quarters
XMTR icon
3082
Xometry
XMTR
$5.23B
$521K ﹤0.01%
14,174
+8,300
+141% +$379K
2021 Q4
1 quarter
THRY icon
3083
Thryv Holdings
THRY
$52.4M
$520K ﹤0.01%
18,488
+1,588
+9% +$49.8K
2021 Q4
1 quarter
LUNG icon
3084
Pulmonx
LUNG
$76M
$518K ﹤0.01%
20,863
+12,398
+146% +$320K
2020 Q4
5 quarters
NATR icon
3085
Nature's Sunshine
NATR
$223M
$518K ﹤0.01%
30,783
+9,573
+45% +$169K
2019 Q3
10 quarters
SB icon
3086
Safe Bulkers
SB
$898M
$517K ﹤0.01%
108,593
-4,128
-4% -$16.8K
2021 Q1
4 quarters
LSAK icon
3087
Lesaka Technologies
LSAK
$382M
$516K ﹤0.01%
87,900
– –
2018 Q2
15 quarters
NRC icon
3088
NRC Health Common Stock
NRC
$449M
$513K ﹤0.01%
12,941
-348
-3% -$13.6K
2019 Q1
12 quarters
ASUR icon
3089
Asure Software
ASUR
$204M
$510K ﹤0.01%
85,648
+13,079
+18% +$90.9K
2018 Q2
15 quarters
ABUS icon
3090
Arbutus Biopharma
ABUS
$842M
$509K ﹤0.01%
170,798
+157,240
+1,160% +$481K
2021 Q4
1 quarter
NEV
3091
DELISTED
NUVEEN ENHANCED MUNICIPAL VALUE FUND
NEV
$507K ﹤0.01%
38,929
+16,194
+71% +$227K
2021 Q4
1 quarter
GPRK icon
3092
GeoPark
GPRK
$766M
$506K ﹤0.01%
33,851
+48
+0.1% +$676
2021 Q4
1 quarter
DLN icon
3093
WisdomTree US LargeCap Dividend Fund
DLN
$6.3B
$504K ﹤0.01%
7,676
+2,860
+59% +$185K
2020 Q4
5 quarters
PAR icon
3094
PAR Technology
PAR
$709M
$501K ﹤0.01%
12,409
-8,828
-42% -$362K
2020 Q2
7 quarters
HNST icon
3095
The Honest Company
HNST
$530M
$499K ﹤0.01%
95,848
+78,826
+463% +$475K
2021 Q4
1 quarter
AGRO icon
3096
Adecoagro
AGRO
$1.45B
$498K ﹤0.01%
41,240
+2,476
+6% +$22.8K
2018 Q3
14 quarters
GDYN icon
3097
Grid Dynamics Holdings
GDYN
$634M
$498K ﹤0.01%
35,389
-109,593
-76% -$2.24M
2021 Q3
2 quarters
TRUE icon
3098
DELISTED
TrueCar
TRUE
$497K ﹤0.01%
125,815
+48,380
+62% +$171K
2016 Q3
22 quarters
DHS icon
3099
WisdomTree US High Dividend Fund
DHS
$1.6B
$496K ﹤0.01%
5,628
-1,749
-24% -$149K
2019 Q3
10 quarters
ERO icon
3100
Ero Copper
ERO
$3.54B
$495K ﹤0.01%
33,803
+7,505
+29% +$104K
2021 Q3
2 quarters
122 123
124
125 126

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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.