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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 | |
|---|---|---|---|---|---|---|---|
3101
Magnachip Semiconductor
MX
$190M
| $495K | ﹤0.01% |
29,246
+3,146
| +12% | +$56.5K |
2020 Q2
7 quarters
|
|
|
CNVY
3102
DELISTED
Convey Health Solutions Holdings, Inc.
CNVY
| $494K | ﹤0.01% |
75,560
+39,554
| +110% | +$261K |
2021 Q4
1 quarter
|
|
|
PRVB
3103
DELISTED
Provention Bio, Inc. Common Stock
PRVB
| $492K | ﹤0.01% |
67,219
-93,183
| -58% | -$557K |
2021 Q2
3 quarters
|
|
3104
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$14B
| $490K | ﹤0.01% |
+8,820
| New | +$484K |
2022 Q1
0 quarters
|
|
3105
DELISTED
VOXX International Corporation Class A
VOXX
| $490K | ﹤0.01% |
+49,105
| New | +$524K |
2022 Q1
0 quarters
|
|
3106
Absci
ABSI
$1.42B
| $484K | ﹤0.01% |
57,359
+20,604
| +56% | +$162K |
2021 Q3
2 quarters
|
|
|
AMRS
3107
DELISTED
Amyris Inc.
AMRS
| $484K | ﹤0.01% |
111,040
+28,309
| +34% | +$127K |
2021 Q1
4 quarters
|
|
3108
Civista Bancshares
CIVB
$558M
| $483K | ﹤0.01% |
20,056
+3,461
| +21% | +$84.1K |
2020 Q2
7 quarters
|
|
3109
Farmers & Merchants Bancorp
FMAO
$483M
| $482K | ﹤0.01% |
+13,329
| New | +$444K |
2022 Q1
0 quarters
|
|
3110
KVH Industries
KVHI
$108M
| $481K | ﹤0.01% |
52,879
+7,067
| +15% | +$63.2K |
2013 Q3
34 quarters
|
|
3111
Tucows
TCX
$113M
| $481K | ﹤0.01% |
7,038
-2,996
| -30% | -$221K |
2020 Q2
7 quarters
|
|
|
KBAL
3112
DELISTED
Kimball International
KBAL
| $481K | ﹤0.01% |
56,911
+17,732
| +45% | +$168K |
2013 Q2
35 quarters
|
|
3113
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.48B
| $480K | ﹤0.01% |
+7,857
| New | +$487K |
2022 Q1
0 quarters
|
|
3114
DELISTED
First of Long Island Corp
FLIC
| $479K | ﹤0.01% |
24,601
-11,247
| -31% | -$242K |
2020 Q3
6 quarters
|
|
3115
DELISTED
Karuna Therapeutics, Inc. Common Stock
KRTX
| $478K | ﹤0.01% |
3,767
-1,949
| -34% | -$219K |
2020 Q4
5 quarters
|
|
3116
Global Water Resources
GWRS
$231M
| $474K | ﹤0.01% |
28,468
-3,253
| -10% | -$51K |
2018 Q1
16 quarters
|
|
3117
CuriosityStream
CURI
$156M
| $472K | ﹤0.01% |
162,862
+152,678
| +1,499% | +$612K |
2021 Q4
1 quarter
|
|
|
AUY
3118
DELISTED
Yamana Gold, Inc.
AUY
| $472K | ﹤0.01% |
84,659
-39,988
| -32% | -$189K |
2013 Q3
34 quarters
|
|
3119
Zevia
ZVIA
$87.3M
| $471K | ﹤0.01% |
+103,172
| New | +$718K |
2022 Q1
0 quarters
|
|
3120
German American Bancorp
GABC
$1.88B
| $470K | ﹤0.01% |
12,374
+76
| +0.6% | +$3.03K |
2019 Q1
12 quarters
|
|
|
ZY
3121
DELISTED
Zymergen Inc. Common Stock
ZY
| $470K | ﹤0.01% |
162,536
+86,287
| +113% | +$367K |
2021 Q4
1 quarter
|
|
3122
Angi Inc
ANGI
$253M
| $469K | ﹤0.01% |
8,269
+6,710
| +430% | +$489K |
2021 Q2
3 quarters
|
|
3123
Amplitude
AMPL
$1.84B
| $468K | ﹤0.01% |
25,390
+19,414
| +325% | +$590K |
2021 Q4
1 quarter
|
|
3124
Turtle Beach Corp
TBCH
$269M
| $468K | ﹤0.01% |
21,971
+2,579
| +13% | +$54K |
2021 Q1
4 quarters
|
|
|
FRGI
3125
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
| $467K | ﹤0.01% |
62,464
-19,740
| -24% | -$189K |
2013 Q2
35 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.