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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
GTLB icon
3126
GitLab
GTLB
$8.73B
$462K ﹤0.01%
+8,479
New +$506K
2022 Q1
0 quarters
CANO
3127
DELISTED
Cano Health, Inc.
CANO
$462K ﹤0.01%
727
-102
-12% -$64.3K
2020 Q4
5 quarters
CEMB icon
3128
iShares JPMorgan EM Corporate Bond ETF
CEMB
$424M
$460K ﹤0.01%
9,904
-11,617
-54% -$561K
2021 Q3
2 quarters
CMBM icon
3129
DELISTED
Cambium Networks
CMBM
$460K ﹤0.01%
19,467
-11,916
-38% -$288K
2021 Q1
4 quarters
WOOF icon
3130
Petco
WOOF
$673M
$458K ﹤0.01%
23,392
-33,747
-59% -$631K
2021 Q3
2 quarters
PETQ icon
3131
DELISTED
PetIQ, Inc. Class A Common Stock
PETQ
$457K ﹤0.01%
18,717
+392
+2% +$8.25K
2018 Q3
14 quarters
ARIS icon
3132
DELISTED
Aris Water Solutions
ARIS
$455K ﹤0.01%
+24,982
New +$362K
2022 Q1
0 quarters
DLTH icon
3133
Duluth Holdings
DLTH
$154M
$455K ﹤0.01%
37,243
+2,574
+7% +$36K
2019 Q4
9 quarters
MMAT icon
3134
DELISTED
Meta Materials Inc. Common Stock
MMAT
$453K ﹤0.01%
2,712
+1,720
+173% +$320K
2021 Q2
3 quarters
EVC icon
3135
Entravision Communication
EVC
$586M
$452K ﹤0.01%
70,545
+456
+0.7% +$2.83K
2017 Q2
19 quarters
OFS icon
3136
OFS Capital
OFS
$52.5M
$450K ﹤0.01%
+34,650
New +$373K
2022 Q1
0 quarters
BVH
3137
DELISTED
Bluegreen Vacations Holding Corporation
BVH
$449K ﹤0.01%
15,179
+3,951
+35% +$120K
2021 Q2
3 quarters
DENN icon
3138
DELISTED
Denny's
DENN
$448K ﹤0.01%
31,341
-4,598
-13% -$70K
2013 Q2
35 quarters
INTA icon
3139
Intapp
INTA
$3.28B
$448K ﹤0.01%
+18,678
New +$408K
2022 Q1
0 quarters
SEER icon
3140
Seer Inc
SEER
$112M
$448K ﹤0.01%
29,405
+16,886
+135% +$261K
2021 Q3
2 quarters
FRSH icon
3141
Freshworks
FRSH
$3.57B
$445K ﹤0.01%
+24,818
New +$505K
2022 Q1
0 quarters
MCW icon
3142
DELISTED
Mister Car Wash
MCW
$445K ﹤0.01%
30,080
+18,841
+168% +$309K
2021 Q4
1 quarter
FRBK
3143
DELISTED
Republic First Bancorp Inc
FRBK
$445K ﹤0.01%
86,238
-15,501
-15% -$74.6K
2016 Q2
23 quarters
SOPA icon
3144
DELISTED
Society Pass
SOPA
$444K ﹤0.01%
+9,969
New +$640K
2022 Q1
0 quarters
INO icon
3145
Inovio Pharmaceuticals
INO
$104M
$442K ﹤0.01%
10,264
-1,075
-9% -$48.4K
2017 Q3
18 quarters
RM icon
3146
Regional Management Corp
RM
$320M
$442K ﹤0.01%
9,097
+2,693
+42% +$136K
2021 Q3
2 quarters
HBCP icon
3147
Home Bancorp
HBCP
$520M
$440K ﹤0.01%
+10,795
New +$440K
2022 Q1
0 quarters
AFIB icon
3148
DELISTED
Acutus Medical Inc
AFIB
$440K ﹤0.01%
316,477
-191,293
-38% -$409K
2021 Q2
3 quarters
BYM icon
3149
DELISTED
BlackRock Municipal Income Quality Trust
BYM
$438K ﹤0.01%
33,142
+2,152
+7% +$30.1K
2018 Q2
15 quarters
VLDR
3150
DELISTED
Velodyne Lidar, Inc. Common Stock
VLDR
$438K ﹤0.01%
171,112
-28,050
-14% -$95.9K
2021 Q2
3 quarters
124 125
126
127 128

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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.