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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
ARQT icon
3226
Arcutis Biotherapeutics
ARQT
$3.58B
$350K ﹤0.01%
18,155
-4,049
-18% -$68.5K
2021 Q4
1 quarter
ORRF icon
3227
Orrstown Financial Services
ORRF
$819M
$347K ﹤0.01%
15,113
-19,123
-56% -$465K
2021 Q1
4 quarters
SPFI icon
3228
South Plains Financial
SPFI
$822M
$347K ﹤0.01%
13,046
+249
+2% +$7.05K
2021 Q4
1 quarter
FRG
3229
DELISTED
Franchise Group, Inc.
FRG
$347K ﹤0.01%
8,381
+2,250
+37% +$104K
2021 Q4
1 quarter
AZRE
3230
DELISTED
Azure Power Global Limited
AZRE
$346K ﹤0.01%
20,786
+10,511
+102% +$174K
2021 Q2
3 quarters
FRPH icon
3231
FRP Holdings
FRPH
$368M
$344K ﹤0.01%
11,898
-84
-0.7% -$2.39K
2021 Q1
4 quarters
DCBO icon
3232
Docebo
DCBO
$682M
$343K ﹤0.01%
6,611
+250
+4% +$12.8K
2021 Q3
2 quarters
NUVL icon
3233
DELISTED
Nuvalent
NUVL
$343K ﹤0.01%
24,675
+9,789
+66% +$142K
2021 Q4
1 quarter
ATOM icon
3234
Atomera
ATOM
$122M
$342K ﹤0.01%
26,201
-3,182
-11% -$47.6K
2021 Q2
3 quarters
VRN icon
3235
DELISTED
Veren
VRN
$341K ﹤0.01%
47,060
-1,861
-4% -$12.6K
2014 Q4
29 quarters
BW icon
3236
Babcock & Wilcox
BW
$697M
$339K ﹤0.01%
41,557
+21,089
+103% +$164K
2021 Q1
4 quarters
EAR
3237
DELISTED
Eargo, Inc. Common Stock
EAR
$338K ﹤0.01%
3,198
+1,230
+63% +$121K
2021 Q2
3 quarters
GQRE icon
3238
Northern Trust Global Quality Real Estate ETF
GQRE
$446M
$337K ﹤0.01%
+4,800
New +$332K
2022 Q1
0 quarters
FMBH icon
3239
First Mid Bancshares
FMBH
$1.32B
$336K ﹤0.01%
8,719
-760
-8% -$31.3K
2020 Q3
6 quarters
PVBC icon
3240
DELISTED
Provident Bancorp
PVBC
$336K ﹤0.01%
20,708
+1,910
+10% +$32.5K
2021 Q2
3 quarters
AEVA icon
3241
Aeva Technologies
AEVA
$710M
$335K ﹤0.01%
15,487
+514
+3% +$12.6K
2021 Q3
2 quarters
JBI icon
3242
Janus International
JBI
$574M
$335K ﹤0.01%
37,179
-3,037
-8% -$30.8K
2021 Q2
3 quarters
PRVA icon
3243
Privia Health
PRVA
$2.88B
$335K ﹤0.01%
12,536
-28,388
-69% -$670K
2021 Q2
3 quarters
MVIS icon
3244
Microvision
MVIS
$36.1M
$330K ﹤0.01%
4,711
+2,940
+166% +$174K
2021 Q2
3 quarters
SCHM icon
3245
Schwab US Mid-Cap ETF
SCHM
$14.4B
$330K ﹤0.01%
13,050
+936
+8% +$23.5K
2019 Q4
9 quarters
AXDX icon
3246
DELISTED
Accelerate Diagnostics
AXDX
$328K ﹤0.01%
22,790
+17,785
+355% +$506K
2016 Q1
24 quarters
BALY icon
3247
Bally's
BALY
$671M
$326K ﹤0.01%
10,596
+140
+1% +$4.72K
2020 Q4
5 quarters
ESGU icon
3248
iShares ESG Aware MSCI USA ETF
ESGU
$17.9B
$326K ﹤0.01%
3,219
+162
+5% +$16.2K
2021 Q3
2 quarters
FNLC icon
3249
First Bancorp
FNLC
$386M
$325K ﹤0.01%
10,806
-305
-3% -$9.53K
2015 Q1
28 quarters
DESP icon
3250
DELISTED
Despegar.com
DESP
$324K ﹤0.01%
26,551
+3,600
+16% +$40.5K
2021 Q2
3 quarters
128 129
130
131 132

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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.