We are live on ! Find out more
PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
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

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
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
SLP icon
2476
Simulations Plus
SLP
$373M
$1.8M ﹤0.01%
35,371
-4,006
-10% -$172K
GOGO icon
2477
Gogo Inc
GOGO
$346M
$1.8M ﹤0.01%
94,325
-627
-0.7% -$9.16K
BKD icon
2478
Brookdale Senior Living
BKD
$2.79B
$1.79M ﹤0.01%
254,348
+18,778
+8% +$115K
RMR icon
2479
The RMR Group
RMR
$323M
$1.79M ﹤0.01%
57,613
-3,120
-5% -$97.4K
LPG icon
2480
Dorian LPG
LPG
$2.48B
$1.79M ﹤0.01%
123,516
-3,170
-3% -$42K
CRMT icon
2481
America's Car Mart
CRMT
$15.1M
$1.79M ﹤0.01%
22,186
-272
-1% -$25.8K
FTI icon
2482
TechnipFMC
FTI
$28.5B
$1.78M ﹤0.01%
229,752
-80,824
-26% -$565K
MASS icon
2483
908 Devices
MASS
$410M
$1.78M ﹤0.01%
93,570
+29,392
+46% +$505K
CRK icon
2484
Comstock Resources
CRK
$3.85B
$1.77M ﹤0.01%
135,996
-51,350
-27% -$457K
TPIC
2485
DELISTED
TPI Composites
TPIC
$1.77M ﹤0.01%
126,206
+61,139
+94% +$780K
APPF icon
2486
AppFolio
APPF
$7.83B
$1.76M ﹤0.01%
15,594
-416
-3% -$47.9K
GSBC icon
2487
Great Southern Bancorp
GSBC
$863M
$1.76M ﹤0.01%
29,900
+207
+0.7% +$12.5K
ENIC icon
2488
Enel Chile
ENIC
$5.96B
$1.76M ﹤0.01%
1,114,635
-276,837
-20% -$496K
RPAY icon
2489
Repay Holdings
RPAY
$315M
$1.76M ﹤0.01%
119,258
+32,516
+37% +$537K
HNGR
2490
DELISTED
Hanger Inc.
HNGR
$1.75M ﹤0.01%
95,736
+15,931
+20% +$291K
SWTX
2491
DELISTED
SpringWorks Therapeutics
SWTX
$1.75M ﹤0.01%
31,048
+3,074
+11% +$176K
OSBC icon
2492
Old Second Bancorp
OSBC
$1.27B
$1.75M ﹤0.01%
120,697
-5,734
-5% -$80.3K
APPH
2493
DELISTED
AppHarvest, Inc. Common Stock
APPH
$1.74M ﹤0.01%
324,362
+234,880
+262% +$973K
ICFI icon
2494
ICF International
ICFI
$1.57B
$1.74M ﹤0.01%
18,489
+1,862
+11% +$175K
ONEM
2495
DELISTED
1Life Healthcare
ONEM
$1.74M ﹤0.01%
157,103
+66,838
+74% +$749K
IGA
2496
Voya Global Advantage and Premium Opportunity Fund
IGA
$164M
$1.74M ﹤0.01%
179,726
-1,009
-0.6% -$9.82K
LIND icon
2497
Lindblad Expeditions
LIND
$1.8B
$1.73M ﹤0.01%
114,761
-5,809
-5% -$93.4K
JRVR icon
2498
James River Group Holdings
JRVR
$178M
$1.73M ﹤0.01%
69,766
-12,174
-15% -$311K
MRUS
2499
DELISTED
Merus
MRUS
$1.73M ﹤0.01%
+65,268
New +$1.75M
IWS icon
2500
iShares Russell Mid-Cap Value ETF
IWS
$15B
$1.72M ﹤0.01%
14,413
-3,160
-18% -$372K
98 99
100
101 102

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.