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
BKLN icon
2726
Invesco Senior Loan ETF
BKLN
$6.78B
$1.13M ﹤0.01%
+51,759
New +$1.13M
ZIP icon
2727
ZipRecruiter
ZIP
$363M
$1.13M ﹤0.01%
49,014
-11,662
-19% -$253K
AMWL icon
2728
American Well
AMWL
$203M
$1.11M ﹤0.01%
13,239
-5,890
-31% -$497K
EWT icon
2729
iShares MSCI Taiwan ETF
EWT
$11.7B
$1.11M ﹤0.01%
18,023
-1,324
-7% -$84.8K
HFFG icon
2730
HF Foods Group
HFFG
$97M
$1.11M ﹤0.01%
166,314
-22,189
-12% -$154K
IHRT icon
2731
iHeartMedia
IHRT
$426M
$1.11M ﹤0.01%
58,465
-50,486
-46% -$1.01M
WTBA icon
2732
West Bancorporation
WTBA
$485M
$1.11M ﹤0.01%
40,670
-1,146
-3% -$33.9K
VYM icon
2733
Vanguard High Dividend Yield ETF
VYM
$82.8B
$1.1M ﹤0.01%
9,838
+5,717
+139% +$638K
CNYA icon
2734
iShares MSCI China A ETF
CNYA
$225M
$1.1M ﹤0.01%
+29,871
New +$1.19M
CTIC
2735
DELISTED
CTI BioPharma Corp. (DE) Common Stock
CTIC
$1.1M ﹤0.01%
+236,065
New +$704K
QUOT
2736
DELISTED
Quotient Technology Inc
QUOT
$1.1M ﹤0.01%
172,451
+22,804
+15% +$153K
VKTX icon
2737
Viking Therapeutics
VKTX
$3.75B
$1.1M ﹤0.01%
365,354
+154,978
+74% +$556K
IEI icon
2738
iShares 3-7 Year Treasury Bond ETF
IEI
$17.7B
$1.09M ﹤0.01%
8,962
-10,172
-53% -$1.28M
MDGL icon
2739
Madrigal Pharmaceuticals
MDGL
$12.3B
$1.09M ﹤0.01%
11,136
-7,480
-40% -$631K
UEIC icon
2740
Universal Electronics
UEIC
$58.2M
$1.09M ﹤0.01%
34,941
-2,158
-6% -$74.7K
XENT
2741
DELISTED
Intersect ENT, Inc
XENT
$1.09M ﹤0.01%
38,959
+20,191
+108% +$553K
PSN icon
2742
Parsons
PSN
$5.23B
$1.09M ﹤0.01%
28,163
+11,893
+73% +$405K
TVRD
2743
Tvardi Therapeutics
TVRD
$24.3M
$1.09M ﹤0.01%
2,492
-965
-28% -$396K
AVAH icon
2744
Aveanna Healthcare
AVAH
$2.91B
$1.09M ﹤0.01%
318,915
+87,074
+38% +$473K
DSKE
2745
DELISTED
Daseke, Inc. Common Stock
DSKE
$1.09M ﹤0.01%
+108,041
New +$1.17M
FOSL icon
2746
Fossil Group
FOSL
$316M
$1.09M ﹤0.01%
112,792
+30,516
+37% +$346K
RTL
2747
DELISTED
The Necessity Retail REIT, Inc. Class A Common Stock
RTL
$1.09M ﹤0.01%
137,411
-53,053
-28% -$430K
ATRS
2748
DELISTED
Antares Pharma, Inc.
ATRS
$1.09M ﹤0.01%
264,913
+95,334
+56% +$346K
DGII icon
2749
Digi International
DGII
$2.88B
$1.08M ﹤0.01%
50,284
+561
+1% +$12K
DOMO icon
2750
Domo
DOMO
$182M
$1.08M ﹤0.01%
21,348
+234
+1% +$10.6K
108 109
110
111 112

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.