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
WEBR
2901
DELISTED
Weber Inc.
WEBR
$765K ﹤0.01%
+77,803
New +$838K
WARR.U
2902
DELISTED
Warrior Technologies Acquisition Company Units,eachconsistingofoneshare ofClassAcommonstockandone-halfofone warrant
WARR.U
$758K ﹤0.01%
75,954
+224
+0.3% +$2.24K
SSYS icon
2903
Stratasys
SSYS
$678M
$756K ﹤0.01%
29,786
+15,245
+105% +$368K
OMAB icon
2904
Grupo Aeroportuario Centro Norte
OMAB
$4.86B
$754K ﹤0.01%
12,638
+436
+4% +$24.2K
VOE icon
2905
Vanguard Morningstar Mid-Cap Value ETF
VOE
$24.3B
$753K ﹤0.01%
5,028
+1,900
+61% +$279K
FDN icon
2906
First Trust Dow Jones Internet Index Fund ETF
FDN
$5.43B
$750K ﹤0.01%
3,990
-1,472
-27% -$280K
RBB icon
2907
RBB Bancorp
RBB
$444M
$748K ﹤0.01%
31,838
+1,551
+5% +$39.8K
AKTS
2908
DELISTED
Akoustis Technologies Inc
AKTS
$748K ﹤0.01%
115,151
+53,220
+86% +$317K
THR
2909
DELISTED
Thermon Group Holdings
THR
$746K ﹤0.01%
46,053
-428
-0.9% -$7.44K
BRW
2910
Saba Capital Income & Opportunities Fund
BRW
$332M
$744K ﹤0.01%
+82,354
New +$738K
ORC
2911
Orchid Island Capital
ORC
$1.33B
$744K ﹤0.01%
45,758
+13,166
+40% +$248K
SGHT icon
2912
Sight Sciences
SGHT
$471M
$744K ﹤0.01%
64,348
+40,456
+169% +$623K
LILA icon
2913
Liberty Latin America Class A
LILA
$1.68B
$742K ﹤0.01%
112,590
-19,556
-15% -$141K
TDAY
2914
USA Today Co
TDAY
$931M
$741K ﹤0.01%
164,386
-43,194
-21% -$219K
GLRE icon
2915
Greenlight Captial
GLRE
$502M
$740K ﹤0.01%
104,693
+28,840
+38% +$210K
OLMA icon
2916
Olema Pharmaceuticals
OLMA
$899M
$740K ﹤0.01%
173,761
+134,474
+342% +$741K
CODI icon
2917
Compass Diversified
CODI
$861M
$739K ﹤0.01%
31,105
-12,288
-28% -$307K
JAMF
2918
DELISTED
Jamf
JAMF
$737K ﹤0.01%
21,175
-2,804
-12% -$95.2K
HLMN icon
2919
Hillman Solutions
HLMN
$1.51B
$736K ﹤0.01%
61,979
+27,072
+78% +$266K
JOUT icon
2920
Johnson Outdoors
JOUT
$481M
$736K ﹤0.01%
9,475
+3,978
+72% +$335K
THFF icon
2921
First Financial Corp
THFF
$942M
$733K ﹤0.01%
16,925
+3,601
+27% +$163K
FLNC icon
2922
Fluence Energy
FLNC
$1.56B
$730K ﹤0.01%
55,680
+34,791
+167% +$583K
FRBA icon
2923
First Bank
FRBA
$443M
$730K ﹤0.01%
51,302
-7,387
-13% -$106K
ERF
2924
DELISTED
Enerplus Corporation
ERF
$729K ﹤0.01%
57,427
-9,422
-14% -$114K
PZN
2925
DELISTED
Pzena Investment Management, Inc. Class A
PZN
$727K ﹤0.01%
90,708
+31,155
+52% +$284K
115 116
117
118 119

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.