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
Avg Time Held
21.7 quarters
Top 10 Avg Time Held
15.7 quarters
Top 20 Avg Time Held
17.5 quarters

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
FVD icon
3201
First Trust Value Line Dividend Fund
FVD
$7.69B
$380K ﹤0.01%
8,975
+340
+4% +$14.1K
2018 Q4
13 quarters
MTRX icon
3202
Matrix Service
MTRX
$296M
$379K ﹤0.01%
46,123
-88,940
-66% -$672K
2013 Q2
35 quarters
TIGO icon
3203
Millicom
TIGO
$13.5B
$379K ﹤0.01%
15,020
-539
-3% -$13.9K
2019 Q2
11 quarters
OSG icon
3204
Octave Specialty Group
OSG
$211M
$378K ﹤0.01%
36,388
-28,739
-44% -$389K
2015 Q2
27 quarters
BGFV icon
3205
DELISTED
Big 5 Sporting Goods
BGFV
$378K ﹤0.01%
22,049
+9,954
+82% +$177K
2021 Q4
1 quarter
GNOG
3206
DELISTED
Golden Nugget Online Gaming, Inc. Class A Common Stock
GNOG
$378K ﹤0.01%
53,200
+29,772
+127% +$230K
2021 Q2
3 quarters
BMRC icon
3207
Bank of Marin Bancorp
BMRC
$433M
$376K ﹤0.01%
10,731
-1,066
-9% -$38.9K
2018 Q1
16 quarters
CO
3208
DELISTED
Global Cord Blood Corporation
CO
$376K ﹤0.01%
97,700
+64,391
+193% +$267K
2014 Q4
29 quarters
BBW icon
3209
Build-A-Bear
BBW
$315M
$375K ﹤0.01%
20,500
+2,196
+12% +$41.5K
2020 Q1
8 quarters
DGICA icon
3210
Donegal Group Class A
DGICA
$677M
$374K ﹤0.01%
27,891
+2,084
+8% +$29.1K
2019 Q2
11 quarters
CBNK icon
3211
Capital Bancorp
CBNK
$634M
$372K ﹤0.01%
+16,273
New +$399K
2022 Q1
0 quarters
EVI icon
3212
EVI Industries
EVI
$240M
$371K ﹤0.01%
19,964
+1,704
+9% +$37.1K
2020 Q2
7 quarters
FUTY icon
3213
Fidelity MSCI Utilities Index ETF
FUTY
$2.23B
$370K ﹤0.01%
7,730
+1,977
+34% +$88.5K
2021 Q4
1 quarter
LMNR icon
3214
Limoneira
LMNR
$221M
$370K ﹤0.01%
25,200
-4,566
-15% -$66.4K
2020 Q2
7 quarters
QTRX icon
3215
Quanterix
QTRX
$149M
$369K ﹤0.01%
12,632
+4,154
+49% +$127K
2020 Q2
7 quarters
GOOS icon
3216
Canada Goose Holdings
GOOS
$772M
$366K ﹤0.01%
+13,890
New +$399K
2022 Q1
0 quarters
SNDX icon
3217
Syndax Pharmaceuticals
SNDX
$1.48B
$365K ﹤0.01%
20,981
-6,845
-25% -$115K
2019 Q1
12 quarters
MGNX icon
3218
MacroGenics
MGNX
$237M
$364K ﹤0.01%
41,280
+2,728
+7% +$30.1K
2017 Q2
19 quarters
SFT
3219
DELISTED
Shift Technologies, Inc. Class A Common Stock
SFT
$363K ﹤0.01%
16,488
+11,481
+229% +$255K
2021 Q4
1 quarter
ERII icon
3220
Energy Recovery
ERII
$350M
$362K ﹤0.01%
17,967
+709
+4% +$13.8K
2020 Q4
5 quarters
TGS icon
3221
Transportadora de Gas del Sur
TGS
$3.94B
$361K ﹤0.01%
51,522
-14
-0% -$75
2018 Q3
14 quarters
ESMT
3222
DELISTED
EngageSmart, Inc.
ESMT
$361K ﹤0.01%
+16,923
New +$351K
2022 Q1
0 quarters
MANU icon
3223
Manchester United
MANU
$3.59B
$356K ﹤0.01%
24,602
+4,948
+25% +$67.3K
2019 Q3
10 quarters
IYH icon
3224
iShares US Healthcare ETF
IYH
$4.08B
$353K ﹤0.01%
+6,105
New +$341K
2022 Q1
0 quarters
DNUT icon
3225
Krispy Kreme
DNUT
$526M
$351K ﹤0.01%
23,656
+4,735
+25% +$71K
2021 Q4
1 quarter
127 128
129
130 131

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.