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
PCT icon
3326
PureCycle Technologies
PCT
$1.31B
$270K ﹤0.01%
+33,722
New +$246K
NGM
3327
DELISTED
NGM Biopharmaceuticals, Inc. Common Stock
NGM
$269K ﹤0.01%
17,629
-857
-5% -$13.4K
KLXE icon
3328
KLX Energy Services
KLXE
$32.7M
$267K ﹤0.01%
51,722
+1,957
+4% +$11.9K
SCPL
3329
DELISTED
SciPlay Corporation Class A Common Stock
SCPL
$267K ﹤0.01%
+20,704
New +$262K
VBK icon
3330
Vanguard Morningstar Small-Cap Growth ETF
VBK
$24B
$264K ﹤0.01%
1,065
-250
-19% -$61.6K
ALEC icon
3331
Alector
ALEC
$261M
$262K ﹤0.01%
18,383
-65,503
-78% -$1.04M
MPX
3332
DELISTED
Marine Products Corp
MPX
$262K ﹤0.01%
22,644
-2,353
-9% -$28.4K
SCHV
3333
Schwab US Large-Cap Value ETF
SCHV
$15.8B
$262K ﹤0.01%
11,007
-261,663
-96% -$6.19M
FOA icon
3334
Finance of America Companies
FOA
$166M
$261K ﹤0.01%
8,572
-767
-8% -$26.7K
BIP icon
3335
Brookfield Infrastructure Partners
BIP
$17.5B
$258K ﹤0.01%
5,847
-333
-5% -$13.4K
FSBW icon
3336
FS Bancorp
FSBW
$337M
$258K ﹤0.01%
8,326
+2,361
+40% +$76.8K
FT
3337
Franklin Universal Trust
FT
$194M
$258K ﹤0.01%
+31,905
New +$261K
SHI
3338
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
$258K ﹤0.01%
12,583
-9,167
-42% -$202K
MVBF icon
3339
MVB Financial
MVBF
$395M
$256K ﹤0.01%
6,177
-74
-1% -$2.97K
NEUE
3340
DELISTED
NeueHealth
NEUE
$256K ﹤0.01%
1,657
+1,476
+815% +$328K
SQSP
3341
DELISTED
Squarespace, Inc.
SQSP
$255K ﹤0.01%
+9,957
New +$284K
GOSS icon
3342
Gossamer Bio
GOSS
$83.2M
$254K ﹤0.01%
29,249
-6,597
-18% -$63.6K
KIDS icon
3343
OrthoPediatrics
KIDS
$617M
$254K ﹤0.01%
4,713
-346
-7% -$17.7K
PKOH icon
3344
Park-Ohio Holdings
PKOH
$663M
$254K ﹤0.01%
18,028
-11,203
-38% -$202K
HEDJ icon
3345
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.85B
$253K ﹤0.01%
6,868
-5,320
-44% -$202K
YMAB
3346
DELISTED
Y-mAbs Therapeutics
YMAB
$253K ﹤0.01%
21,265
+6,131
+41% +$63K
MTTR
3347
DELISTED
Matterport, Inc. Class A Common Stock
MTTR
$253K ﹤0.01%
+31,207
New +$296K
HIFS icon
3348
Hingham Institution for Saving
HIFS
$650M
$252K ﹤0.01%
735
+112
+18% +$41.3K
IESC icon
3349
IES Holdings
IESC
$12.3B
$251K ﹤0.01%
12,498
-1,162
-9% -$26.2K
VIOO icon
3350
Vanguard S&P Small-Cap 600 ETF
VIOO
$4.23B
$250K ﹤0.01%
+2,524
New +$250K
132 133
134
135 136

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.