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
MGLN
3826
DELISTED
Magellan Health Services, Inc.
MGLN
– –
-88,346
Closed -$8.39M –
BMTC
3827
DELISTED
Bryn Mawr Bank Corp
BMTC
– –
-35,676
Closed -$1.61M –
ATH
3828
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
– –
-318,232
Closed -$26.5M –
ARD
3829
DELISTED
Ardagh Group S.A. Class A Common Shares
ARD
– –
-55,126
Closed -$1.24M –
GRUB
3830
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
– –
-980,397
Closed -$10.5M –
ZGNX
3831
DELISTED
Zogenix, Inc.
ZGNX
– –
-23,318
Closed -$379K –
TACO icon
3832
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
– –
-107,704
Closed -$1.34M –
JRO
3833
DELISTED
Nuveen Floating Rate Income Opportunty Fund
JRO
– –
-105,405
Closed -$1.07M –
BDSI
3834
DELISTED
BioDelivery Sciences International, Inc.
BDSI
– –
-696,175
Closed -$2.16M –
PSXP
3835
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
– –
-24,895
Closed -$898K –
STFC
3836
DELISTED
State Auto Financial Corp
STFC
– –
-58,670
Closed -$3.03M –
MBT
3837
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$0 ﹤0.01%
964,034
+221,574
+30% +$1.65M
2013 Q2
35 quarters
MTL
3838
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
– –
-11,525
Closed -$37K –
QIWI
3839
DELISTED
QIWI PLC
QIWI
$0 ﹤0.01%
235,879
+102,354
+77% +$757K
2014 Q4
29 quarters
IHC
3840
DELISTED
Independence Holding Company
IHC
– –
-13,415
Closed -$760K –
WBK
3841
DELISTED
Westpac Banking Corporation
WBK
– –
-5,689,483
Closed -$87.7M –
BBL
3842
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
– –
-659,733
Closed -$39.4M –
CIT
3843
DELISTED
CIT Group Inc.
CIT
– –
-475,777
Closed -$24.4M –
MNR icon
3844
DELISTED
Monmouth Real Estate Investment Corp
MNR
– –
-245,195
Closed -$5.15M –
STL
3845
DELISTED
Sterling Bancorp
STL
– –
-825,796
Closed -$21.3M –
HHR
3846
DELISTED
HeadHunter Group PLC American Depositary Shares
HHR
$0 ﹤0.01%
36,762
+4,284
+13% +$181K
2020 Q3
6 quarters
150 151 152 153
154

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.