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
NVCR icon
1026
NovoCure
NVCR
$2.08B
$17.8M 0.01%
215,042
+90,520
+73% +$6.67M
FSLR icon
1027
First Solar
FSLR
$22B
$17.8M 0.01%
212,282
+12,215
+6% +$935K
SIGI icon
1028
Selective Insurance
SIGI
$5.51B
$17.8M 0.01%
198,915
+2,672
+1% +$217K
SQM icon
1029
Sociedad Química y Minera de Chile
SQM
$22.5B
$17.8M 0.01%
207,619
+4,863
+2% +$311K
BFAM icon
1030
Bright Horizons
BFAM
$3.64B
$17.8M 0.01%
133,906
+8,535
+7% +$1.11M
KRG icon
1031
Kite Realty
KRG
$5.21B
$17.8M 0.01%
779,883
-113,047
-13% -$2.46M
PHI icon
1032
PLDT
PHI
$3.92B
$17.8M 0.01%
505,169
+34,834
+7% +$1.24M
TWNK
1033
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
$17.7M 0.01%
807,571
-122,272
-13% -$2.54M
SPB icon
1034
Spectrum Brands
SPB
$2.04B
$17.7M 0.01%
199,010
+55,876
+39% +$5.14M
ROKU icon
1035
Roku
ROKU
$23.4B
$17.6M 0.01%
140,231
-35,104
-20% -$5.15M
EVR icon
1036
Evercore
EVR
$11.2B
$17.5M 0.01%
157,516
+4,464
+3% +$549K
BHF icon
1037
Brighthouse Financial
BHF
$3.05B
$17.5M 0.01%
339,406
+24,219
+8% +$1.29M
ALSN icon
1038
Allison Transmission
ALSN
$10.4B
$17.5M 0.01%
446,524
+26,948
+6% +$1.06M
LPX icon
1039
Louisiana-Pacific
LPX
$4.98B
$17.5M 0.01%
282,172
+22,025
+8% +$1.52M
AIRC
1040
DELISTED
Apartment Income REIT Corp.
AIRC
$17.5M 0.01%
327,594
+6,800
+2% +$359K
RUN icon
1041
Sunrun
RUN
$2.11B
$17.5M 0.01%
575,014
+317,319
+123% +$8.85M
LXP icon
1042
LXP Industrial Trust
LXP
$3.58B
$17.4M 0.01%
221,326
+16,204
+8% +$1.22M
KBR icon
1043
KBR
KBR
$4.79B
$17.3M 0.01%
316,914
+85,335
+37% +$4.15M
LSCC icon
1044
Lattice Semiconductor
LSCC
$16.2B
$17.3M 0.01%
284,233
+23,972
+9% +$1.44M
BMRN icon
1045
BioMarin Pharmaceuticals
BMRN
$12.5B
$17.3M 0.01%
224,642
-11,496
-5% -$962K
SFM icon
1046
Sprouts Farmers Market
SFM
$7.6B
$17.3M 0.01%
541,364
+82,988
+18% +$2.48M
PPLI
1047
People Inc
PPLI
$2.91B
$17.3M 0.01%
210,084
-11,283
-5% -$1.1M
RNG icon
1048
RingCentral
RNG
$5.79B
$17.3M 0.01%
147,263
+17,542
+14% +$2.58M
WLY icon
1049
John Wiley & Sons Class A
WLY
$2.73B
$17.3M 0.01%
325,476
-77,558
-19% -$4.07M
IIPR icon
1050
Innovative Industrial Properties
IIPR
$1.55B
$17.3M 0.01%
84,000
+5,684
+7% +$1.12M
40 41
42
43 44

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.