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
EXAS
1201
DELISTED
Exact Sciences
EXAS
$13M 0.01%
186,560
+16,838
+10% +$1.23M
NSA
1202
DELISTED
National Storage Affiliates Trust
NSA
$13M 0.01%
207,824
-15,251
-7% -$938K
AMED
1203
DELISTED
Amedisys
AMED
$13M 0.01%
75,619
+2,856
+4% +$427K
AL
1204
DELISTED
Air Lease Corp
AL
$13M 0.01%
291,711
-1,390
-0.5% -$58.2K
VYX icon
1205
NCR Voyix
VYX
$1.21B
$13M 0.01%
527,023
+7,478
+1% +$184K
FUL icon
1206
H.B. Fuller
FUL
$3.03B
$12.9M 0.01%
195,999
+3,464
+2% +$244K
MRCY icon
1207
Mercury Systems
MRCY
$5.32B
$12.9M 0.01%
200,621
+30,938
+18% +$1.84M
AGNC icon
1208
AGNC Investment
AGNC
$12.9B
$12.9M 0.01%
985,483
-286,235
-23% -$4M
HAIN icon
1209
Hain Celestial
HAIN
$66.1M
$12.9M 0.01%
375,040
+13,190
+4% +$479K
COIN icon
1210
Coinbase
COIN
$47.1B
$12.9M 0.01%
67,727
+4,640
+7% +$907K
FAX
1211
abrdn Asia-Pacific Income Fund
FAX
$606M
$12.9M 0.01%
633,972
+49,770
+9% +$1.07M
AX icon
1212
Axos Financial
AX
$5.55B
$12.8M 0.01%
276,737
+4,861
+2% +$257K
ADC icon
1213
Agree Realty
ADC
$9.1B
$12.8M 0.01%
193,373
+20,362
+12% +$1.32M
NXRT
1214
NexPoint Residential Trust
NXRT
$602M
$12.8M 0.01%
141,842
+21,148
+18% +$1.76M
HELE icon
1215
Helen of Troy
HELE
$667M
$12.8M 0.01%
65,374
+6,217
+11% +$1.31M
AVA icon
1216
Avista
AVA
$3.15B
$12.8M 0.01%
282,884
+25,288
+10% +$1.11M
H icon
1217
Hyatt Hotels
H
$16.2B
$12.7M 0.01%
133,340
+15,374
+13% +$1.44M
FMX icon
1218
Fomento Económico Mexicano
FMX
$40.9B
$12.7M 0.01%
153,489
+14,102
+10% +$1.11M
SIX
1219
DELISTED
Six Flags Entertainment Corp.
SIX
$12.7M 0.01%
292,003
+251
+0.1% +$10.6K
PBF icon
1220
PBF Energy
PBF
$8.45B
$12.7M 0.01%
520,547
+56,372
+12% +$1.07M
SMG icon
1221
ScottsMiracle-Gro
SMG
$3.52B
$12.7M 0.01%
103,130
+2,721
+3% +$381K
ST icon
1222
Sensata Technologies
ST
$5.97B
$12.7M 0.01%
249,304
+10,317
+4% +$588K
DBX icon
1223
Dropbox
DBX
$7.76B
$12.7M 0.01%
545,125
+83,245
+18% +$1.94M
TMX
1224
DELISTED
Terminix Global Holdings, Inc.
TMX
$12.7M 0.01%
277,444
-2,900
-1% -$125K
COUP
1225
DELISTED
Coupa Software Incorporated
COUP
$12.6M 0.01%
124,416
+37,297
+43% +$4.51M
47 48
49
50 51

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.