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
GIL icon
1376
Gildan
GIL
$8.68B
$9.66M 0.01%
257,873
+5,465
+2% +$214K
MQ icon
1377
Marqeta
MQ
$1.64B
$9.65M 0.01%
218,526
+86,630
+66% +$4.02M
SBH icon
1378
Sally Beauty Holdings
SBH
$1.51B
$9.65M 0.01%
617,422
+59,811
+11% +$1.04M
EFA icon
1379
iShares MSCI EAFE ETF
EFA
$78.6B
$9.65M 0.01%
131,101
-28,270
-18% -$2.11M
SNX icon
1380
TD Synnex
SNX
$21.2B
$9.63M 0.01%
93,308
+8,440
+10% +$897K
BGC icon
1381
BGC Group
BGC
$5.71B
$9.61M 0.01%
2,183,297
+59,496
+3% +$263K
SEM
1382
DELISTED
Select Medical
SEM
$9.59M 0.01%
741,856
+35,024
+5% +$462K
UNF icon
1383
Unifirst Corp
UNF
$4.77B
$9.56M 0.01%
51,868
+7,307
+16% +$1.35M
FFBC icon
1384
First Financial Bancorp
FFBC
$3.38B
$9.55M 0.01%
414,499
+7,308
+2% +$182K
ITGR icon
1385
Integer Holdings
ITGR
$4.29B
$9.55M 0.01%
118,565
+5,708
+5% +$461K
RYAAY icon
1386
Ryanair
RYAAY
$27.6B
$9.55M 0.01%
274,063
-14,707
-5% -$605K
HIW icon
1387
Highwoods Properties
HIW
$3.41B
$9.55M 0.01%
208,763
+5,509
+3% +$243K
RPD icon
1388
Rapid7
RPD
$844M
$9.55M 0.01%
85,839
+6,299
+8% +$633K
MMU
1389
Western Asset Managed Municipals Fund
MMU
$517M
$9.55M 0.01%
821,516
+164,495
+25% +$2.01M
VIRT icon
1390
Virtu Financial
VIRT
$5.06B
$9.54M 0.01%
256,368
+40,903
+19% +$1.35M
DOC
1391
DELISTED
PHYSICIANS REALTY TRUST
DOC
$9.53M 0.01%
543,481
-40,799
-7% -$717K
BEPC icon
1392
Brookfield Renewable
BEPC
$5.53B
$9.51M 0.01%
217,107
+65,127
+43% +$2.41M
AU icon
1393
AngloGold Ashanti
AU
$51.8B
$9.47M 0.01%
399,951
+6,792
+2% +$147K
UNVR
1394
DELISTED
Univar Solutions Inc.
UNVR
$9.46M 0.01%
294,303
+66,093
+29% +$1.95M
DT icon
1395
Dynatrace
DT
$16.1B
$9.46M 0.01%
200,778
+12,284
+7% +$578K
CROX icon
1396
Crocs
CROX
$5.72B
$9.43M 0.01%
123,471
-16,353
-12% -$1.55M
TXRH icon
1397
Texas Roadhouse
TXRH
$11.1B
$9.43M 0.01%
112,627
+13,684
+14% +$1.17M
DAN icon
1398
Dana Inc
DAN
$3.36B
$9.4M ﹤0.01%
535,090
-5,249
-1% -$107K
RLI icon
1399
RLI Corp
RLI
$5.51B
$9.4M ﹤0.01%
169,888
+2,000
+1% +$105K
ALGT icon
1400
Allegiant Air
ALGT
$2.24B
$9.39M ﹤0.01%
57,829
-124
-0.2% -$20.9K
54 55
56
57 58

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.