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

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

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

1 Technology 24.28%
2 Financials 13.19%
3 Healthcare 12.81%
4 Consumer Discretionary 10.38%
5 Industrials 7.97%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ALEX
1601
DELISTED
Alexander & Baldwin
ALEX
$7.17M ﹤0.01%
309,324
+8,129
+3% +$187K
BANF icon
1602
BancFirst
BANF
$4.03B
$7.13M ﹤0.01%
85,652
+778
+0.9% +$60.4K
CAKE icon
1603
Cheesecake Factory
CAKE
$4.14B
$7.12M ﹤0.01%
178,935
+10,443
+6% +$399K
ESRT icon
1604
Empire State Realty Trust
ESRT
$991M
$7.12M ﹤0.01%
724,541
-33,629
-4% -$317K
KMPR icon
1605
Kemper
KMPR
$1.66B
$7.1M ﹤0.01%
125,651
+58,555
+87% +$3.25M
CARG icon
1606
CarGurus
CARG
$3.25B
$7.09M ﹤0.01%
166,952
+43,953
+36% +$1.62M
WTS icon
1607
Watts Water Technologies
WTS
$11.8B
$7.06M ﹤0.01%
50,602
-27,702
-35% -$4.35M
B
1608
DELISTED
Barnes Group Inc.
B
$7.05M ﹤0.01%
175,470
+5,048
+3% +$226K
AIN icon
1609
Albany International
AIN
$2.11B
$7.04M ﹤0.01%
83,470
+2,194
+3% +$189K
MHI
1610
DELISTED
Pioneer Municipal High Income Fund
MHI
$7.03M ﹤0.01%
669,792
+173,871
+35% +$1.95M
GVA icon
1611
Granite Construction
GVA
$5.5B
$7.03M ﹤0.01%
214,378
-20,895
-9% -$720K
TCOM icon
1612
Trip.com Group
TCOM
$27.5B
$7.02M ﹤0.01%
303,754
+20,012
+7% +$504K
MTUS icon
1613
Metallus
MTUS
$808M
$7.02M ﹤0.01%
320,938
+110,263
+52% +$1.94M
KWR icon
1614
Quaker Houghton
KWR
$2.69B
$7.02M ﹤0.01%
40,625
+3,888
+11% +$772K
CG icon
1615
Carlyle Group
CG
$16.8B
$7.01M ﹤0.01%
143,382
+85,142
+146% +$4.07M
MEI icon
1616
Methode Electronics
MEI
$544M
$7.01M ﹤0.01%
162,090
+3,145
+2% +$141K
CHRD icon
1617
Chord Energy
CHRD
$6.99B
$7.01M ﹤0.01%
47,890
+12,601
+36% +$1.74M
ASR icon
1618
Grupo Aeroportuario del Sureste
ASR
$8.43B
$7M ﹤0.01%
31,595
+838
+3% +$174K
LSXMA
1619
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
$7M ﹤0.01%
208,404
+18,110
+10% +$637K
SNP
1620
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$7M ﹤0.01%
141,251
+28,407
+25% +$1.42M
CDP icon
1621
COPT Defense Properties
CDP
$4.27B
$6.99M ﹤0.01%
245,047
+10,304
+4% +$277K
ALV icon
1622
Autoliv
ALV
$9.36B
$6.99M ﹤0.01%
91,456
-3,149
-3% -$290K
NXGN
1623
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$6.99M ﹤0.01%
334,112
+77,568
+30% +$1.49M
TDS icon
1624
Telephone and Data Systems
TDS
$3.91B
$6.99M ﹤0.01%
369,959
-94,267
-20% -$1.82M
SRPT icon
1625
Sarepta Therapeutics
SRPT
$1.82B
$6.97M ﹤0.01%
89,197
-75,199
-46% -$5.76M
63 64
65
66 67

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.