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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
PRF icon
2501
Invesco FTSE RAFI US 1000 ETF
PRF
$10.1B
$1.72M ﹤0.01%
50,390
-11,505
-19% -$389K
PRTA icon
2502
Prothena Corp
PRTA
$479M
$1.72M ﹤0.01%
47,032
-52,106
-53% -$1.88M
PJT icon
2503
PJT Partners
PJT
$4.67B
$1.72M ﹤0.01%
27,231
+109
+0.4% +$7.09K
SRDX
2504
DELISTED
Surmodics
SRDX
$1.72M ﹤0.01%
37,826
+4,926
+15% +$216K
WSBF icon
2505
Waterstone Financial
WSBF
$379M
$1.71M ﹤0.01%
88,221
-1,796
-2% -$36.3K
BHR
2506
Braemar Hotels & Resorts
BHR
$139M
$1.71M ﹤0.01%
275,945
+51,151
+23% +$293K
MLNK
2507
DELISTED
MeridianLink
MLNK
$1.7M ﹤0.01%
93,881
+17,264
+23% +$322K
RBCAA icon
2508
Republic Bancorp
RBCAA
$1.86B
$1.7M ﹤0.01%
37,781
+10,887
+40% +$521K
NSTG
2509
DELISTED
NanoString Technologies, Inc.
NSTG
$1.69M ﹤0.01%
48,757
+8,954
+22% +$308K
NX icon
2510
Quanex
NX
$892M
$1.69M ﹤0.01%
80,539
+8,150
+11% +$185K
FDEU
2511
DELISTED
First Trust Dynamic Europe Equity Income Fund
FDEU
$1.68M ﹤0.01%
133,366
+108,997
+447% +$1.41M
EVV
2512
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
$1.68M ﹤0.01%
143,866
-347,270
-71% -$4.19M
JELD icon
2513
JELD-WEN Holding
JELD
$220M
$1.68M ﹤0.01%
82,978
-3,452
-4% -$81.3K
TWI icon
2514
Titan International
TWI
$453M
$1.68M ﹤0.01%
113,903
+19,392
+21% +$227K
DBD
2515
DELISTED
Diebold Nixdorf Incorporated
DBD
$1.68M ﹤0.01%
249,276
+1,251
+0.5% +$10.7K
DSI icon
2516
iShares MSCI KLD 400 Social ETF
DSI
$5.53B
$1.67M ﹤0.01%
+19,292
New +$1.65M
ISEE
2517
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
$1.67M ﹤0.01%
99,278
-35,290
-26% -$522K
BATRK icon
2518
Atlanta Braves Holdings Series B
BATRK
$3.24B
$1.67M ﹤0.01%
59,827
-500
-0.8% -$13.1K
CSAN icon
2519
Cosan
CSAN
$2.78B
$1.67M ﹤0.01%
84,366
+918
+1% +$15.6K
LADR
2520
Ladder Capital
LADR
$1.25B
$1.67M ﹤0.01%
140,481
-2,047
-1% -$24.1K
CMPR icon
2521
Cimpress
CMPR
$2.17B
$1.66M ﹤0.01%
26,094
+2,688
+11% +$179K
XPEL icon
2522
XPEL
XPEL
$1.37B
$1.66M ﹤0.01%
31,523
+5,238
+20% +$324K
AGS
2523
DELISTED
PlayAGS
AGS
$1.65M ﹤0.01%
247,529
+64,696
+35% +$486K
FF icon
2524
Future Fuel
FF
$234M
$1.65M ﹤0.01%
169,610
-30,545
-15% -$248K
DCO icon
2525
Ducommun
DCO
$2.66B
$1.65M ﹤0.01%
31,477
-4,151
-12% -$198K
99 100
101
102 103

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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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.