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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
BRG
2601
DELISTED
Bluerock Residential Growth REIT, Inc.
BRG
$1.43M ﹤0.01%
53,684
-11,889
-18% -$315K
CMRC
2602
Commerce.com Inc Series 1
CMRC
$207M
$1.43M ﹤0.01%
65,050
+51,687
+387% +$1.39M
NIC icon
2603
Nicolet Bankshares
NIC
$3.6B
$1.42M ﹤0.01%
+15,215
New +$1.42M
APP icon
2604
Applovin
APP
$106B
$1.42M ﹤0.01%
25,837
+7,773
+43% +$495K
CMTL icon
2605
Comtech Telecommunications
CMTL
$50.9M
$1.42M ﹤0.01%
90,154
+17,423
+24% +$343K
MCS icon
2606
Marcus Corp
MCS
$895M
$1.41M ﹤0.01%
79,576
+4,623
+6% +$81.1K
FTS icon
2607
Fortis
FTS
$27.9B
$1.41M ﹤0.01%
28,417
-6,785
-19% -$318K
XLU icon
2608
State Street Utilities Select Sector SPDR ETF
XLU
$21.9B
$1.41M ﹤0.01%
37,790
+21,356
+130% +$740K
SRRA
2609
DELISTED
Sierra Oncology, Inc. Common Stock
SRRA
$1.4M ﹤0.01%
+43,721
New +$1.25M
EVN
2610
Eaton Vance Municipal Income Trust
EVN
$426M
$1.4M ﹤0.01%
118,222
+103,504
+703% +$1.3M
MGNI icon
2611
Magnite
MGNI
$3.4B
$1.4M ﹤0.01%
105,733
+6,253
+6% +$84.3K
NSL
2612
DELISTED
NUVEEN SENIOR INCM FD
NSL
$1.4M ﹤0.01%
246,293
-131,891
-35% -$759K
ZETA icon
2613
Zeta Global
ZETA
$7.67B
$1.4M ﹤0.01%
+109,422
New +$1.11M
NVEC icon
2614
NVE Corp
NVEC
$488M
$1.39M ﹤0.01%
25,557
+9,511
+59% +$562K
SOFI icon
2615
SoFi Technologies
SOFI
$23.3B
$1.38M ﹤0.01%
146,094
+33,490
+30% +$385K
DOUG icon
2616
Douglas Elliman
DOUG
$166M
$1.38M ﹤0.01%
198,337
-9,179
-4% -$69.6K
XP icon
2617
XP
XP
$8.96B
$1.38M ﹤0.01%
45,782
+19,296
+73% +$602K
CLSK icon
2618
CleanSpark
CLSK
$2.99B
$1.38M ﹤0.01%
111,337
+60,648
+120% +$561K
BLFS icon
2619
BioLife Solutions
BLFS
$1.78B
$1.38M ﹤0.01%
60,489
+18,054
+43% +$475K
CLAR icon
2620
Clarus
CLAR
$145M
$1.37M ﹤0.01%
60,090
-46,242
-43% -$1.07M
ATRI
2621
DELISTED
Atrion Corp
ATRI
$1.37M ﹤0.01%
1,919
+527
+38% +$360K
CNTY icon
2622
Century Casinos
CNTY
$35.7M
$1.37M ﹤0.01%
+114,285
New +$1.29M
CASS icon
2623
Cass Information Systems
CASS
$725M
$1.36M ﹤0.01%
36,963
-13,608
-27% -$543K
ALX
2624
Alexander's
ALX
$1.38B
$1.36M ﹤0.01%
5,321
+3,761
+241% +$969K
ARKO icon
2625
ARKO Corp
ARKO
$490M
$1.36M ﹤0.01%
149,767
+61,651
+70% +$520K
103 104
105
106 107

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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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ACI
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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.