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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
DVY icon
2651
iShares Select Dividend ETF
DVY
$23.8B
$1.31M ﹤0.01%
10,261
-1,628
-14% -$203K
VIA
2652
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
$1.31M ﹤0.01%
31,881
+25,341
+387% +$1.35M
BCEL
2653
DELISTED
Atreca, Inc. Class A Common Stock
BCEL
$1.31M ﹤0.01%
413,818
+140,624
+51% +$341K
PRMW
2654
DELISTED
Primo Water Corporation
PRMW
$1.31M ﹤0.01%
92,031
-72,065
-44% -$1.13M
FCEL icon
2655
FuelCell Energy
FCEL
$1.42B
$1.31M ﹤0.01%
7,583
+3,878
+105% +$614K
AVYA
2656
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
$1.31M ﹤0.01%
103,264
+169
+0.2% +$2.63K
NNBR icon
2657
NN Inc
NNBR
$280M
$1.3M ﹤0.01%
452,846
-274,533
-38% -$904K
CIO
2658
DELISTED
City Office REIT
CIO
$1.3M ﹤0.01%
73,725
-305
-0.4% -$5.48K
ZEUS
2659
DELISTED
Olympic Steel
ZEUS
$1.3M ﹤0.01%
33,807
+6,771
+25% +$183K
AGI icon
2660
Alamos Gold
AGI
$15.4B
$1.3M ﹤0.01%
154,265
+40,268
+35% +$303K
APG icon
2661
APi Group
APG
$17.2B
$1.3M ﹤0.01%
92,607
-3,962
-4% -$58.1K
CWH icon
2662
Camping World
CWH
$417M
$1.29M ﹤0.01%
46,182
-18,340
-28% -$600K
TRTX
2663
TPG RE Finance Trust
TRTX
$593M
$1.29M ﹤0.01%
109,114
-3,998
-4% -$48.7K
SP
2664
DELISTED
SP Plus Corporation
SP
$1.29M ﹤0.01%
41,042
+3,123
+8% +$90.4K
FTF
2665
Franklin Limited Duration Income Trust
FTF
$234M
$1.29M ﹤0.01%
+169,697
New +$1.36M
HDSN
2666
Hudson Technologies
HDSN
$229M
$1.28M ﹤0.01%
206,115
-105,961
-34% -$470K
SFIX
2667
Stitch Fix
SFIX
$420M
$1.28M ﹤0.01%
126,941
+61,537
+94% +$850K
DPG
2668
Duff & Phelps Utility and Infrastructure Fund
DPG
$525M
$1.28M ﹤0.01%
84,035
-149,363
-64% -$2.15M
SCHC icon
2669
Schwab International Small-Cap Equity ETF
SCHC
$5.76B
$1.27M ﹤0.01%
33,523
+23,501
+234% +$899K
SDGR icon
2670
Schrodinger
SDGR
$1.47B
$1.27M ﹤0.01%
37,312
+26,083
+232% +$792K
SBLK icon
2671
Star Bulk Carriers
SBLK
$3.4B
$1.27M ﹤0.01%
42,856
-6,885
-14% -$180K
AY
2672
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
$1.27M ﹤0.01%
36,186
-19,892
-35% -$666K
CSW
2673
CSW Industrials
CSW
$5.19B
$1.27M ﹤0.01%
10,764
+1,174
+12% +$138K
SRI icon
2674
Stoneridge
SRI
$205M
$1.26M ﹤0.01%
60,896
+9,888
+19% +$182K
VBR icon
2675
Vanguard Morningstar Small-Cap Value ETF
VBR
$37.6B
$1.26M ﹤0.01%
7,171
+3,094
+76% +$538K
105 106
107
108 109

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AF
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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
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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.