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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
XOMA
2676
DELISTED
Xoma
XOMA
$1.26M ﹤0.01%
+45,089
New +$1.03M
FDIS icon
2677
Fidelity MSCI Consumer Discretionary Index ETF
FDIS
$1.7B
$1.26M ﹤0.01%
15,904
+685
+5% +$54K
BMBL icon
2678
Bumble
BMBL
$360M
$1.25M ﹤0.01%
43,086
+35,909
+500% +$993K
STEL
2679
DELISTED
Stellar Bancorp
STEL
$1.25M ﹤0.01%
40,149
-3,514
-8% -$107K
PCSB
2680
DELISTED
PCSB Financial Corporation
PCSB
$1.24M ﹤0.01%
64,929
+4,040
+7% +$76.5K
HRTX icon
2681
Heron Therapeutics
HRTX
$62M
$1.24M ﹤0.01%
216,477
+41,299
+24% +$302K
NIE
2682
Virtus Equity & Convertible Income Fund
NIE
$722M
$1.24M ﹤0.01%
+45,581
New +$1.23M
EPD icon
2683
Enterprise Products Partners
EPD
$84.3B
$1.24M ﹤0.01%
47,871
-88,455
-65% -$2.15M
BBSI icon
2684
Barrett Business Services
BBSI
$833M
$1.23M ﹤0.01%
63,732
-11,072
-15% -$187K
VDC icon
2685
Vanguard Consumer Staples ETF
VDC
$7.94B
$1.23M ﹤0.01%
6,252
-48
-0.8% -$9.35K
MARA icon
2686
Marathon Digital Holdings
MARA
$4.12B
$1.22M ﹤0.01%
43,807
-34,867
-44% -$906K
SPRU icon
2687
Spruce Power Holding Corp
SPRU
$36M
$1.22M ﹤0.01%
76,887
+48,049
+167% +$836K
DGRO icon
2688
iShares Core Dividend Growth ETF
DGRO
$43.6B
$1.22M ﹤0.01%
22,885
+11,703
+105% +$625K
UEC icon
2689
Uranium Energy
UEC
$6.14B
$1.22M ﹤0.01%
265,176
+81,502
+44% +$300K
AVUV icon
2690
Avantis US Small Cap Value ETF
AVUV
$31.3B
$1.22M ﹤0.01%
15,230
-5,711
-27% -$452K
HCAT icon
2691
Health Catalyst
HCAT
$120M
$1.22M ﹤0.01%
46,511
-5,582
-11% -$158K
NCMI icon
2692
National CineMedia
NCMI
$245M
$1.22M ﹤0.01%
47,835
-22,121
-32% -$616K
DHF
2693
BNY Mellon High Yield Strategies Fund
DHF
$171M
$1.21M ﹤0.01%
436,800
+125,983
+41% +$361K
EVA
2694
DELISTED
Enviva Inc.
EVA
$1.21M ﹤0.01%
+15,344
New +$1.12M
TEAD
2695
Teads Holding Co
TEAD
$46.8M
$1.21M ﹤0.01%
+112,922
New +$1.42M
ONL
2696
Orion Office REIT
ONL
$162M
$1.21M ﹤0.01%
86,251
-47,591
-36% -$802K
AIV
2697
Aimco
AIV
$370M
$1.2M ﹤0.01%
164,162
-1,632
-1% -$11.6K
SKIN icon
2698
SkinHealth Systems
SKIN
$89.1M
$1.2M ﹤0.01%
71,144
-79,937
-53% -$1.32M
RYAM icon
2699
Rayonier Advanced Materials
RYAM
$582M
$1.2M ﹤0.01%
182,649
+32,878
+22% +$200K
EEMS icon
2700
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$383M
$1.19M ﹤0.01%
20,889
-494
-2% -$28.3K
106 107
108
109 110

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NIPH
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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.