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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
HONE
2751
DELISTED
HarborOne Bancorp
HONE
$1.07M ﹤0.01%
76,010
+329
+0.4% +$4.83K
VV icon
2752
Vanguard Morningstar Large-Cap ETF
VV
$54.3B
$1.06M ﹤0.01%
5,109
-481
-9% -$98.8K
EMBJ
2753
Embraer S.A. ADS
EMBJ
$12.9B
$1.06M ﹤0.01%
84,268
-1,461
-2% -$20.7K
ULCC icon
2754
Frontier Group Holdings
ULCC
$1.34B
$1.06M ﹤0.01%
93,772
+62,277
+198% +$782K
CSTE icon
2755
Caesarstone
CSTE
$109M
$1.06M ﹤0.01%
100,750
-6,457
-6% -$76.6K
LDP icon
2756
Cohen & Steers Duration Preferred & Income Fund
LDP
$601M
$1.06M ﹤0.01%
+46,228
New +$1.09M
TGTX icon
2757
TG Therapeutics
TGTX
$8.26B
$1.06M ﹤0.01%
111,362
+33,111
+42% +$383K
WASH icon
2758
Washington Trust Bancorp
WASH
$753M
$1.06M ﹤0.01%
20,175
-569
-3% -$31.8K
OPY icon
2759
Oppenheimer Holdings
OPY
$1.27B
$1.05M ﹤0.01%
24,215
+6,294
+35% +$276K
ALKT icon
2760
Alkami Technology
ALKT
$2.16B
$1.05M ﹤0.01%
73,573
+8,436
+13% +$129K
MUE
2761
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
$1.05M ﹤0.01%
86,930
+23,980
+38% +$301K
EVCM icon
2762
EverCommerce
EVCM
$1.63B
$1.05M ﹤0.01%
+79,260
New +$982K
TLYS icon
2763
Tilly's
TLYS
$121M
$1.05M ﹤0.01%
111,766
-49,813
-31% -$614K
MPAA icon
2764
Motorcar Parts of America
MPAA
$218M
$1.04M ﹤0.01%
58,627
+23,387
+66% +$395K
AMK
2765
DELISTED
AssetMark Financial Holdings, Inc.
AMK
$1.04M ﹤0.01%
46,830
-78,323
-63% -$1.85M
CBAY
2766
DELISTED
Cymabay Therapeutics
CBAY
$1.04M ﹤0.01%
334,713
+95,698
+40% +$301K
RRGB icon
2767
Red Robin
RRGB
$176M
$1.04M ﹤0.01%
61,659
-11,841
-16% -$191K
CHUY
2768
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
$1.04M ﹤0.01%
38,436
+1,178
+3% +$32.7K
DM
2769
DELISTED
Desktop Metal, Inc.
DM
$1.04M ﹤0.01%
21,861
+5,939
+37% +$251K
CLS icon
2770
Celestica
CLS
$37.7B
$1.03M ﹤0.01%
86,810
+1,411
+2% +$16.6K
ENDP
2771
DELISTED
Endo International plc
ENDP
$1.03M ﹤0.01%
447,169
-424,557
-49% -$1.25M
XLB icon
2772
State Street Materials Select Sector SPDR ETF
XLB
$8.81B
$1.03M ﹤0.01%
23,374
+484
+2% +$20.6K
ORGO icon
2773
Organogenesis Holdings
ORGO
$224M
$1.03M ﹤0.01%
135,077
-84,482
-38% -$654K
FRST icon
2774
Primis Financial Corp
FRST
$397M
$1.03M ﹤0.01%
73,421
-4,008
-5% -$59.2K
NPCT icon
2775
Nuveen Core Plus Impact Fund
NPCT
$279M
$1.02M ﹤0.01%
+68,081
New +$1.09M
109 110
111
112 113

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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.