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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
VTWO icon
2776
Vanguard Russell 2000 ETF
VTWO
$17B
$1.02M ﹤0.01%
12,348
+2,254
+22% +$185K
RIOT icon
2777
Riot Platforms
RIOT
$7.13B
$1.02M ﹤0.01%
48,266
-27,146
-36% -$490K
DXPE icon
2778
DXP Enterprises
DXPE
$2.88B
$1.02M ﹤0.01%
37,647
+2,927
+8% +$83.1K
SCU
2779
DELISTED
Sculptor Capital Management, Inc. Class A Common Stock
SCU
$1.02M ﹤0.01%
73,229
+44,091
+151% +$714K
MRVI icon
2780
Maravai LifeSciences
MRVI
$1.14B
$1.02M ﹤0.01%
28,893
-26,783
-48% -$898K
KT icon
2781
KT
KT
$9.35B
$1.01M ﹤0.01%
70,574
-353,534
-83% -$4.69M
MAX icon
2782
MediaAlpha
MAX
$681M
$1.01M ﹤0.01%
61,042
+22,206
+57% +$311K
DUOL icon
2783
Duolingo
DUOL
$6.88B
$1.01M ﹤0.01%
+10,580
New +$956K
BWB icon
2784
Bridgewater Bancshares
BWB
$594M
$1M ﹤0.01%
59,930
-2,225
-4% -$38.8K
PI icon
2785
Impinj
PI
$5.2B
$996K ﹤0.01%
15,674
-10,957
-41% -$792K
HMTV
2786
DELISTED
Hemisphere Media Group, Inc.
HMTV
$994K ﹤0.01%
217,498
+53,721
+33% +$323K
ALLK
2787
DELISTED
Allakos
ALLK
$993K ﹤0.01%
174,298
+159,089
+1,046% +$1.03M
NBP
2788
NovaBridge Biosciences American Depositary Shares
NBP
$213M
$993K ﹤0.01%
61,167
+36,385
+147% +$932K
GBDC icon
2789
Golub Capital BDC
GBDC
$3.38B
$992K ﹤0.01%
65,203
– –
CTEV
2790
Claritev Corp
CTEV
$668M
$987K ﹤0.01%
5,273
-2,992
-36% -$493K
OSUR icon
2791
OraSure Technologies
OSUR
$248M
$980K ﹤0.01%
144,530
-40,247
-22% -$321K
SPEM icon
2792
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$17.8B
$978K ﹤0.01%
25,313
+5,988
+31% +$241K
FC icon
2793
Franklin Covey
FC
$230M
$974K ﹤0.01%
21,531
+6,901
+47% +$320K
JYNT icon
2794
The Joint Corp
JYNT
$119M
$969K ﹤0.01%
27,394
+13,962
+104% +$645K
PMVP icon
2795
PMV Pharmaceuticals
PMVP
$65.2M
$969K ﹤0.01%
46,528
+15,110
+48% +$267K
TLS icon
2796
Telos
TLS
$358M
$968K ﹤0.01%
97,129
+35,409
+57% +$397K
GOLD
2797
Gold.com Inc
GOLD
$1.32B
$967K ﹤0.01%
25,012
+6,300
+34% +$215K
IYW icon
2798
iShares US Technology ETF
IYW
$25.3B
$967K ﹤0.01%
9,380
+4,991
+114% +$510K
PHR icon
2799
Phreesia
PHR
$751M
$964K ﹤0.01%
36,576
+22,188
+154% +$680K
TIG
2800
DELISTED
Trean Insurance Group, Inc. Common Stock
TIG
$963K ﹤0.01%
205,336
+189,191
+1,172% +$1.28M
110 111
112
113 114

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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.