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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
TPC
2801
Tutor Perini Cor
TPC
$4.67B
$959K ﹤0.01%
88,819
+26,007
+41% +$292K
EVER icon
2802
EverQuote
EVER
$904M
$956K ﹤0.01%
59,080
-29,000
-33% -$439K
OEF icon
2803
iShares S&P 100 ETF
OEF
$20.5B
$955K ﹤0.01%
4,582
-170
-4% -$34.9K
KYMR icon
2804
Kymera Therapeutics
KYMR
$9.82B
$952K ﹤0.01%
22,494
+8,446
+60% +$357K
HRTG icon
2805
Heritage Insurance Holdings
HRTG
$1.01B
$951K ﹤0.01%
133,133
-99,226
-43% -$614K
OLO
2806
DELISTED
Olo Inc
OLO
$946K ﹤0.01%
71,393
+32,898
+85% +$509K
SENEA icon
2807
Seneca Foods Class A
SENEA
$1.35B
$944K ﹤0.01%
18,310
+5,325
+41% +$261K
PTGX icon
2808
Protagonist Therapeutics
PTGX
$9.34B
$942K ﹤0.01%
39,771
+17,120
+76% +$482K
PAYO icon
2809
Payoneer
PAYO
$2.41B
$940K ﹤0.01%
210,853
+197,051
+1,428% +$996K
CDZI icon
2810
Cadiz
CDZI
$338M
$938K ﹤0.01%
453,012
+356,122
+368% +$897K
NRIM icon
2811
Northrim BanCorp
NRIM
$571M
$938K ﹤0.01%
86,152
-8,628
-9% -$95.4K
ERC
2812
Allspring Multi-Sector Income Fund
ERC
$260M
$934K ﹤0.01%
+89,721
New +$1.02M
AMRX icon
2813
Amneal Pharmaceuticals
AMRX
$6.11B
$932K ﹤0.01%
223,514
+13,230
+6% +$58.6K
MQT
2814
DELISTED
BlackRock MuniYield Quality Fund II
MQT
$932K ﹤0.01%
76,684
+31,962
+71% +$412K
RLGT icon
2815
Radiant Logistics
RLGT
$408M
$928K ﹤0.01%
145,688
+1,104
+0.8% +$7.31K
DCT
2816
DELISTED
Duck Creek Technologies, Inc. Common Stock
DCT
$926K ﹤0.01%
41,883
-29,108
-41% -$696K
KNBE
2817
DELISTED
KnowBe4, Inc. Class A Common Stock
KNBE
$926K ﹤0.01%
40,243
+16,153
+67% +$347K
KYNB
2818
Kyntra Bio
KYNB
$32.5M
$923K ﹤0.01%
3,070
-853
-22% -$297K
MNP
2819
DELISTED
Western Asset Municipal Partners Fund, Inc.
MNP
$922K ﹤0.01%
68,467
+2,784
+4% +$40K
KODK icon
2820
Kodak
KODK
$885M
$920K ﹤0.01%
140,387
+91,293
+186% +$433K
MOFG
2821
DELISTED
MidWestOne Financial Group
MOFG
$920K ﹤0.01%
27,786
+2,286
+9% +$73.1K
CATO icon
2822
Cato Corp
CATO
$52.8M
$918K ﹤0.01%
62,647
-1,993
-3% -$32.9K
BV icon
2823
BrightView Holdings
BV
$1.04B
$908K ﹤0.01%
66,701
+5,821
+10% +$78.6K
MG icon
2824
Mistras Group
MG
$589M
$905K ﹤0.01%
136,870
-658
-0.5% -$4.48K
PECO icon
2825
Phillips Edison & Co
PECO
$5.03B
$905K ﹤0.01%
+26,327
New +$864K
111 112
113
114 115

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MCM
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PSUF
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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.