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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
DFAE icon
2826
Dimensional Emerging Core Equity Market ETF
DFAE
$10B
$903K ﹤0.01%
34,416
-17,530
-34% -$470K
FDT icon
2827
First Trust Developed Markets ex-US AlphaDEX Fund
FDT
$1.31B
$900K ﹤0.01%
15,554
+250
+2% +$14.5K
JHMM icon
2828
John Hancock Multifactor Mid Cap ETF
JHMM
$6.07B
$898K ﹤0.01%
17,085
-209
-1% -$10.9K
VTNR
2829
DELISTED
Vertex Energy, Inc
VTNR
$898K ﹤0.01%
+90,381
New +$553K
BOOM icon
2830
DMC Global
BOOM
$141M
$895K ﹤0.01%
29,332
-7,559
-20% -$274K
FPI
2831
Farmland Partners
FPI
$447M
$888K ﹤0.01%
64,597
+3,862
+6% +$46.8K
HYG icon
2832
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.6B
$888K ﹤0.01%
10,788
-2,482
-19% -$207K
DNLI icon
2833
Denali Therapeutics
DNLI
$3.84B
$887K ﹤0.01%
27,557
-4,887
-15% -$168K
OPRX icon
2834
OptimizeRx
OPRX
$150M
$887K ﹤0.01%
23,515
-11,570
-33% -$512K
HAPN
2835
Happen Inc
HAPN
$2.06B
$886K ﹤0.01%
56,120
-48,426
-46% -$897K
VWTR
2836
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
$884K ﹤0.01%
57,286
-27,818
-33% -$338K
CXE
2837
DELISTED
MFS High Income Municipal Trust
CXE
$881K ﹤0.01%
+200,588
New +$921K
VPG icon
2838
Vishay Precision Group
VPG
$833M
$881K ﹤0.01%
27,403
+2,364
+9% +$76.7K
NTST
2839
NETSTREIT Corp
NTST
$2.08B
$879K ﹤0.01%
39,164
+10,246
+35% +$227K
VOX icon
2840
Vanguard Communication Services ETF
VOX
$5.88B
$876K ﹤0.01%
7,293
-252
-3% -$30.9K
XLRE icon
2841
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.38B
$869K ﹤0.01%
17,986
+4,167
+30% +$195K
XPOF icon
2842
Xponential Fitness
XPOF
$229M
$869K ﹤0.01%
+37,053
New +$724K
DIAX
2843
DELISTED
Nuveen Dow 30SM Dynamic Overwrite Fund
DIAX
$867K ﹤0.01%
+52,180
New +$874K
ZIMV
2844
DELISTED
ZimVie
ZIMV
$866K ﹤0.01%
+37,926
New +$893K
RSX
2845
DELISTED
VanEck Russia ETF
RSX
$865K ﹤0.01%
153,150
– –
MXCT icon
2846
MaxCyte
MXCT
$126M
$858K ﹤0.01%
122,765
+46,709
+61% +$319K
DICE
2847
DELISTED
DICE Therapeutics, Inc. Common Stock
DICE
$855K ﹤0.01%
44,710
+17,238
+63% +$308K
IVOO icon
2848
Vanguard S&P Mid-Cap 400 ETF
IVOO
$3.82B
$853K ﹤0.01%
9,380
+5,876
+168% +$529K
BROS icon
2849
Dutch Bros
BROS
$6.88B
$851K ﹤0.01%
+15,394
New +$785K
BCV
2850
Bancroft Fund
BCV
$140M
$849K ﹤0.01%
+37,264
New +$865K
112 113
114
115 116

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AF
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MCM
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PSUF
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IA
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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.