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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
GEVO icon
2851
Gevo
GEVO
$413M
$849K ﹤0.01%
181,338
+73,504
+68% +$281K
GHRS icon
2852
GH Research
GHRS
$1.92B
$849K ﹤0.01%
+46,417
New +$820K
LKFT
2853
Lakefront Biotherapeutics American Depositary Shares
LKFT
$1.89B
$847K ﹤0.01%
+13,664
New +$836K
DOO
2854
Bombardier Recreational Products
DOO
$4.54B
$844K ﹤0.01%
10,320
-50,331
-83% -$3.82M
BEAM icon
2855
Beam Therapeutics
BEAM
$3.03B
$841K ﹤0.01%
14,684
-7,552
-34% -$495K
UTMD icon
2856
Utah Medical Products
UTMD
$232M
$840K ﹤0.01%
9,345
+1,496
+19% +$138K
BCOV
2857
DELISTED
Brightcove, Inc.
BCOV
$836K ﹤0.01%
107,217
+55,550
+108% +$472K
CYRX icon
2858
CryoPort
CYRX
$815M
$835K ﹤0.01%
23,924
-20,143
-46% -$762K
FNKO icon
2859
Funko
FNKO
$398M
$833K ﹤0.01%
48,311
+6,643
+16% +$116K
LOB icon
2860
Live Oak Bancshares
LOB
$1.86B
$830K ﹤0.01%
16,317
-16,182
-50% -$1.04M
MMYT icon
2861
MakeMyTrip
MMYT
$5.55B
$829K ﹤0.01%
+30,893
New +$796K
TPB icon
2862
Turning Point Brands
TPB
$1.68B
$828K ﹤0.01%
24,335
+3,215
+15% +$109K
VCR icon
2863
Vanguard Consumer Discretionary ETF
VCR
$6.04B
$828K ﹤0.01%
2,712
+539
+25% +$164K
FPE icon
2864
First Trust Preferred Securities and Income ETF
FPE
$6.3B
$825K ﹤0.01%
43,398
-2,913
-6% -$56.7K
BRMK
2865
DELISTED
Broadmark Realty Capital Inc. Common Stock
BRMK
$825K ﹤0.01%
95,371
+38,383
+67% +$342K
AFMD
2866
DELISTED
Affimed
AFMD
$821K ﹤0.01%
18,778
-1,285
-6% -$55.9K
DMF
2867
DELISTED
BNY Mellon Municipal Income
DMF
$821K ﹤0.01%
108,129
+72,924
+207% +$584K
SFST icon
2868
Southern First Bancshares
SFST
$590M
$816K ﹤0.01%
16,041
-336
-2% -$19.3K
APEI icon
2869
American Public Education
APEI
$842M
$813K ﹤0.01%
38,280
-5,880
-13% -$124K
MGF
2870
Aberdeen Government Markets Income Fund
MGF
$93.9M
$812K ﹤0.01%
214,704
+159,135
+286% +$630K
FSK icon
2871
FS KKR Capital
FSK
$3.39B
$811K ﹤0.01%
35,544
– –
AVD icon
2872
American Vanguard Corp
AVD
$64.6M
$810K ﹤0.01%
39,849
+9,946
+33% +$163K
IJK icon
2873
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.8B
$809K ﹤0.01%
10,468
+289
+3% +$22.3K
SRG
2874
Seritage Growth Properties
SRG
$119M
$808K ﹤0.01%
63,812
+20,580
+48% +$227K
CERE
2875
DELISTED
Cerevel Therapeutics Holdings, Inc. Common Stock
CERE
$808K ﹤0.01%
23,090
-40,199
-64% -$1.17M
113 114
115
116 117

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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.