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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
LOCO icon
2951
El Pollo Loco
LOCO
$466M
$675K ﹤0.01%
58,100
+4,935
+9% +$63.6K
CHMI
2952
Cherry Hill Mortgage Investment Corp
CHMI
$108M
$673K ﹤0.01%
87,230
-25,015
-22% -$198K
ACIC icon
2953
American Coastal Insurance
ACIC
$449M
$668K ﹤0.01%
201,722
-269,644
-57% -$1.02M
OPRA
2954
Opera Ltd
OPRA
$1.74B
$667K ﹤0.01%
112,944
+8,787
+8% +$55K
AXIA.PR
2955
DELISTED
AXIA Energia American Depositary Shares Preferred Class B1
AXIA.PR
$665K ﹤0.01%
106,594
-24,265
-19% -$123K
PACK icon
2956
Ranpak Holdings
PACK
$420M
$663K ﹤0.01%
32,431
-67,439
-68% -$1.76M
INBX
2957
DELISTED
Inhibrx, Inc. Common Stock
INBX
$660K ﹤0.01%
29,630
-10,629
-26% -$271K
CNOB icon
2958
Center Bancorp
CNOB
$1.6B
$658K ﹤0.01%
20,560
+550
+3% +$18.4K
HTB
2959
HomeTrust Bancshares
HTB
$776M
$658K ﹤0.01%
22,282
-14
-0.1% -$432
NEXN
2960
Nexxen International
NEXN
$583M
$657K ﹤0.01%
+43,207
New +$623K
URTH icon
2961
iShares MSCI World ETF
URTH
$8.25B
$657K ﹤0.01%
5,125
-2,200
-30% -$280K
PCYO icon
2962
Pure Cycle
PCYO
$275M
$656K ﹤0.01%
54,571
-19,336
-26% -$240K
TASK icon
2963
TaskUs
TASK
$769M
$655K ﹤0.01%
17,019
-6,663
-28% -$235K
ZYXI
2964
DELISTED
Zynex
ZYXI
$654K ﹤0.01%
104,984
+77,246
+278% +$542K
ETWO
2965
DELISTED
E2open Parent Holdings
ETWO
$653K ﹤0.01%
74,168
+9,565
+15% +$86.9K
TSIBU
2966
DELISTED
Tishman Speyer Innovation Corp. II Unit
TSIBU
$653K ﹤0.01%
66,132
– –
CIGI icon
2967
Colliers International
CIGI
$5.26B
$651K ﹤0.01%
4,996
+505
+11% +$69.9K
HYLN icon
2968
Hyliion Holdings
HYLN
$627M
$651K ﹤0.01%
146,935
+58,962
+67% +$260K
IMOS
2969
ChipMOS TECHNOLOGIES
IMOS
$1.93B
$651K ﹤0.01%
18,334
+529
+3% +$18.4K
PRPL icon
2970
Purple Innovation
PRPL
$18.6M
$650K ﹤0.01%
4,444
+3,497
+369% +$689K
FPH icon
2971
Five Point Holdings
FPH
$367M
$645K ﹤0.01%
+105,578
New +$646K
BEEM icon
2972
Beam Global
BEEM
$32.6M
$644K ﹤0.01%
31,482
+14,516
+86% +$212K
HBT icon
2973
HBT Financial
HBT
$1.3B
$644K ﹤0.01%
35,409
-1,060
-3% -$20.2K
NOBL icon
2974
ProShares S&P 500 Dividend Aristocrats ETF
NOBL
$11.9B
$644K ﹤0.01%
13,572
+5,578
+70% +$262K
KURA icon
2975
Kura Oncology
KURA
$1.13B
$642K ﹤0.01%
39,942
+3,409
+9% +$49.2K
117 118
119
120 121

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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.