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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
ANIK icon
3001
Anika Therapeutics
ANIK
$282M
$611K ﹤0.01%
24,317
-3,133
-11% -$95.5K
FDMT icon
3002
4D Molecular Therapeutics
FDMT
$810M
$611K ﹤0.01%
40,381
+3,431
+9% +$53.9K
NOTV
3003
DELISTED
Inotiv
NOTV
$611K ﹤0.01%
23,353
+17,878
+327% +$502K
UTZ icon
3004
Utz Brands
UTZ
$1.26B
$611K ﹤0.01%
41,346
-827
-2% -$12.9K
DAKT icon
3005
Daktronics
DAKT
$932M
$609K ﹤0.01%
158,605
+14,435
+10% +$66.3K
VITL icon
3006
Vital Farms
VITL
$463M
$609K ﹤0.01%
49,305
-23,035
-32% -$346K
INFA
3007
DELISTED
Informatica
INFA
$607K ﹤0.01%
30,771
+2,879
+10% +$69.2K
RUSHB icon
3008
Rush Enterprises Class B
RUSHB
$8.34B
$607K ﹤0.01%
18,843
+1,258
+7% +$41.8K
BAK icon
3009
Braskem
BAK
$669M
$606K ﹤0.01%
32,487
+1,186
+4% +$22.5K
BRT
3010
BRT Apartments
BRT
$273M
$606K ﹤0.01%
25,297
+1,039
+4% +$23.4K
IYZ icon
3011
iShares US Telecommunications ETF
IYZ
$1.28B
$604K ﹤0.01%
20,206
+12,459
+161% +$380K
OPK icon
3012
Opko Health
OPK
$1.1B
$604K ﹤0.01%
175,466
-60,865
-26% -$215K
ET icon
3013
Energy Transfer Partners
ET
$73.4B
$603K ﹤0.01%
53,886
-187,106
-78% -$1.86M
FOR icon
3014
Forestar Group
FOR
$1.46B
$603K ﹤0.01%
33,979
+18,729
+123% +$351K
LAUR icon
3015
Laureate Education
LAUR
$5.34B
$601K ﹤0.01%
50,703
+3,226
+7% +$39.1K
THD icon
3016
iShares MSCI Thailand ETF
THD
$351M
$600K ﹤0.01%
7,690
-531
-6% -$41.2K
OUST icon
3017
Ouster
OUST
$2.5B
$599K ﹤0.01%
13,305
+8,389
+171% +$310K
ARCO icon
3018
Arcos Dorados Holdings
ARCO
$1.69B
$598K ﹤0.01%
73,495
+4,486
+7% +$30.9K
TG icon
3019
Tredegar Corp
TG
$272M
$597K ﹤0.01%
49,832
+12,751
+34% +$151K
FNA
3020
DELISTED
Paragon 28, Inc.
FNA
$596K ﹤0.01%
35,587
+6,628
+23% +$107K
CDXS icon
3021
Codexis
CDXS
$174M
$593K ﹤0.01%
28,765
-12,526
-30% -$259K
MCHI icon
3022
iShares MSCI China ETF
MCHI
$6.25B
$593K ﹤0.01%
11,217
-946
-8% -$55.7K
ACTG icon
3023
Acacia Research
ACTG
$436M
$590K ﹤0.01%
130,774
-9,113
-7% -$38.3K
BLE
3024
DELISTED
BlackRock Municipal Income Trust II
BLE
$588K ﹤0.01%
+47,725
New +$652K
VAW icon
3025
Vanguard Materials ETF
VAW
$3.11B
$587K ﹤0.01%
3,024
-100
-3% -$18.7K
119 120
121
122 123

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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.