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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
YPF icon
3026
YPF Sociedad Anonima ADS
YPF
$19.7B
$586K ﹤0.01%
121,426
-30,061
-20% -$129K
AHCO icon
3027
AdaptHealth
AHCO
$772M
$584K ﹤0.01%
36,421
+4,305
+13% +$77.4K
DSM
3028
BNY Mellon Strategic Municipal Bond Fund
DSM
$288M
$582K ﹤0.01%
82,328
+66,207
+411% +$493K
SPYV icon
3029
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.8B
$582K ﹤0.01%
+13,950
New +$575K
DON icon
3030
WisdomTree US MidCap Dividend Fund
DON
$4.05B
$580K ﹤0.01%
+13,059
New +$571K
TIL icon
3031
Instil Bio
TIL
$51.4M
$579K ﹤0.01%
2,694
+792
+42% +$185K
HPK icon
3032
HighPeak Energy
HPK
$1.02B
$576K ﹤0.01%
25,949
+14,205
+121% +$279K
REVG
3033
DELISTED
REV Group
REVG
$574K ﹤0.01%
42,858
+4,419
+11% +$60.3K
VMD icon
3034
Viemed Healthcare
VMD
$336M
$573K ﹤0.01%
115,086
-69,699
-38% -$324K
VOT icon
3035
Vanguard Morningstar Mid-Cap Growth ETF
VOT
$19.6B
$573K ﹤0.01%
2,572
+1,274
+98% +$281K
SNCY
3036
DELISTED
Sun Country Airlines
SNCY
$571K ﹤0.01%
21,797
+9,408
+76% +$245K
SIGA icon
3037
SIGA Technologies
SIGA
$220M
$570K ﹤0.01%
80,367
-12,264
-13% -$82.1K
LVLU icon
3038
Lulu's Fashion Lounge
LVLU
$40.6M
$569K ﹤0.01%
5,597
+4,836
+635% +$631K
MITK icon
3039
Mitek Systems
MITK
$851M
$565K ﹤0.01%
38,535
+5,567
+17% +$85.2K
HYFM icon
3040
Hydrofarm Holdings
HYFM
$4.04M
$564K ﹤0.01%
3,723
+2,994
+411% +$559K
IUSG icon
3041
iShares Core S&P US Growth ETF
IUSG
$33.5B
$564K ﹤0.01%
5,334
+1,374
+35% +$143K
ARQ icon
3042
Arq
ARQ
$94.3M
$564K ﹤0.01%
90,633
-43,487
-32% -$276K
MLR icon
3043
Miller Industries
MLR
$644M
$563K ﹤0.01%
20,003
-2,738
-12% -$84.3K
BFLY icon
3044
Butterfly Network
BFLY
$2.24B
$562K ﹤0.01%
117,965
-85,138
-42% -$467K
GHL
3045
DELISTED
Greenhill & Co., Inc.
GHL
$562K ﹤0.01%
36,358
+6,706
+23% +$118K
CERS icon
3046
Cerus
CERS
$534M
$560K ﹤0.01%
101,983
-8,584
-8% -$47.5K
ZIM icon
3047
ZIM Integrated Shipping Services
ZIM
$3.31B
$560K ﹤0.01%
7,696
+3,549
+86% +$246K
VHC icon
3048
VirnetX Holding Corp
VHC
$51.1M
$559K ﹤0.01%
17,146
+9,506
+124% +$388K
RAD
3049
DELISTED
Rite Aid Corporation
RAD
$559K ﹤0.01%
63,916
-13,736
-18% -$144K
POWL icon
3050
Powell Industries
POWL
$6.66B
$558K ﹤0.01%
86,274
-164,553
-66% -$1.35M
120 121
122
123 124

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MCM
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PSUF
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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.