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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
STRL icon
3076
Sterling Infrastructure
STRL
$14.4B
$528K ﹤0.01%
19,692
+64
+0.3% +$1.79K
VDE icon
3077
Vanguard Energy ETF
VDE
$10.7B
$527K ﹤0.01%
4,921
-592
-11% -$57K
MGI
3078
DELISTED
MoneyGram International, Inc. New
MGI
$527K ﹤0.01%
49,896
+2,974
+6% +$28.6K
FLNA
3079
Filana Therapeutics
FLNA
$44.9M
$526K ﹤0.01%
14,159
-4,699
-25% -$199K
SHBI icon
3080
Shore Bancshares
SHBI
$772M
$525K ﹤0.01%
25,645
-6,295
-20% -$129K
AGX icon
3081
Argan
AGX
$5.86B
$524K ﹤0.01%
12,921
+5,200
+67% +$204K
XMTR icon
3082
Xometry
XMTR
$5.39B
$521K ﹤0.01%
14,174
+8,300
+141% +$379K
THRY icon
3083
Thryv Holdings
THRY
$84.4M
$520K ﹤0.01%
18,488
+1,588
+9% +$49.8K
LUNG icon
3084
Pulmonx
LUNG
$102M
$518K ﹤0.01%
20,863
+12,398
+146% +$320K
NATR icon
3085
Nature's Sunshine
NATR
$250M
$518K ﹤0.01%
30,783
+9,573
+45% +$169K
SB icon
3086
Safe Bulkers
SB
$868M
$517K ﹤0.01%
108,593
-4,128
-4% -$16.8K
LSAK icon
3087
Lesaka Technologies
LSAK
$396M
$516K ﹤0.01%
87,900
– –
NRC icon
3088
NRC Health Common Stock
NRC
$483M
$513K ﹤0.01%
12,941
-348
-3% -$13.6K
ASUR icon
3089
Asure Software
ASUR
$262M
$510K ﹤0.01%
85,648
+13,079
+18% +$90.9K
ABUS icon
3090
Arbutus Biopharma
ABUS
$1B
$509K ﹤0.01%
170,798
+157,240
+1,160% +$481K
NEV
3091
DELISTED
NUVEEN ENHANCED MUNICIPAL VALUE FUND
NEV
$507K ﹤0.01%
38,929
+16,194
+71% +$227K
GPRK icon
3092
GeoPark
GPRK
$638M
$506K ﹤0.01%
33,851
+48
+0.1% +$676
DLN icon
3093
WisdomTree US LargeCap Dividend Fund
DLN
$6.35B
$504K ﹤0.01%
7,676
+2,860
+59% +$185K
PAR icon
3094
PAR Technology
PAR
$792M
$501K ﹤0.01%
12,409
-8,828
-42% -$362K
HNST icon
3095
The Honest Company
HNST
$608M
$499K ﹤0.01%
95,848
+78,826
+463% +$475K
AGRO icon
3096
Adecoagro
AGRO
$1.55B
$498K ﹤0.01%
41,240
+2,476
+6% +$22.8K
GDYN icon
3097
Grid Dynamics Holdings
GDYN
$647M
$498K ﹤0.01%
35,389
-109,593
-76% -$2.24M
TRUE
3098
DELISTED
TrueCar
TRUE
$497K ﹤0.01%
125,815
+48,380
+62% +$171K
DHS icon
3099
WisdomTree US High Dividend Fund
DHS
$1.6B
$496K ﹤0.01%
5,628
-1,749
-24% -$149K
ERO icon
3100
Ero Copper
ERO
$4.05B
$495K ﹤0.01%
33,803
+7,505
+29% +$104K
122 123
124
125 126

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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.