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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
GTLB icon
3126
GitLab
GTLB
$7.58B
$462K ﹤0.01%
+8,479
New +$506K
CANO
3127
DELISTED
Cano Health, Inc.
CANO
$462K ﹤0.01%
727
-102
-12% -$64.3K
CEMB icon
3128
iShares JPMorgan EM Corporate Bond ETF
CEMB
$435M
$460K ﹤0.01%
9,904
-11,617
-54% -$561K
CMBM
3129
DELISTED
Cambium Networks
CMBM
$460K ﹤0.01%
19,467
-11,916
-38% -$288K
WOOF icon
3130
Petco
WOOF
$771M
$458K ﹤0.01%
23,392
-33,747
-59% -$631K
PETQ
3131
DELISTED
PetIQ, Inc. Class A Common Stock
PETQ
$457K ﹤0.01%
18,717
+392
+2% +$8.25K
ARIS
3132
DELISTED
Aris Water Solutions
ARIS
$455K ﹤0.01%
+24,982
New +$362K
DLTH icon
3133
Duluth Holdings
DLTH
$140M
$455K ﹤0.01%
37,243
+2,574
+7% +$36K
MMAT
3134
DELISTED
Meta Materials Inc. Common Stock
MMAT
$453K ﹤0.01%
2,712
+1,720
+173% +$320K
EVC icon
3135
Entravision Communication
EVC
$745M
$452K ﹤0.01%
70,545
+456
+0.7% +$2.83K
OFS icon
3136
OFS Capital
OFS
$49.8M
$450K ﹤0.01%
+34,650
New +$373K
BVH
3137
DELISTED
Bluegreen Vacations Holding Corporation
BVH
$449K ﹤0.01%
15,179
+3,951
+35% +$120K
DENN
3138
DELISTED
Denny's
DENN
$448K ﹤0.01%
31,341
-4,598
-13% -$70K
INTA icon
3139
Intapp
INTA
$3.33B
$448K ﹤0.01%
+18,678
New +$408K
SEER icon
3140
Seer Inc
SEER
$110M
$448K ﹤0.01%
29,405
+16,886
+135% +$261K
FRSH icon
3141
Freshworks
FRSH
$3.62B
$445K ﹤0.01%
+24,818
New +$505K
MCW
3142
DELISTED
Mister Car Wash
MCW
$445K ﹤0.01%
30,080
+18,841
+168% +$309K
FRBK
3143
DELISTED
Republic First Bancorp Inc
FRBK
$445K ﹤0.01%
86,238
-15,501
-15% -$74.6K
SOPA
3144
DELISTED
Society Pass
SOPA
$444K ﹤0.01%
+9,969
New +$640K
INO icon
3145
Inovio Pharmaceuticals
INO
$133M
$442K ﹤0.01%
10,264
-1,075
-9% -$48.4K
RM icon
3146
Regional Management Corp
RM
$300M
$442K ﹤0.01%
9,097
+2,693
+42% +$136K
HBCP icon
3147
Home Bancorp
HBCP
$547M
$440K ﹤0.01%
+10,795
New +$440K
AFIB
3148
DELISTED
Acutus Medical Inc
AFIB
$440K ﹤0.01%
316,477
-191,293
-38% -$409K
BYM
3149
DELISTED
BlackRock Municipal Income Quality Trust
BYM
$438K ﹤0.01%
33,142
+2,152
+7% +$30.1K
VLDR
3150
DELISTED
Velodyne Lidar, Inc. Common Stock
VLDR
$438K ﹤0.01%
171,112
-28,050
-14% -$95.9K
124 125
126
127 128

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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.