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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
Avg Time Held
21.7 quarters
Top 10 Avg Time Held
15.7 quarters
Top 20 Avg Time Held
17.5 quarters

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 icon
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 Held Since
CXM icon
3151
Sprinklr
CXM
$1.28B
$436K ﹤0.01%
+36,621
New +$442K
2022 Q1
0 quarters
FREL icon
3152
Fidelity MSCI Real Estate Index ETF
FREL
$1.4B
$435K ﹤0.01%
13,443
+3,159
+31% +$100K
2021 Q3
2 quarters
INSW icon
3153
International Seaways
INSW
$6.15B
$435K ﹤0.01%
24,112
+3,612
+18% +$58.6K
2017 Q1
20 quarters
USX icon
3154
DELISTED
U.S. Xpress Enterprises, Inc. Class A Common Stock
USX
$435K ﹤0.01%
+112,150
New +$503K
2022 Q1
0 quarters
KE icon
3155
Kimball Electronics
KE
$672M
$433K ﹤0.01%
21,665
-430
-2% -$8.33K
2019 Q4
9 quarters
CAMT icon
3156
Camtek
CAMT
$6.89B
$432K ﹤0.01%
14,187
+731
+5% +$25.7K
2020 Q4
5 quarters
TTI icon
3157
TETRA Technologies
TTI
$905M
$432K ﹤0.01%
105,171
+53,743
+105% +$172K
2013 Q2
35 quarters
ACET icon
3158
Adicet Bio
ACET
$51.8M
$430K ﹤0.01%
1,347
-11
-0.8% -$2.53K
2021 Q3
2 quarters
ADV icon
3159
Advantage Solutions
ADV
$395M
$427K ﹤0.01%
2,677
+22
+0.8% +$3.81K
2021 Q3
2 quarters
BZH icon
3160
Beazer Homes USA
BZH
$892M
$426K ﹤0.01%
27,980
+1,093
+4% +$19.4K
2013 Q2
35 quarters
DGS icon
3161
WisdomTree Emerging Markets SmallCap Dividend Fund
DGS
$1.72B
$426K ﹤0.01%
+7,999
New +$420K
2022 Q1
0 quarters
ZNTL icon
3162
Zentalis Pharmaceuticals
ZNTL
$239M
$422K ﹤0.01%
9,156
-6,383
-41% -$344K
2021 Q1
4 quarters
DBEF icon
3163
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.24B
$420K ﹤0.01%
+11,137
New +$420K
2022 Q1
0 quarters
RCKY icon
3164
Rocky Brands
RCKY
$343M
$420K ﹤0.01%
10,092
+3,279
+48% +$140K
2021 Q1
4 quarters
CSTR
3165
DELISTED
CapStar Financial Holdings, Inc
CSTR
$418K ﹤0.01%
19,818
+573
+3% +$12.3K
2018 Q4
13 quarters
GRWG icon
3166
GrowGeneration
GRWG
$88.4M
$417K ﹤0.01%
45,319
+16,558
+58% +$149K
2020 Q3
6 quarters
VIEW
3167
DELISTED
View, Inc. Class A Common Stock
VIEW
$417K ﹤0.01%
3,774
+2,934
+349% +$444K
2021 Q3
2 quarters
BYSI icon
3168
BeyondSpring
BYSI
$25.3M
$416K ﹤0.01%
189,160
+81,477
+76% +$237K
2021 Q2
3 quarters
COCO icon
3169
Vita Coco
COCO
$3.34B
$415K ﹤0.01%
+46,365
New +$485K
2022 Q1
0 quarters
TEO icon
3170
Telecom Argentina
TEO
$5.3B
$414K ﹤0.01%
68,848
+9,972
+17% +$52K
2018 Q3
14 quarters
VOOV icon
3171
Vanguard S&P 500 Value ETF
VOOV
$6.73B
$414K ﹤0.01%
2,746
-564
-17% -$83.9K
2021 Q1
4 quarters
DFAX icon
3172
Dimensional World ex US Core Equity 2 ETF
DFAX
$12.3B
$413K ﹤0.01%
+16,550
New +$419K
2022 Q1
0 quarters
FBMS icon
3173
DELISTED
The First Bancshares, Inc.
FBMS
$413K ﹤0.01%
12,264
+1,915
+19% +$69.5K
2020 Q3
6 quarters
GNR icon
3174
State Street SPDR S&P Global Natural Resources ETF
GNR
$5.19B
$412K ﹤0.01%
+6,555
New +$384K
2022 Q1
0 quarters
RFMZ icon
3175
RiverNorth Flexible Municipal Income Fund II
RFMZ
$279M
$411K ﹤0.01%
+25,048
New +$437K
2022 Q1
0 quarters
125 126
127
128 129

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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.