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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
FVD icon
3201
First Trust Value Line Dividend Fund
FVD
$8.26B
$380K ﹤0.01%
8,975
+340
+4% +$14.1K
MTRX icon
3202
Matrix Service
MTRX
$305M
$379K ﹤0.01%
46,123
-88,940
-66% -$672K
TIGO icon
3203
Millicom
TIGO
$15.7B
$379K ﹤0.01%
15,020
-539
-3% -$13.9K
OSG
3204
Octave Specialty Group
OSG
$209M
$378K ﹤0.01%
36,388
-28,739
-44% -$389K
BGFV
3205
DELISTED
Big 5 Sporting Goods
BGFV
$378K ﹤0.01%
22,049
+9,954
+82% +$177K
GNOG
3206
DELISTED
Golden Nugget Online Gaming, Inc. Class A Common Stock
GNOG
$378K ﹤0.01%
53,200
+29,772
+127% +$230K
BMRC icon
3207
Bank of Marin Bancorp
BMRC
$431M
$376K ﹤0.01%
10,731
-1,066
-9% -$38.9K
CO
3208
DELISTED
Global Cord Blood Corporation
CO
$376K ﹤0.01%
97,700
+64,391
+193% +$267K
BBW icon
3209
Build-A-Bear
BBW
$374M
$375K ﹤0.01%
20,500
+2,196
+12% +$41.5K
DGICA icon
3210
Donegal Group Class A
DGICA
$714M
$374K ﹤0.01%
27,891
+2,084
+8% +$29.1K
CBNK icon
3211
Capital Bancorp
CBNK
$595M
$372K ﹤0.01%
+16,273
New +$399K
EVI icon
3212
EVI Industries
EVI
$185M
$371K ﹤0.01%
19,964
+1,704
+9% +$37.1K
FUTY icon
3213
Fidelity MSCI Utilities Index ETF
FUTY
$2.24B
$370K ﹤0.01%
7,730
+1,977
+34% +$88.5K
LMNR icon
3214
Limoneira
LMNR
$250M
$370K ﹤0.01%
25,200
-4,566
-15% -$66.4K
QTRX icon
3215
Quanterix
QTRX
$125M
$369K ﹤0.01%
12,632
+4,154
+49% +$127K
GOOS
3216
Canada Goose Holdings
GOOS
$805M
$366K ﹤0.01%
+13,890
New +$399K
SNDX icon
3217
Syndax Pharmaceuticals
SNDX
$1.74B
$365K ﹤0.01%
20,981
-6,845
-25% -$115K
MGNX icon
3218
MacroGenics
MGNX
$263M
$364K ﹤0.01%
41,280
+2,728
+7% +$30.1K
SFT
3219
DELISTED
Shift Technologies, Inc. Class A Common Stock
SFT
$363K ﹤0.01%
16,488
+11,481
+229% +$255K
ERII icon
3220
Energy Recovery
ERII
$397M
$362K ﹤0.01%
17,967
+709
+4% +$13.8K
TGS icon
3221
Transportadora de Gas del Sur
TGS
$4.24B
$361K ﹤0.01%
51,522
-14
-0% -$75
ESMT
3222
DELISTED
EngageSmart, Inc.
ESMT
$361K ﹤0.01%
+16,923
New +$351K
MANU icon
3223
Manchester United
MANU
$3.81B
$356K ﹤0.01%
24,602
+4,948
+25% +$67.3K
IYH icon
3224
iShares US Healthcare ETF
IYH
$3.74B
$353K ﹤0.01%
+6,105
New +$341K
DNUT icon
3225
Krispy Kreme
DNUT
$602M
$351K ﹤0.01%
23,656
+4,735
+25% +$71K
127 128
129
130 131

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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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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.