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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
ARQT icon
3226
Arcutis Biotherapeutics
ARQT
$2.99B
$350K ﹤0.01%
18,155
-4,049
-18% -$68.5K
ORRF icon
3227
Orrstown Financial Services
ORRF
$825M
$347K ﹤0.01%
15,113
-19,123
-56% -$465K
SPFI icon
3228
South Plains Financial
SPFI
$823M
$347K ﹤0.01%
13,046
+249
+2% +$7.05K
FRG
3229
DELISTED
Franchise Group, Inc.
FRG
$347K ﹤0.01%
8,381
+2,250
+37% +$104K
AZRE
3230
DELISTED
Azure Power Global Limited
AZRE
$346K ﹤0.01%
20,786
+10,511
+102% +$174K
FRPH icon
3231
FRP Holdings
FRPH
$426M
$344K ﹤0.01%
11,898
-84
-0.7% -$2.39K
DCBO
3232
Docebo
DCBO
$637M
$343K ﹤0.01%
6,611
+250
+4% +$12.8K
NUVL
3233
DELISTED
Nuvalent
NUVL
$343K ﹤0.01%
24,675
+9,789
+66% +$142K
ATOM icon
3234
Atomera
ATOM
$164M
$342K ﹤0.01%
26,201
-3,182
-11% -$47.6K
VRN
3235
DELISTED
Veren
VRN
$341K ﹤0.01%
47,060
-1,861
-4% -$12.6K
BW icon
3236
Babcock & Wilcox
BW
$1.07B
$339K ﹤0.01%
41,557
+21,089
+103% +$164K
EAR
3237
DELISTED
Eargo, Inc. Common Stock
EAR
$338K ﹤0.01%
3,198
+1,230
+63% +$121K
GQRE icon
3238
Northern Trust Global Quality Real Estate ETF
GQRE
$417M
$337K ﹤0.01%
+4,800
New +$332K
FMBH icon
3239
First Mid Bancshares
FMBH
$1.34B
$336K ﹤0.01%
8,719
-760
-8% -$31.3K
PVBC
3240
DELISTED
Provident Bancorp
PVBC
$336K ﹤0.01%
20,708
+1,910
+10% +$32.5K
AEVA
3241
Aeva Technologies
AEVA
$1.09B
$335K ﹤0.01%
15,487
+514
+3% +$12.6K
JBI icon
3242
Janus International
JBI
$667M
$335K ﹤0.01%
37,179
-3,037
-8% -$30.8K
PRVA icon
3243
Privia Health
PRVA
$2.66B
$335K ﹤0.01%
12,536
-28,388
-69% -$670K
MVIS icon
3244
Microvision
MVIS
$56.3M
$330K ﹤0.01%
4,711
+2,940
+166% +$174K
SCHM icon
3245
Schwab US Mid-Cap ETF
SCHM
$14.9B
$330K ﹤0.01%
13,050
+936
+8% +$23.5K
AXDX
3246
DELISTED
Accelerate Diagnostics
AXDX
$328K ﹤0.01%
22,790
+17,785
+355% +$506K
BALY icon
3247
Bally's
BALY
$476M
$326K ﹤0.01%
10,596
+140
+1% +$4.72K
ESGU icon
3248
iShares ESG Aware MSCI USA ETF
ESGU
$18.3B
$326K ﹤0.01%
3,219
+162
+5% +$16.2K
FNLC icon
3249
First Bancorp
FNLC
$392M
$325K ﹤0.01%
10,806
-305
-3% -$9.53K
DESP
3250
DELISTED
Despegar.com
DESP
$324K ﹤0.01%
26,551
+3,600
+16% +$40.5K
128 129
130
131 132

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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.