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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
DMS
3376
DELISTED
Digital Media Solutions, Inc.
DMS
$239K ﹤0.01%
+4,369
New +$264K
2022 Q1
0 quarters
FMAT icon
3377
Fidelity MSCI Materials Index ETF
FMAT
$577M
$238K ﹤0.01%
+4,797
New +$229K
2022 Q1
0 quarters
TRHC
3378
DELISTED
Tabula Rasa HealthCare, Inc. Common Stock
TRHC
$238K ﹤0.01%
41,373
-99,163
-71% -$890K
2017 Q4
17 quarters
SIBN icon
3379
SI-BONE Inc
SIBN
$901M
$237K ﹤0.01%
+10,508
New +$218K
2022 Q1
0 quarters
XPRO icon
3380
Expro Ltd
XPRO
$1.82B
$237K ﹤0.01%
13,331
+2,605
+24% +$41.7K
2014 Q3
30 quarters
FTHM icon
3381
Fathom Holdings
FTHM
$6.79M
$236K ﹤0.01%
+22,016
New +$306K
2022 Q1
0 quarters
GNTY icon
3382
DELISTED
Guaranty Bancshares
GNTY
$236K ﹤0.01%
6,737
+1,030
+18% +$37.4K
2021 Q4
1 quarter
ALNT icon
3383
Allient
ALNT
$1.81B
$232K ﹤0.01%
7,774
-313
-4% -$10.9K
2020 Q4
5 quarters
EIGR
3384
DELISTED
Eiger BioPharmaceuticals, Inc.
EIGR
$232K ﹤0.01%
+930
New +$147K
2022 Q1
0 quarters
CSIQ icon
3385
Canadian Solar
CSIQ
$750M
$231K ﹤0.01%
6,545
-1,709
-21% -$51.6K
2020 Q3
6 quarters
HY icon
3386
Hyster-Yale Materials Handling
HY
$573M
$231K ﹤0.01%
6,969
-3,186
-31% -$126K
2013 Q2
35 quarters
RENT icon
3387
Rent the Runway
RENT
$62.1M
$231K ﹤0.01%
+1,677
New +$197K
2022 Q1
0 quarters
TSVT icon
3388
DELISTED
2seventy bio
TSVT
$231K ﹤0.01%
13,536
-57,802
-81% -$981K
2021 Q4
1 quarter
RSI icon
3389
Rush Street Interactive
RSI
$2.16B
$230K ﹤0.01%
31,630
-1,272
-4% -$12.8K
2021 Q3
2 quarters
WHG icon
3390
Westwood Holdings Group
WHG
$179M
$230K ﹤0.01%
15,004
-1,336
-8% -$22.7K
2013 Q2
35 quarters
BLFY icon
3391
DELISTED
Blue Foundry Bancorp
BLFY
$227K ﹤0.01%
16,732
+3,038
+22% +$42.9K
2021 Q4
1 quarter
DSP icon
3392
Viant Technology
DSP
$279M
$227K ﹤0.01%
34,720
+1,618
+5% +$12.3K
2021 Q3
2 quarters
EGAN icon
3393
eGain
EGAN
$139M
$226K ﹤0.01%
19,518
+9,124
+88% +$103K
2021 Q4
1 quarter
EWM icon
3394
iShares MSCI Malaysia ETF
EWM
$257M
$226K ﹤0.01%
8,844
-2,256
-20% -$56.7K
2015 Q4
25 quarters
GIC icon
3395
Global Industrial
GIC
$1.66B
$226K ﹤0.01%
7,026
-888
-11% -$30K
2020 Q3
6 quarters
TAST icon
3396
DELISTED
Carrols Restaurant Group, Inc.
TAST
$226K ﹤0.01%
100,063
+23,349
+30% +$60K
2013 Q2
35 quarters
LTRPA
3397
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
$226K ﹤0.01%
110,159
+26,324
+31% +$55.8K
2014 Q3
30 quarters
INVE icon
3398
INVE Technologies, Inc. Common Stock
INVE
$57.7M
$225K ﹤0.01%
13,892
+1,764
+15% +$33.9K
2021 Q3
2 quarters
JNK icon
3399
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$5.86B
$225K ﹤0.01%
2,198
+9
+0.4% +$938
2021 Q4
1 quarter
RGS icon
3400
Regis Corp
RGS
$71.8M
$225K ﹤0.01%
5,314
+2,957
+125% +$103K
2013 Q2
35 quarters
134 135
136
137 138

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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.