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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
DMS
3376
DELISTED
Digital Media Solutions, Inc.
DMS
$239K ﹤0.01%
+4,369
New +$264K
FMAT icon
3377
Fidelity MSCI Materials Index ETF
FMAT
$622M
$238K ﹤0.01%
+4,797
New +$229K
TRHC
3378
DELISTED
Tabula Rasa HealthCare, Inc. Common Stock
TRHC
$238K ﹤0.01%
41,373
-99,163
-71% -$890K
SIBN icon
3379
SI-BONE Inc
SIBN
$861M
$237K ﹤0.01%
+10,508
New +$218K
XPRO icon
3380
Expro Ltd
XPRO
$1.98B
$237K ﹤0.01%
13,331
+2,605
+24% +$41.7K
FTHM icon
3381
Fathom Holdings
FTHM
$23.3M
$236K ﹤0.01%
+22,016
New +$306K
GNTY
3382
DELISTED
Guaranty Bancshares
GNTY
$236K ﹤0.01%
6,737
+1,030
+18% +$37.4K
ALNT icon
3383
Allient
ALNT
$1.58B
$232K ﹤0.01%
7,774
-313
-4% -$10.9K
EIGR
3384
DELISTED
Eiger BioPharmaceuticals, Inc.
EIGR
$232K ﹤0.01%
+930
New +$147K
CSIQ icon
3385
Canadian Solar
CSIQ
$892M
$231K ﹤0.01%
6,545
-1,709
-21% -$51.6K
HY icon
3386
Hyster-Yale Materials Handling
HY
$609M
$231K ﹤0.01%
6,969
-3,186
-31% -$126K
RENT
3387
Rent the Runway
RENT
$121M
$231K ﹤0.01%
+1,677
New +$197K
TSVT
3388
DELISTED
2seventy bio
TSVT
$231K ﹤0.01%
13,536
-57,802
-81% -$981K
RSI icon
3389
Rush Street Interactive
RSI
$3.05B
$230K ﹤0.01%
31,630
-1,272
-4% -$12.8K
WHG icon
3390
Westwood Holdings Group
WHG
$189M
$230K ﹤0.01%
15,004
-1,336
-8% -$22.7K
BLFY
3391
DELISTED
Blue Foundry Bancorp
BLFY
$227K ﹤0.01%
16,732
+3,038
+22% +$42.9K
DSP icon
3392
Viant Technology
DSP
$280M
$227K ﹤0.01%
34,720
+1,618
+5% +$12.3K
EGAN icon
3393
eGain
EGAN
$203M
$226K ﹤0.01%
19,518
+9,124
+88% +$103K
EWM icon
3394
iShares MSCI Malaysia ETF
EWM
$317M
$226K ﹤0.01%
8,844
-2,256
-20% -$56.7K
GIC icon
3395
Global Industrial
GIC
$1.51B
$226K ﹤0.01%
7,026
-888
-11% -$30K
TAST
3396
DELISTED
Carrols Restaurant Group, Inc.
TAST
$226K ﹤0.01%
100,063
+23,349
+30% +$60K
LTRPA
3397
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
$226K ﹤0.01%
110,159
+26,324
+31% +$55.8K
INVE icon
3398
Identive
INVE
$66.9M
$225K ﹤0.01%
13,892
+1,764
+15% +$33.9K
JNK icon
3399
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$6.67B
$225K ﹤0.01%
2,198
+9
+0.4% +$938
RGS icon
3400
Regis Corp
RGS
$67.8M
$225K ﹤0.01%
5,314
+2,957
+125% +$103K
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.