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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
PRTY
3401
DELISTED
Party City Holdco Inc.
PRTY
$224K ﹤0.01%
62,504
+49,265
+372% +$223K
2016 Q1
24 quarters
STVN icon
3402
Stevanato
STVN
$5.25B
$223K ﹤0.01%
+11,078
New +$193K
2022 Q1
0 quarters
TFII icon
3403
TFI International
TFII
$9.27B
$223K ﹤0.01%
+2,094
New +$213K
2022 Q1
0 quarters
COOK icon
3404
Traeger
COOK
$144M
$222K ﹤0.01%
+597
New +$285K
2022 Q1
0 quarters
MMP
3405
DELISTED
Magellan Midstream Partners, L.P.
MMP
$221K ﹤0.01%
4,495
-36,417
-89% -$1.76M
2013 Q2
35 quarters
DFIV icon
3406
Dimensional International Value ETF
DFIV
$21.5B
$220K ﹤0.01%
6,565
+12
+0.2% +$405
2021 Q4
1 quarter
NGNE icon
3407
Neurogene
NGNE
$489M
$220K ﹤0.01%
5,839
+391
+7% +$22.8K
2021 Q4
1 quarter
QVAL icon
3408
Alpha Architect US Quantitative Value ETF
QVAL
$622M
$220K ﹤0.01%
+6,026
New +$217K
2022 Q1
0 quarters
AVPT icon
3409
AvePoint
AVPT
$3.08B
$219K ﹤0.01%
41,725
-1,608
-4% -$9.21K
2021 Q4
1 quarter
PAGP icon
3410
Plains GP Holdings
PAGP
$5.29B
$219K ﹤0.01%
18,990
+1,801
+10% +$20.7K
2017 Q4
17 quarters
VVNT
3411
DELISTED
Vivint Smart Home, Inc. Class A Common Stock
VVNT
$219K ﹤0.01%
32,360
+16,751
+107% +$119K
2021 Q4
1 quarter
CPSS icon
3412
Consumer Portfolio Services
CPSS
$200M
$218K ﹤0.01%
21,424
-1,261
-6% -$14.1K
2021 Q4
1 quarter
SGU icon
3413
Star Group
SGU
$430M
$218K ﹤0.01%
+19,610
New +$205K
2022 Q1
0 quarters
FWRG icon
3414
First Watch Restaurant Group
FWRG
$695M
$216K ﹤0.01%
+16,585
New +$238K
2022 Q1
0 quarters
XM
3415
DELISTED
Qualtrics International Inc. Class A Common Stock
XM
$216K ﹤0.01%
7,556
-3,587
-32% -$104K
2021 Q3
2 quarters
SKYT icon
3416
DELISTED
SkyWater Technology
SKYT
$215K ﹤0.01%
+19,891
New +$218K
2022 Q1
0 quarters
ACT icon
3417
Enact Holdings
ACT
$6.17B
$214K ﹤0.01%
+9,640
New +$208K
2022 Q1
0 quarters
CTLP icon
3418
DELISTED
Cantaloupe
CTLP
$213K ﹤0.01%
31,400
+6,542
+26% +$49.6K
2017 Q1
20 quarters
PSTL icon
3419
Postal Realty Trust
PSTL
$692M
$212K ﹤0.01%
+12,623
New +$225K
2022 Q1
0 quarters
STXB
3420
DELISTED
Spirit of Texas Bancshares, Inc. Common Stock
STXB
$212K ﹤0.01%
8,049
+14
+0.2% +$400
2021 Q4
1 quarter
COGT icon
3421
Cogent Biosciences
COGT
$5.17B
$211K ﹤0.01%
+28,131
New +$196K
2022 Q1
0 quarters
HBIO icon
3422
Harvard Bioscience
HBIO
$37.5M
$211K ﹤0.01%
3,392
+1,540
+83% +$91.1K
2020 Q4
5 quarters
KOPN icon
3423
Kopin
KOPN
$746M
$211K ﹤0.01%
83,247
+71,044
+582% +$204K
2021 Q4
1 quarter
HLTH icon
3424
DELISTED
Cue Health Inc. Common Stock
HLTH
$211K ﹤0.01%
+32,783
New +$297K
2022 Q1
0 quarters
CWBC icon
3425
Community West Bancshares
CWBC
$705M
$210K ﹤0.01%
9,007
-2,284
-20% -$52.2K
2020 Q2
7 quarters
135 136
137
138 139

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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.