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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

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

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

1 Technology 24.28%
2 Financials 13.19%
3 Healthcare 12.81%
4 Consumer Discretionary 10.38%
5 Industrials 7.97%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
GPRE icon
1776
Green Plains
GPRE
$1.35B
$5.55M ﹤0.01%
178,964
-33,527
-16% -$1.05M
SFL icon
1777
SFL Corp
SFL
$1.48B
$5.55M ﹤0.01%
544,834
+179,397
+49% +$1.65M
HPP
1778
Hudson Pacific Properties
HPP
$853M
$5.54M ﹤0.01%
28,502
+2,434
+9% +$438K
CELH icon
1779
Celsius Holdings
CELH
$7.41B
$5.53M ﹤0.01%
300,888
-122,022
-29% -$2.19M
EGHT icon
1780
8x8 Inc
EGHT
$267M
$5.53M ﹤0.01%
439,178
+171,463
+64% +$2.38M
FIZZ icon
1781
National Beverage
FIZZ
$2.91B
$5.51M ﹤0.01%
126,617
-3,030
-2% -$132K
ETRN
1782
DELISTED
Equitrans Midstream Corporation Common Stock
ETRN
$5.51M ﹤0.01%
652,531
-220,547
-25% -$1.82M
IVW icon
1783
iShares S&P 500 Growth ETF
IVW
$73.1B
$5.5M ﹤0.01%
72,080
+1,885
+3% +$142K
FHI icon
1784
Federated Hermes
FHI
$4.46B
$5.5M ﹤0.01%
161,582
-2,483
-2% -$84.5K
UMH
1785
UMH Properties
UMH
$1.34B
$5.5M ﹤0.01%
223,741
-9,423
-4% -$226K
CIG icon
1786
CEMIG Preferred Shares
CIG
$6.12B
$5.5M ﹤0.01%
2,887,188
+29,886
+1% +$45.3K
FSS icon
1787
Federal Signal
FSS
$7.11B
$5.46M ﹤0.01%
161,700
-12,944
-7% -$482K
CVET
1788
DELISTED
Covetrus, Inc. Common Stock
CVET
$5.45M ﹤0.01%
324,853
-2,246
-0.7% -$39.3K
HNI icon
1789
HNI Corp
HNI
$3B
$5.45M ﹤0.01%
147,149
+6,076
+4% +$245K
NXG
1790
NXG NextGen Infrastructure Income Fund
NXG
$333M
$5.45M ﹤0.01%
122,077
+23,483
+24% +$1.02M
ARWR icon
1791
Arrowhead Research
ARWR
$10.5B
$5.44M ﹤0.01%
118,346
-24,798
-17% -$1.23M
VIPS icon
1792
Vipshop
VIPS
$6.96B
$5.43M ﹤0.01%
603,413
+121,068
+25% +$1.07M
LMAT icon
1793
LeMaitre Vascular
LMAT
$2.32B
$5.42M ﹤0.01%
116,740
+3,211
+3% +$144K
CTRE icon
1794
CareTrust REIT
CTRE
$10.1B
$5.42M ﹤0.01%
280,746
+28,999
+12% +$572K
POLY
1795
DELISTED
Plantronics, Inc.
POLY
$5.42M ﹤0.01%
137,489
-8,437
-6% -$240K
PATK icon
1796
Patrick Industries
PATK
$2.92B
$5.41M ﹤0.01%
134,525
-1,536
-1% -$70.8K
RVNC
1797
DELISTED
Revance Therapeutics, Inc.
RVNC
$5.41M ﹤0.01%
277,250
-90,482
-25% -$1.37M
AVNS icon
1798
Avanos Medical
AVNS
$1.17B
$5.4M ﹤0.01%
161,291
+33,925
+27% +$1.09M
AMRC icon
1799
Ameresco
AMRC
$1.22B
$5.4M ﹤0.01%
67,907
+624
+0.9% +$39.4K
AIO
1800
Virtus Artificial Intelligence & Technology Opportunities Fund
AIO
$877M
$5.4M ﹤0.01%
246,910
+30,605
+14% +$686K
70 71
72
73 74

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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.