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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
NEO icon
1851
NeoGenomics
NEO
$1.94B
$5.04M ﹤0.01%
414,559
+167,942
+68% +$3.53M
SASR
1852
DELISTED
Sandy Spring Bancorp Inc
SASR
$5.03M ﹤0.01%
111,961
+3,062
+3% +$144K
MVF
1853
DELISTED
BlackRock MuniVest Fund
MVF
$5.01M ﹤0.01%
614,068
-38,549
-6% -$338K
NMIH icon
1854
NMI Holdings
NMIH
$3.29B
$5.01M ﹤0.01%
242,968
+40,701
+20% +$950K
PMT
1855
PennyMac Mortgage Investment
PMT
$889M
$5.01M ﹤0.01%
296,556
+22,235
+8% +$372K
GTN icon
1856
Gray Television
GTN
$426M
$5.01M ﹤0.01%
226,935
+26,443
+13% +$583K
CSR
1857
Centerspace
CSR
$970M
$5M ﹤0.01%
51,004
+1,979
+4% +$192K
ILPT
1858
Industrial Logistics Properties Trust
ILPT
$597M
$5M ﹤0.01%
220,665
+30,007
+16% +$685K
REX icon
1859
REX American Resources
REX
$1.55B
$5M ﹤0.01%
301,350
+24,414
+9% +$395K
IRBT
1860
DELISTED
iRobot
IRBT
$5M ﹤0.01%
78,886
+21,190
+37% +$1.34M
ENR icon
1861
Energizer
ENR
$1.43B
$5M ﹤0.01%
162,554
-32,810
-17% -$1.14M
BCO icon
1862
Brink's
BCO
$4.91B
$4.99M ﹤0.01%
73,433
+3,172
+5% +$217K
AOSL icon
1863
Alpha and Omega Semiconductor
AOSL
$875M
$4.98M ﹤0.01%
91,096
+13,797
+18% +$718K
ANF icon
1864
Abercrombie & Fitch
ANF
$4.37B
$4.95M ﹤0.01%
154,736
+7,817
+5% +$271K
OUT icon
1865
Outfront Media
OUT
$5.89B
$4.95M ﹤0.01%
176,835
+7,565
+4% +$195K
SUM
1866
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$4.95M ﹤0.01%
161,938
-71,471
-31% -$2.38M
SBS icon
1867
Sabesp
SBS
$20.2B
$4.94M ﹤0.01%
2,592,854
-903
-0% -$1.33K
ECOL
1868
DELISTED
US Ecology, Inc.
ECOL
$4.93M ﹤0.01%
103,037
-6,838
-6% -$273K
NCV
1869
Virtus Convertible & Income Fund
NCV
$372M
$4.93M ﹤0.01%
244,998
+199,032
+433% +$4.09M
IQI icon
1870
Invesco Quality Municipal Securities
IQI
$538M
$4.92M ﹤0.01%
434,629
+49,256
+13% +$590K
PARAA
1871
DELISTED
Paramount Global Class A
PARAA
$4.92M ﹤0.01%
121,755
+2,284
+2% +$85.3K
EPC icon
1872
Edgewell Personal Care
EPC
$1.37B
$4.91M ﹤0.01%
133,964
+5,030
+4% +$205K
GEF icon
1873
Greif
GEF
$4.36B
$4.91M ﹤0.01%
75,403
+552
+0.7% +$33K
LBRT icon
1874
Liberty Energy
LBRT
$3.8B
$4.89M ﹤0.01%
330,249
-7,431
-2% -$95.1K
SUZ icon
1875
Suzano
SUZ
$10.2B
$4.89M ﹤0.01%
421,086
-14,221
-3% -$160K
73 74
75
76 77

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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.