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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
SAH icon
1876
Sonic Automotive
SAH
$3.25B
$4.88M ﹤0.01%
114,897
+7,549
+7% +$372K
GCP
1877
DELISTED
GCP Applied Technologies Inc.
GCP
$4.88M ﹤0.01%
155,342
-9,182
-6% -$291K
ENVA icon
1878
Enova International
ENVA
$5.77B
$4.87M ﹤0.01%
128,350
+8,763
+7% +$352K
SAIL
1879
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
$4.86M ﹤0.01%
94,973
-13,262
-12% -$567K
NEWR
1880
DELISTED
New Relic, Inc.
NEWR
$4.86M ﹤0.01%
72,658
-8,791
-11% -$720K
PLMR icon
1881
Palomar
PLMR
$3.63B
$4.83M ﹤0.01%
75,517
+44,550
+144% +$2.53M
HL icon
1882
Hecla Mining
HL
$9.6B
$4.82M ﹤0.01%
732,954
+17,379
+2% +$101K
AI icon
1883
C3.ai
AI
$1.39B
$4.79M ﹤0.01%
211,208
+39,903
+23% +$961K
MHO icon
1884
M/I Homes
MHO
$3.96B
$4.77M ﹤0.01%
107,613
+20,919
+24% +$1.07M
ELME
1885
Elme Communities
ELME
$135M
$4.77M ﹤0.01%
187,132
+4,522
+2% +$111K
FSP
1886
Franklin Street Properties
FSP
$50.6M
$4.77M ﹤0.01%
808,608
+5,408
+0.7% +$31.2K
XLI icon
1887
State Street Industrial Select Sector SPDR ETF
XLI
$33.5B
$4.75M ﹤0.01%
46,104
+11,126
+32% +$1.13M
TGH
1888
DELISTED
Textainer Group Holdings limited
TGH
$4.75M ﹤0.01%
124,719
-2,201
-2% -$83.2K
CHCT
1889
Community Healthcare Trust
CHCT
$542M
$4.74M ﹤0.01%
112,377
-438
-0.4% -$19K
ATEN icon
1890
A10 Networks
ATEN
$2.54B
$4.73M ﹤0.01%
339,320
-12,253
-3% -$172K
HNP
1891
DELISTED
Huaneng Power Intl, Inc.
HNP
$4.73M ﹤0.01%
280,235
-15,447
-5% -$328K
ATHM icon
1892
Autohome
ATHM
$2.51B
$4.73M ﹤0.01%
155,420
+18,673
+14% +$566K
WABC icon
1893
Westamerica Bancorp
WABC
$1.48B
$4.71M ﹤0.01%
77,844
+1,223
+2% +$72.9K
NTNX icon
1894
Nutanix
NTNX
$15B
$4.71M ﹤0.01%
175,490
+16,209
+10% +$434K
PARR icon
1895
Par Pacific Holdings
PARR
$3.8B
$4.71M ﹤0.01%
361,507
-59,383
-14% -$846K
OSH
1896
DELISTED
Oak Street Health, Inc.
OSH
$4.7M ﹤0.01%
174,844
+103,231
+144% +$2.18M
QTWO icon
1897
Q2 Holdings
QTWO
$3.52B
$4.68M ﹤0.01%
75,997
-26,787
-26% -$1.72M
TALO icon
1898
Talos Energy
TALO
$2.46B
$4.67M ﹤0.01%
295,852
+15,335
+5% +$202K
GH icon
1899
Guardant Health
GH
$20.3B
$4.66M ﹤0.01%
70,394
-192
-0.3% -$13.1K
NOVA
1900
DELISTED
Sunnova Energy
NOVA
$4.66M ﹤0.01%
202,091
+111,609
+123% +$2.39M
74 75
76
77 78

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MCM
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PSUF
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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.