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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
OSIS icon
1926
OSI Systems
OSIS
$3.56B
$4.47M ﹤0.01%
52,506
+719
+1% +$60.4K
QS icon
1927
QuantumScape Corp
QS
$3.64B
$4.46M ﹤0.01%
223,285
-30,906
-12% -$530K
DCH
1928
Dauch Corp
DCH
$1.3B
$4.46M ﹤0.01%
574,932
+8,718
+2% +$74.4K
CHPT icon
1929
ChargePoint
CHPT
$150M
$4.46M ﹤0.01%
11,214
+7,262
+184% +$2.24M
TROX icon
1930
Tronox
TROX
$920M
$4.46M ﹤0.01%
225,319
+28,091
+14% +$609K
APPN icon
1931
Appian
APPN
$1.92B
$4.46M ﹤0.01%
73,303
+23,753
+48% +$1.35M
ZUO
1932
DELISTED
Zuora, Inc.
ZUO
$4.46M ﹤0.01%
297,481
-3,349
-1% -$51.6K
ROCK icon
1933
Gibraltar Industries
ROCK
$1.33B
$4.45M ﹤0.01%
103,645
+31,026
+43% +$1.63M
MMI icon
1934
Marcus & Millichap
MMI
$1.19B
$4.45M ﹤0.01%
84,459
+22,596
+37% +$1.08M
MSTR icon
1935
Strategy Inc
MSTR
$34.1B
$4.44M ﹤0.01%
91,360
-34,030
-27% -$1.47M
CPNG icon
1936
Coupang
CPNG
$30.3B
$4.44M ﹤0.01%
251,180
+51,487
+26% +$1.1M
VXF icon
1937
Vanguard Extended Market ETF
VXF
$30.7B
$4.43M ﹤0.01%
26,770
+864
+3% +$142K
AHRT
1938
AH Realty Trust
AHRT
$534M
$4.43M ﹤0.01%
303,337
+32,792
+12% +$472K
COLL icon
1939
Collegium Pharmaceutical
COLL
$1.18B
$4.42M ﹤0.01%
217,248
+108,549
+100% +$2.05M
VOOG icon
1940
Vanguard S&P 500 Growth ETF
VOOG
$26.1B
$4.41M ﹤0.01%
95,988
-2,730
-3% -$123K
CVGW
1941
DELISTED
Calavo Growers
CVGW
$4.39M ﹤0.01%
120,534
-76,168
-39% -$3.1M
HCCI
1942
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
$4.39M ﹤0.01%
148,143
-5,696
-4% -$166K
CD
1943
DELISTED
Chindata Group Holdings Limited American Depositary Shares
CD
$4.38M ﹤0.01%
692,563
+444,919
+180% +$2.45M
DLY
1944
DoubleLine Yield Opportunities Fund
DLY
$678M
$4.37M ﹤0.01%
+260,923
New +$4.58M
APPS icon
1945
Digital Turbine
APPS
$1.04B
$4.37M ﹤0.01%
99,716
-24,842
-20% -$1.12M
DDD icon
1946
3D Systems Corp
DDD
$459M
$4.36M ﹤0.01%
261,513
+13,414
+5% +$233K
NVMI
1947
Nova
NVMI
$14.3B
$4.35M ﹤0.01%
39,944
-3,306
-8% -$386K
HCSG icon
1948
Healthcare Services Group
HCSG
$1.72B
$4.34M ﹤0.01%
233,978
+83,759
+56% +$1.45M
MIO
1949
DELISTED
Pioneer Municipal High Income Opportunities Fund
MIO
$4.34M ﹤0.01%
291,900
+185,724
+175% +$3.03M
TGI
1950
DELISTED
Triumph Group
TGI
$4.34M ﹤0.01%
171,736
+25,916
+18% +$576K
76 77
78
79 80

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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.