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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

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
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
INMD icon
2051
InMode
INMD
$837M
$3.75M ﹤0.01%
101,533
+41,350
+69% +$1.85M
ABR icon
2052
Arbor Realty Trust
ABR
$836M
$3.75M ﹤0.01%
219,597
-1,764
-0.8% -$31K
FNDX icon
2053
Schwab Fundamental US Large Company Index ETF
FNDX
$27.6B
$3.74M ﹤0.01%
191,757
+135,984
+244% +$2.62M
RGP icon
2054
Resources Connection
RGP
$137M
$3.73M ﹤0.01%
217,719
-171
-0.1% -$2.94K
CET
2055
Central Securities Corp
CET
$1.65B
$3.73M ﹤0.01%
89,986
-74,980
-45% -$3.11M
LNN icon
2056
Lindsay Corp
LNN
$1.19B
$3.72M ﹤0.01%
23,719
+2,460
+12% +$339K
CCU icon
2057
Compañía de Cervecerías Unidas
CCU
$2.1B
$3.7M ﹤0.01%
247,249
-39,240
-14% -$618K
BGR icon
2058
BlackRock Energy and Resources Trust
BGR
$448M
$3.69M ﹤0.01%
318,027
-145,515
-31% -$1.59M
DSU icon
2059
BlackRock Debt Strategies Fund
DSU
$590M
$3.69M ﹤0.01%
353,817
-364,662
-51% -$3.96M
SKY icon
2060
Champion Homes
SKY
$4.62B
$3.68M ﹤0.01%
67,051
-17,645
-21% -$1.2M
AAMI
2061
Acadian Asset Management
AAMI
$3.21B
$3.68M ﹤0.01%
151,708
-7,153
-5% -$170K
SID icon
2062
Companhia Siderúrgica Nacional
SID
$1.56B
$3.67M ﹤0.01%
677,333
+61,595
+10% +$306K
WT icon
2063
WisdomTree
WT
$3.37B
$3.67M ﹤0.01%
624,802
-31,274
-5% -$179K
COHU icon
2064
Cohu
COHU
$2.6B
$3.66M ﹤0.01%
123,751
-24,623
-17% -$787K
RRR icon
2065
Red Rock Resorts
RRR
$3.12B
$3.66M ﹤0.01%
75,346
-10,111
-12% -$482K
PRK icon
2066
Park National Corp
PRK
$3.3B
$3.66M ﹤0.01%
27,830
+714
+3% +$96.2K
CEVA icon
2067
CEVA Inc
CEVA
$840M
$3.65M ﹤0.01%
89,898
+17,256
+24% +$671K
CASH icon
2068
Pathward Financial
CASH
$1.61B
$3.65M ﹤0.01%
66,478
+4,421
+7% +$251K
VGM icon
2069
Invesco Trust Investment Grade Municipals
VGM
$529M
$3.63M ﹤0.01%
312,484
+94,213
+43% +$1.16M
MOV icon
2070
Movado Group
MOV
$745M
$3.62M ﹤0.01%
92,758
-20,413
-18% -$774K
LAND
2071
Gladstone Land Corp
LAND
$412M
$3.62M ﹤0.01%
99,434
-5,533
-5% -$179K
NVRO
2072
DELISTED
NEVRO CORP.
NVRO
$3.62M ﹤0.01%
49,990
+5,539
+12% +$399K
VSAT icon
2073
Viasat
VSAT
$10.1B
$3.61M ﹤0.01%
74,053
+10,022
+16% +$461K
CDMO
2074
DELISTED
Avid Bioservices, Inc. Common Stock
CDMO
$3.61M ﹤0.01%
177,246
+119,052
+205% +$2.42M
OIS icon
2075
Oil States International
OIS
$507M
$3.61M ﹤0.01%
518,842
+8,221
+2% +$52.1K
81 82
83
84 85

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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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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.