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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
OFIX icon
2076
Orthofix Medical
OFIX
$352M
$3.6M ﹤0.01%
110,215
+28,713
+35% +$922K
DSGX icon
2077
Descartes Systems
DSGX
$6.81B
$3.58M ﹤0.01%
48,917
+7,433
+18% +$536K
RGR icon
2078
Sturm, Ruger & Co
RGR
$641M
$3.58M ﹤0.01%
51,375
+8,478
+20% +$584K
XLF icon
2079
State Street Financial Select Sector SPDR ETF
XLF
$53.4B
$3.57M ﹤0.01%
93,243
-14,958
-14% -$585K
S icon
2080
SentinelOne
S
$8.07B
$3.55M ﹤0.01%
91,598
+19,013
+26% +$778K
CNH
2081
CNH Industrial
CNH
$21.8B
$3.55M ﹤0.01%
223,686
+21,421
+11% +$333K
PETS icon
2082
PetMed Express
PETS
$35.1M
$3.55M ﹤0.01%
137,475
+15,448
+13% +$401K
BIPC icon
2083
Brookfield Infrastructure
BIPC
$4.45B
$3.54M ﹤0.01%
70,296
+15,073
+27% +$689K
TBBK icon
2084
The Bancorp
TBBK
$2.07B
$3.52M ﹤0.01%
124,279
+23,902
+24% +$689K
SCHD icon
2085
Schwab US Dividend Equity ETF
SCHD
$110B
$3.52M ﹤0.01%
133,722
-28,959
-18% -$758K
FRA icon
2086
BlackRock Floating Rate Income Strategies Fund
FRA
$375M
$3.51M ﹤0.01%
269,893
-332,688
-55% -$4.46M
TVTY
2087
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$3.51M ﹤0.01%
109,193
+6,530
+6% +$177K
SI
2088
DELISTED
Silvergate Capital Corporation
SI
$3.51M ﹤0.01%
23,283
-3,118
-12% -$386K
EVRI
2089
DELISTED
Everi Holdings
EVRI
$3.5M ﹤0.01%
166,655
+29,773
+22% +$634K
SCSC icon
2090
Scansource
SCSC
$1.16B
$3.5M ﹤0.01%
100,603
-27,201
-21% -$899K
EBIX
2091
DELISTED
Ebix Inc
EBIX
$3.49M ﹤0.01%
105,147
-9,213
-8% -$288K
UPWK icon
2092
Upwork
UPWK
$1.06B
$3.48M ﹤0.01%
149,810
+30,239
+25% +$757K
FM
2093
DELISTED
iShares Frontier and Select EM ETF
FM
$3.48M ﹤0.01%
106,994
-1,928
-2% -$64.9K
WNC icon
2094
Wabash National
WNC
$493M
$3.47M ﹤0.01%
234,028
+11,409
+5% +$202K
GDO
2095
Western Asset Global Corporate Defined Opportunity Fund
GDO
$74M
$3.47M ﹤0.01%
233,545
-14,519
-6% -$233K
LMND icon
2096
Lemonade
LMND
$3.76B
$3.46M ﹤0.01%
131,091
+85,173
+185% +$2.41M
MP icon
2097
MP Materials
MP
$8.79B
$3.45M ﹤0.01%
60,103
+36,061
+150% +$1.59M
PFBC icon
2098
Preferred Bank
PFBC
$1.25B
$3.44M ﹤0.01%
46,399
+18,830
+68% +$1.46M
HIBB
2099
DELISTED
Hibbett, Inc. Common Stock
HIBB
$3.43M ﹤0.01%
77,412
+7,027
+10% +$381K
ORA icon
2100
Ormat Technologies
ORA
$5.99B
$3.43M ﹤0.01%
41,904
-277
-0.7% -$20.3K
82 83
84
85 86

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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.