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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
UGP icon
2101
Ultrapar
UGP
$8.08B
$3.42M ﹤0.01%
1,127,536
-106,858
-9% -$290K
PFSI icon
2102
PennyMac Financial
PFSI
$3.46B
$3.4M ﹤0.01%
63,947
+1,558
+2% +$94.2K
SBSI icon
2103
Southside Bancshares
SBSI
$940M
$3.4M ﹤0.01%
83,236
+3,085
+4% +$130K
WTI icon
2104
W&T Offshore
WTI
$592M
$3.4M ﹤0.01%
889,604
+24,334
+3% +$107K
CVAC
2105
DELISTED
CureVac
CVAC
$3.4M ﹤0.01%
173,240
+108,852
+169% +$2.17M
PAYA
2106
DELISTED
Paya Holdings Inc. Class A Common Stock
PAYA
$3.38M ﹤0.01%
577,643
+191,086
+49% +$1.15M
PRDO icon
2107
Perdoceo Education
PRDO
$2.05B
$3.38M ﹤0.01%
294,470
-14,605
-5% -$162K
PGTI
2108
DELISTED
PGT, Inc.
PGTI
$3.38M ﹤0.01%
187,939
+24,798
+15% +$502K
ASO icon
2109
Academy Sports + Outdoors
ASO
$3.06B
$3.38M ﹤0.01%
85,723
+67,731
+376% +$2.48M
BRSP
2110
BrightSpire Capital
BRSP
$529M
$3.37M ﹤0.01%
364,481
-69,567
-16% -$643K
HTGC icon
2111
Hercules Capital
HTGC
$3.32B
$3.37M ﹤0.01%
186,529
-36,255
-16% -$637K
NEX
2112
DELISTED
NexTier Oilfield Solutions Inc.
NEX
$3.37M ﹤0.01%
364,280
+216,121
+146% +$1.55M
IIIV icon
2113
i3 Verticals
IIIV
$271M
$3.36M ﹤0.01%
120,608
+25,388
+27% +$626K
VTLE
2114
DELISTED
Vital Energy
VTLE
$3.36M ﹤0.01%
42,429
+14,087
+50% +$1.02M
MFM
2115
Aberdeen Municipal Income Fund
MFM
$212M
$3.36M ﹤0.01%
548,382
+205,447
+60% +$1.33M
IOVA icon
2116
Iovance Biotherapeutics
IOVA
$4.54B
$3.35M ﹤0.01%
201,038
+21,372
+12% +$331K
OBK icon
2117
Origin Bancorp
OBK
$1.66B
$3.34M ﹤0.01%
78,887
-8,391
-10% -$367K
ARLO icon
2118
Arlo Technologies
ARLO
$1.44B
$3.33M ﹤0.01%
375,725
+96,500
+35% +$886K
VEU icon
2119
Vanguard FTSE All-World ex-US ETF
VEU
$69.7B
$3.32M ﹤0.01%
57,693
+11,908
+26% +$701K
CHEF icon
2120
Chefs' Warehouse
CHEF
$4.49B
$3.32M ﹤0.01%
101,791
-9,988
-9% -$314K
VREX icon
2121
Varex Imaging
VREX
$781M
$3.32M ﹤0.01%
155,861
-61,282
-28% -$1.56M
BEKE icon
2122
KE Holdings
BEKE
$17.6B
$3.31M ﹤0.01%
267,942
-258,331
-49% -$4.6M
SPCE icon
2123
Virgin Galactic
SPCE
$471M
$3.31M ﹤0.01%
16,738
+7,822
+88% +$1.46M
UIS icon
2124
Unisys
UIS
$181M
$3.31M ﹤0.01%
152,978
+10,100
+7% +$204K
ARR
2125
Armour Residential REIT
ARR
$2.1B
$3.31M ﹤0.01%
78,688
+26,132
+50% +$1.17M
83 84
85
86 87

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MCM
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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.