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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
KREF
2201
KKR Real Estate Finance Trust
KREF
$445M
$2.93M ﹤0.01%
142,277
+13,300
+10% +$280K
WRLD icon
2202
World Acceptance Corp
WRLD
$860M
$2.93M ﹤0.01%
15,283
-756
-5% -$150K
CDNA icon
2203
CareDx
CDNA
$2.82B
$2.93M ﹤0.01%
79,209
+8,890
+13% +$346K
IMXI icon
2204
International Money Express
IMXI
$382M
$2.93M ﹤0.01%
142,051
+70,810
+99% +$1.22M
NAT icon
2205
Nordic American Tanker
NAT
$1.74B
$2.92M ﹤0.01%
1,368,915
+286,341
+26% +$508K
CPZ
2206
Calamos Long/Short Equity & Dynamic Income Trust
CPZ
$251M
$2.91M ﹤0.01%
142,879
-33,084
-19% -$669K
VMO icon
2207
Invesco Municipal Opportunity Trust
VMO
$625M
$2.9M ﹤0.01%
+253,513
New +$3.08M
ADT icon
2208
ADT
ADT
$5.14B
$2.89M ﹤0.01%
380,856
+44,480
+13% +$338K
BILI icon
2209
Bilibili
BILI
$5.95B
$2.89M ﹤0.01%
112,907
+60,591
+116% +$1.95M
TRST
2210
Trustco Bank Corp NY
TRST
$964M
$2.89M ﹤0.01%
90,454
+20,040
+28% +$678K
RVLV icon
2211
Revolve Group
RVLV
$1.48B
$2.89M ﹤0.01%
53,769
+20,537
+62% +$1.04M
YEXT icon
2212
Yext
YEXT
$631M
$2.89M ﹤0.01%
418,846
+271,002
+183% +$2.07M
LI icon
2213
Li Auto
LI
$11.6B
$2.88M ﹤0.01%
111,556
-37,672
-25% -$1.04M
PLCE icon
2214
Children's Place
PLCE
$45.8M
$2.88M ﹤0.01%
58,355
+4,667
+9% +$297K
IVE icon
2215
iShares S&P 500 Value ETF
IVE
$49.3B
$2.87M ﹤0.01%
18,436
+4,848
+36% +$746K
PR
2216
Permian Resources
PR
$19.3B
$2.87M ﹤0.01%
355,732
+251,063
+240% +$1.98M
FWONA icon
2217
Liberty Media Series A
FWONA
$21.7B
$2.87M ﹤0.01%
47,442
+6,762
+17% +$366K
MSBI icon
2218
Midland States Bancorp
MSBI
$699M
$2.87M ﹤0.01%
99,366
+5,015
+5% +$143K
RDUS
2219
DELISTED
Radius Recycling
RDUS
$2.86M ﹤0.01%
55,140
-22,844
-29% -$1.03M
DBI icon
2220
Designer Brands
DBI
$310M
$2.86M ﹤0.01%
211,919
+1,188
+0.6% +$15.7K
MATV icon
2221
Mativ Holdings
MATV
$667M
$2.86M ﹤0.01%
104,065
+18,365
+21% +$553K
NVTA
2222
DELISTED
Invitae Corporation
NVTA
$2.86M ﹤0.01%
358,499
+164,150
+84% +$1.65M
NHI icon
2223
National Health Investors
NHI
$3.42B
$2.85M ﹤0.01%
48,361
+11,371
+31% +$647K
SONO icon
2224
Sonos
SONO
$1.92B
$2.85M ﹤0.01%
101,082
+20,476
+25% +$544K
FBNC icon
2225
First Bancorp
FBNC
$2.6B
$2.85M ﹤0.01%
68,274
+6,130
+10% +$274K
87 88
89
90 91

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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.