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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
MODN
2326
DELISTED
MODEL N, INC.
MODN
$2.39M ﹤0.01%
88,736
-23,579
-21% -$615K
HRMY icon
2327
Harmony Biosciences
HRMY
$2.46B
$2.38M ﹤0.01%
48,957
+25,605
+110% +$1.04M
NFBK
2328
DELISTED
Northfield Bancorp
NFBK
$2.38M ﹤0.01%
165,900
+14,451
+10% +$227K
NG icon
2329
NovaGold Resources
NG
$3.07B
$2.38M ﹤0.01%
307,337
+8,789
+3% +$61.9K
HTBK
2330
DELISTED
Heritage Commerce
HTBK
$2.38M ﹤0.01%
211,130
-13,819
-6% -$166K
MSP
2331
DELISTED
Datto Holding Corp.
MSP
$2.37M ﹤0.01%
88,817
-17,089
-16% -$423K
VNDA icon
2332
Vanda Pharmaceuticals
VNDA
$302M
$2.36M ﹤0.01%
209,062
-78,329
-27% -$1.03M
LILAK icon
2333
Liberty Latin America Class C
LILAK
$1.71B
$2.36M ﹤0.01%
270,404
-139,268
-34% -$1.32M
ELF icon
2334
e.l.f. Beauty
ELF
$5.51B
$2.35M ﹤0.01%
91,125
-612
-0.7% -$16.7K
TAL icon
2335
TAL Education Group
TAL
$6.62B
$2.35M ﹤0.01%
781,023
-27,593
-3% -$84.7K
PAHC icon
2336
Phibro Animal Health
PAHC
$1.43B
$2.34M ﹤0.01%
117,493
+14,604
+14% +$295K
EVH icon
2337
Evolent Health
EVH
$423M
$2.34M ﹤0.01%
72,389
-34,399
-32% -$901K
PING
2338
DELISTED
Ping Identity Holding Corp.
PING
$2.33M ﹤0.01%
84,788
-4,426
-5% -$93K
CLNE icon
2339
Clean Energy Fuels
CLNE
$375M
$2.32M ﹤0.01%
292,430
-29,386
-9% -$198K
SCD
2340
LMP Capital and Income Fund
SCD
$348M
$2.32M ﹤0.01%
158,780
+28,871
+22% +$415K
CLFD icon
2341
Clearfield
CLFD
$409M
$2.32M ﹤0.01%
35,567
+3,368
+10% +$211K
RILY icon
2342
BRC Group Holdings
RILY
$242M
$2.32M ﹤0.01%
33,162
+2,561
+8% +$173K
CAC icon
2343
Camden National
CAC
$965M
$2.31M ﹤0.01%
49,142
+305
+0.6% +$15.1K
RCUS icon
2344
Arcus Biosciences
RCUS
$3.14B
$2.3M ﹤0.01%
72,994
+19,018
+35% +$637K
CWK icon
2345
Cushman & Wakefield Ltd
CWK
$2.94B
$2.3M ﹤0.01%
112,159
+46,262
+70% +$980K
VONV icon
2346
Vanguard Russell 1000 Value ETF
VONV
$21.8B
$2.3M ﹤0.01%
31,566
-42,175
-57% -$3.04M
BXC icon
2347
BlueLinx
BXC
$593M
$2.29M ﹤0.01%
31,875
+7,381
+30% +$604K
EFC
2348
Ellington Financial
EFC
$1.63B
$2.29M ﹤0.01%
128,987
+36,917
+40% +$650K
DOCS icon
2349
Doximity
DOCS
$4.62B
$2.29M ﹤0.01%
43,915
+17,363
+65% +$874K
ANGO icon
2350
AngioDynamics
ANGO
$639M
$2.28M ﹤0.01%
105,885
-4,230
-4% -$96K
92 93
94
95 96

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MCM
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PSUF
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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.