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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
ABTX
2351
DELISTED
Allegiance Bancshares
ABTX
$2.28M ﹤0.01%
51,062
+1,067
+2% +$46.7K
RYZ
2352
Ryerson Holding Corp
RYZ
$1.29B
$2.28M ﹤0.01%
65,084
+57,036
+709% +$1.55M
DCPH
2353
DELISTED
Deciphera Pharmaceuticals, Inc. Common Stock
DCPH
$2.28M ﹤0.01%
245,582
+49,289
+25% +$419K
DHT icon
2354
DHT Holdings
DHT
$3.69B
$2.28M ﹤0.01%
392,443
+30,393
+8% +$167K
BWFG icon
2355
Bankwell Financial Group
BWFG
$535M
$2.27M ﹤0.01%
67,250
+42,793
+175% +$1.46M
PAAS icon
2356
Pan American Silver
PAAS
$20.4B
$2.27M ﹤0.01%
82,981
+1,194
+1% +$29.4K
CIR
2357
DELISTED
CIRCOR International, Inc
CIR
$2.26M ﹤0.01%
84,822
+19,233
+29% +$510K
YORW icon
2358
York Water
YORW
$536M
$2.25M ﹤0.01%
50,116
-7,416
-13% -$331K
RLAY icon
2359
Relay Therapeutics
RLAY
$4.24B
$2.25M ﹤0.01%
75,283
+35,040
+87% +$850K
UPLD icon
2360
Upland Software
UPLD
$11.7M
$2.24M ﹤0.01%
12,742
+229
+2% +$42K
ARCC icon
2361
Ares Capital
ARCC
$14B
$2.24M ﹤0.01%
106,888
+1,567
+1% +$33.4K
PEBO icon
2362
Peoples Bancorp
PEBO
$1.43B
$2.24M ﹤0.01%
71,506
-500
-0.7% -$16.2K
TWKS
2363
DELISTED
Thoughtworks Holding, Inc. Common Stock
TWKS
$2.23M ﹤0.01%
+107,374
New +$2.34M
DNB
2364
DELISTED
Dun & Bradstreet
DNB
$2.23M ﹤0.01%
127,396
-67,737
-35% -$1.26M
TIMB icon
2365
TIM SA
TIMB
$9.06B
$2.23M ﹤0.01%
153,568
-8,185
-5% -$103K
FIF
2366
DELISTED
FIRST TRUST ENERGY INFRASTRUCTURE FUND
FIF
$2.22M ﹤0.01%
145,858
-545
-0.4% -$7.67K
TWST icon
2367
Twist Bioscience
TWST
$10.1B
$2.22M ﹤0.01%
44,873
+16,485
+58% +$914K
GSHD icon
2368
Goosehead Insurance
GSHD
$1.35B
$2.21M ﹤0.01%
28,170
+4,546
+19% +$404K
PLOW icon
2369
Douglas Dynamics
PLOW
$923M
$2.21M ﹤0.01%
63,873
-1,927
-3% -$70.1K
INFN
2370
DELISTED
Infinera Corporation Common Stock
INFN
$2.21M ﹤0.01%
254,787
+136,390
+115% +$1.17M
OPBK icon
2371
OP Bancorp
OPBK
$231M
$2.21M ﹤0.01%
159,359
+116,188
+269% +$1.56M
VTOL icon
2372
Bristow Group
VTOL
$1.23B
$2.21M ﹤0.01%
59,497
+15,748
+36% +$539K
HFWA icon
2373
Heritage Financial
HFWA
$1.15B
$2.21M ﹤0.01%
87,985
-34,423
-28% -$879K
CFLT
2374
DELISTED
Confluent
CFLT
$2.2M ﹤0.01%
53,726
+8,412
+19% +$438K
ASND icon
2375
Ascendis Pharma A/S
ASND
$16.3B
$2.2M ﹤0.01%
18,743
-14,357
-43% -$1.66M
93 94
95
96 97

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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.