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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
LESL icon
2401
Leslie's
LESL
$5M
$2.11M ﹤0.01%
5,447
+2,078
+62% +$863K
FLGT icon
2402
Fulgent Genetics
FLGT
$595M
$2.1M ﹤0.01%
33,732
-22,565
-40% -$1.49M
BTRS
2403
DELISTED
BTRS Holdings Inc. Class 1 Common Stock
BTRS
$2.1M ﹤0.01%
280,184
+43,125
+18% +$279K
HCKT icon
2404
Hackett Group
HCKT
$273M
$2.09M ﹤0.01%
90,535
-2,560
-3% -$52.1K
PTCT icon
2405
PTC Therapeutics
PTCT
$5.64B
$2.09M ﹤0.01%
55,935
-38,475
-41% -$1.48M
NXH
2406
Neighborhood Intelligence Inc
NXH
$324M
$2.08M ﹤0.01%
52,131
+10,726
+26% +$477K
SAGE
2407
DELISTED
Sage Therapeutics
SAGE
$2.07M ﹤0.01%
62,590
-61,479
-50% -$2.31M
QURE icon
2408
uniQure
QURE
$2.95B
$2.06M ﹤0.01%
114,251
+36,580
+47% +$639K
VKQ icon
2409
Invesco Municipal Trust
VKQ
$507M
$2.06M ﹤0.01%
+178,775
New +$2.13M
ARCH
2410
DELISTED
Arch Resources, Inc.
ARCH
$2.06M ﹤0.01%
14,974
+1,827
+14% +$216K
OEC icon
2411
Orion
OEC
$325M
$2.05M ﹤0.01%
128,638
-82,384
-39% -$1.42M
ALGM icon
2412
Allegro MicroSystems
ALGM
$6.15B
$2.05M ﹤0.01%
72,211
+22,090
+44% +$631K
CODX
2413
Co-Diagnostics
CODX
$6.57M
$2.05M ﹤0.01%
11,047
-7,248
-40% -$1.5M
ASAN icon
2414
Asana
ASAN
$2.21B
$2.04M ﹤0.01%
51,127
-29,372
-36% -$1.53M
NFE icon
2415
New Fortress Energy
NFE
$71.5M
$2.04M ﹤0.01%
959
+358
+60% +$483K
LCID icon
2416
Lucid Motors
LCID
$1.59B
$2.04M ﹤0.01%
8,045
+3,593
+81% +$1.07M
FMNB icon
2417
Farmers National Banc Corp
FMNB
$929M
$2.03M ﹤0.01%
118,895
-4,865
-4% -$86.7K
DSL
2418
DoubleLine Income Solutions Fund
DSL
$1.17B
$2.03M ﹤0.01%
139,612
-150,682
-52% -$2.27M
CSTM icon
2419
Constellium
CSTM
$3.51B
$2.02M ﹤0.01%
112,420
-2,863
-2% -$52.2K
MBIN icon
2420
Merchants Bancorp
MBIN
$2.42B
$2.02M ﹤0.01%
73,838
+210
+0.3% +$6.25K
SPWR
2421
DELISTED
SunPower Corporation Common Stock
SPWR
$2.01M ﹤0.01%
93,725
+29,040
+45% +$534K
INSM icon
2422
Insmed
INSM
$26.8B
$2M ﹤0.01%
85,312
-18,330
-18% -$426K
TX icon
2423
Ternium
TX
$11.2B
$2M ﹤0.01%
43,888
-3,505
-7% -$149K
UUUU icon
2424
Energy Fuels
UUUU
$3.11B
$2M ﹤0.01%
219,058
-157,291
-42% -$1.23M
XPEV icon
2425
XPeng
XPEV
$9.89B
$1.99M ﹤0.01%
72,096
-52,845
-42% -$1.88M
95 96
97
98 99

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NIPH
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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.