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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
REAL icon
2551
The RealReal
REAL
$1.33B
$1.57M ﹤0.01%
216,267
+113,328
+110% +$1M
JOYY
2552
JOYY Inc
JOYY
$3.65B
$1.57M ﹤0.01%
42,737
-54,337
-56% -$2.45M
HIO
2553
Western Asset High Income Opportunity Fund
HIO
$331M
$1.57M ﹤0.01%
350,324
+332,405
+1,855% +$1.56M
LAZR
2554
DELISTED
Luminar Technologies
LAZR
$1.56M ﹤0.01%
6,667
– –
SCS
2555
DELISTED
Steelcase
SCS
$1.56M ﹤0.01%
130,773
-10,468
-7% -$127K
TSP
2556
DELISTED
TuSimple Holdings Inc. Class A Common Stock
TSP
$1.55M ﹤0.01%
127,459
+100,048
+365% +$1.73M
KRBN icon
2557
KraneShares Global Carbon Strategy ETF
KRBN
$134M
$1.55M ﹤0.01%
33,290
+3,098
+10% +$153K
CRAI icon
2558
CRA International
CRAI
$1.1B
$1.55M ﹤0.01%
18,420
+191
+1% +$16.7K
OCFC icon
2559
OceanFirst Financial
OCFC
$1.82B
$1.55M ﹤0.01%
77,141
+21,019
+37% +$468K
RKT icon
2560
Rocket Companies
RKT
$39B
$1.55M ﹤0.01%
139,319
+41,474
+42% +$513K
JXN icon
2561
Jackson Financial
JXN
$9.09B
$1.54M ﹤0.01%
34,895
-10,078
-22% -$420K
MAV
2562
DELISTED
Pioneer Municipal High Income Advantage Fund
MAV
$1.54M ﹤0.01%
156,680
+107,930
+221% +$1.15M
SILK
2563
DELISTED
Silk Road Medical, Inc. Common Stock
SILK
$1.53M ﹤0.01%
36,976
+10,492
+40% +$369K
ACCD
2564
DELISTED
Accolade Inc
ACCD
$1.52M ﹤0.01%
86,858
+61,722
+246% +$1.14M
MRC
2565
DELISTED
MRC Global
MRC
$1.51M ﹤0.01%
127,201
+1,162
+0.9% +$10.9K
CERT icon
2566
Certara
CERT
$1.27B
$1.51M ﹤0.01%
70,407
+36,421
+107% +$875K
UFI icon
2567
UNIFI
UFI
$139M
$1.51M ﹤0.01%
83,518
+27,638
+49% +$546K
MGRC icon
2568
McGrath RentCorp
MGRC
$2.74B
$1.5M ﹤0.01%
17,687
+184
+1% +$14.6K
VIS icon
2569
Vanguard Industrials ETF
VIS
$8.07B
$1.5M ﹤0.01%
7,728
-1,821
-19% -$350K
HCM icon
2570
HUTCHMED
HCM
$2.15B
$1.5M ﹤0.01%
79,328
-49,755
-39% -$1.27M
CHRS icon
2571
Coherus Oncology
CHRS
$218M
$1.5M ﹤0.01%
116,069
-68,435
-37% -$870K
ACVA icon
2572
ACV Auctions
ACVA
$1.22B
$1.5M ﹤0.01%
101,071
+37,950
+60% +$528K
ARRY icon
2573
Array Technologies
ARRY
$707M
$1.49M ﹤0.01%
132,270
+19,768
+18% +$222K
RETA
2574
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
$1.49M ﹤0.01%
45,505
+28,043
+161% +$832K
VVX icon
2575
V2X
VVX
$2.44B
$1.49M ﹤0.01%
41,508
+14,142
+52% +$604K
101 102
103
104 105

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MCM
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PSUF
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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.