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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
BZ icon
2626
Kanzhun
BZ
$7.95B
$1.36M ﹤0.01%
54,725
+13,177
+32% +$384K
ONTF
2627
DELISTED
ON24
ONTF
$1.36M ﹤0.01%
103,660
+78,171
+307% +$1.18M
LL
2628
DELISTED
LL Flooring Holdings, Inc.
LL
$1.36M ﹤0.01%
96,757
+38,184
+65% +$583K
SOXX icon
2629
iShares Semiconductor ETF
SOXX
$41.5B
$1.36M ﹤0.01%
8,595
-81
-0.9% -$13K
ALIT icon
2630
Alight
ALIT
$374M
$1.35M ﹤0.01%
6,805
+1,132
+20% +$223K
CWEN.A
2631
DELISTED
Clearway Energy Class A
CWEN.A
$1.35M ﹤0.01%
40,536
-12,816
-24% -$401K
EAF icon
2632
GrafTech
EAF
$193M
$1.35M ﹤0.01%
14,037
+5,174
+58% +$537K
FROG icon
2633
JFrog
FROG
$12.2B
$1.35M ﹤0.01%
50,073
+1,845
+4% +$46.7K
CLW icon
2634
Clearwater Paper
CLW
$336M
$1.35M ﹤0.01%
48,024
+490
+1% +$15.4K
VIST icon
2635
Vista Energy
VIST
$7.76B
$1.34M ﹤0.01%
148,015
-1,508
-1% -$10.9K
ITA icon
2636
iShares US Aerospace & Defense ETF
ITA
$14B
$1.34M ﹤0.01%
12,129
+5,676
+88% +$604K
RMAX
2637
DELISTED
RE/MAX Holdings
RMAX
$1.34M ﹤0.01%
48,472
-19,913
-29% -$586K
BWIN
2638
Baldwin Insurance Group
BWIN
$2.97B
$1.34M ﹤0.01%
50,070
+1,200
+2% +$34.6K
LASR icon
2639
nLIGHT
LASR
$2.48B
$1.34M ﹤0.01%
77,230
+29,597
+62% +$557K
FOLD
2640
DELISTED
Amicus Therapeutics
FOLD
$1.34M ﹤0.01%
141,326
-169,771
-55% -$1.59M
ANAB icon
2641
AnaptysBio
ANAB
$1.67B
$1.33M ﹤0.01%
53,963
-794
-1% -$24K
STEP icon
2642
StepStone Group
STEP
$4.14B
$1.33M ﹤0.01%
40,383
+18,986
+89% +$654K
VGI
2643
Virtus Global Multi-Sector Income Fund
VGI
$83M
$1.33M ﹤0.01%
134,410
+10,424
+8% +$107K
CRSR icon
2644
Corsair Gaming
CRSR
$1.3B
$1.33M ﹤0.01%
62,859
+49,607
+374% +$1.03M
VFH icon
2645
Vanguard Financials ETF
VFH
$13.9B
$1.33M ﹤0.01%
14,236
+6,883
+94% +$659K
SGMO
2646
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
$1.32M ﹤0.01%
227,772
+83,636
+58% +$497K
DHIL
2647
DELISTED
Diamond Hill
DHIL
$1.32M ﹤0.01%
7,048
-3,100
-31% -$576K
DVAX
2648
DELISTED
Dynavax Technologies
DVAX
$1.32M ﹤0.01%
121,455
+45,756
+60% +$556K
PACB icon
2649
Pacific Biosciences
PACB
$435M
$1.32M ﹤0.01%
144,751
+21,010
+17% +$242K
GPRO icon
2650
GoPro
GPRO
$111M
$1.32M ﹤0.01%
154,228
-21,353
-12% -$189K
104 105
106
107 108

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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.