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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
ELP
2876
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
$807K ﹤0.01%
128,985
-8,494
-6% -$44.5K
BSV icon
2877
Vanguard Short-Term Bond ETF
BSV
$45.6B
$806K ﹤0.01%
10,347
-111
-1% -$8.81K
MBI icon
2878
MBIA
MBI
$244M
$806K ﹤0.01%
52,346
-43,472
-45% -$640K
XENE icon
2879
Xenon Pharmaceuticals
XENE
$5.81B
$805K ﹤0.01%
+26,338
New +$788K
RPTX
2880
DELISTED
Repare Therapeutics
RPTX
$804K ﹤0.01%
+56,439
New +$837K
LOVE
2881
LoveSac
LOVE
$234M
$803K ﹤0.01%
14,848
+777
+6% +$37.3K
GLD icon
2882
SPDR Gold Trust
GLD
$149B
$802K ﹤0.01%
4,440
+34
+0.8% +$5.96K
NPK icon
2883
National Presto Industries
NPK
$1.09B
$800K ﹤0.01%
10,393
+1,040
+11% +$84.4K
IMGN
2884
DELISTED
Immunogen Inc
IMGN
$800K ﹤0.01%
168,098
-59,416
-26% -$329K
VIV icon
2885
Telefônica Brasil
VIV
$18.2B
$798K ﹤0.01%
70,940
-1,224
-2% -$11.7K
FYBR
2886
DELISTED
Frontier Communications
FYBR
$796K ﹤0.01%
28,758
+9,409
+49% +$259K
TSEM icon
2887
Tower Semiconductor
TSEM
$23.5B
$796K ﹤0.01%
16,438
-122
-0.7% -$5.15K
EPM icon
2888
Evolution Petroleum
EPM
$131M
$795K ﹤0.01%
117,053
-6,746
-5% -$43.4K
RLX icon
2889
RLX Technology
RLX
$2.24B
$793K ﹤0.01%
442,886
-121,745
-22% -$362K
ESPR
2890
DELISTED
Esperion Therapeutics
ESPR
$791K ﹤0.01%
170,404
+88,833
+109% +$381K
ACRS icon
2891
Aclaris Therapeutics
ACRS
$885M
$784K ﹤0.01%
45,497
+20,364
+81% +$278K
SCHX icon
2892
Schwab US Large- Cap ETF
SCHX
$74.3B
$784K ﹤0.01%
43,692
-57,342
-57% -$1.02M
VNET
2893
VNET Group
VNET
$1.86B
$783K ﹤0.01%
134,376
-85,297
-39% -$655K
AGIO icon
2894
Agios Pharmaceuticals
AGIO
$1.99B
$782K ﹤0.01%
26,864
-22,611
-46% -$691K
MGP
2895
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
$780K ﹤0.01%
20,163
-45,904
-69% -$1.75M
TBLA icon
2896
Taboola.com
TBLA
$1.02B
$776K ﹤0.01%
+150,468
New +$927K
SCZ icon
2897
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.3B
$774K ﹤0.01%
11,674
+4,585
+65% +$311K
OM icon
2898
Outset Medical
OM
$74.1M
$772K ﹤0.01%
1,134
-66
-6% -$39.7K
AUD
2899
DELISTED
Audacy, Inc.
AUD
$771K ﹤0.01%
266,643
+1,141
+0.4% +$3.01K
BGH
2900
Barings Global Short Duration High Yield Fund
BGH
$284M
$769K ﹤0.01%
+49,622
New +$795K
114 115
116
117 118

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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.