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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
GOEV
2926
DELISTED
Canoo Inc. Class A Common Stock
GOEV
$726K ﹤0.01%
286
-109
-28% -$300K
CMBS icon
2927
iShares CMBS ETF
CMBS
$472M
$725K ﹤0.01%
14,537
-2,584
-15% -$133K
IMAX icon
2928
IMAX
IMAX
$2.76B
$724K ﹤0.01%
38,272
+587
+2% +$11K
VERX icon
2929
Vertex
VERX
$2.31B
$722K ﹤0.01%
47,058
-9,920
-17% -$139K
TNK icon
2930
Teekay Tankers
TNK
$3.08B
$721K ﹤0.01%
52,130
+18,606
+56% +$226K
IFS icon
2931
Intercorp Financial Services
IFS
$6.03B
$719K ﹤0.01%
20,805
-1,162
-5% -$37K
NSSC icon
2932
Napco Security Technologies
NSSC
$1.26B
$715K ﹤0.01%
34,853
+2,965
+9% +$61.6K
QFIN icon
2933
Qfin Holdings
QFIN
$1.07B
$713K ﹤0.01%
46,342
-29,599
-39% -$553K
FIDU icon
2934
Fidelity MSCI Industrials Index ETF
FIDU
$2.27B
$712K ﹤0.01%
13,228
+9,392
+245% +$499K
GRBK icon
2935
Green Brick Partners
GRBK
$3.15B
$712K ﹤0.01%
36,010
-48,237
-57% -$1.12M
DNMR
2936
DELISTED
Danimer Scientific, Inc.
DNMR
$712K ﹤0.01%
3,036
+2,727
+883% +$551K
AXGN icon
2937
Axogen
AXGN
$2.77B
$711K ﹤0.01%
89,487
+16,171
+22% +$140K
BNTX icon
2938
BioNTech
BNTX
$25.6B
$711K ﹤0.01%
4,169
+2,274
+120% +$382K
TBPH icon
2939
Theravance Biopharma
TBPH
$885M
$707K ﹤0.01%
73,983
-623
-0.8% -$6.11K
EDIT icon
2940
Editas Medicine
EDIT
$485M
$706K ﹤0.01%
37,140
-27,741
-43% -$516K
SBSW icon
2941
Sibanye-Stillwater
SBSW
$8.56B
$700K ﹤0.01%
43,108
+4,108
+11% +$66.6K
PFC
2942
DELISTED
Premier Financial Corp. Common Stock
PFC
$696K ﹤0.01%
22,954
-1,055
-4% -$32.4K
CMAX
2943
DELISTED
CareMax, Inc. Class A Common Stock
CMAX
$693K ﹤0.01%
3,094
+853
+38% +$177K
MFGP
2944
DELISTED
Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share
MFGP
$692K ﹤0.01%
130,592
-1,784
-1% -$9.83K
FNWB icon
2945
First Northwest Bancorp
FNWB
$108M
$691K ﹤0.01%
+31,265
New +$690K
VNE
2946
DELISTED
Veoneer, Inc.
VNE
$691K ﹤0.01%
18,699
-1,462
-7% -$52K
RSVR
2947
Reservoir Media
RSVR
$637M
$688K ﹤0.01%
+69,955
New +$525K
CGEM icon
2948
Cullinan Oncology
CGEM
$1.4B
$685K ﹤0.01%
+65,443
New +$884K
RCKT icon
2949
Rocket Pharmaceuticals
RCKT
$424M
$685K ﹤0.01%
43,161
+7,340
+20% +$127K
CCCC icon
2950
C4 Therapeutics
CCCC
$474M
$677K ﹤0.01%
27,888
+273
+1% +$6.63K
116 117
118
119 120

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MCM
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PSUF
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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.