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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
CRESY
3251
Cresud
CRESY
$784M
$323K ﹤0.01%
40,985
+7,028
+21% +$41.6K
AKO.B icon
3252
Embotelladora Andina Series B
AKO.B
$4.66B
$320K ﹤0.01%
23,506
-3
-0% -$38
EEX
3253
DELISTED
Emerald Holding
EEX
$320K ﹤0.01%
94,189
-4,289
-4% -$15K
PYCR
3254
DELISTED
Paycor HCM, Inc. Common Stock
PYCR
$320K ﹤0.01%
+10,991
New +$293K
LE icon
3255
Lands' End
LE
$370M
$318K ﹤0.01%
18,797
+2,181
+13% +$39K
TK icon
3256
Teekay
TK
$1.14B
$316K ﹤0.01%
99,777
+37,837
+61% +$122K
GEF.B icon
3257
Greif Class B
GEF.B
$4.08B
$314K ﹤0.01%
4,920
+1,248
+34% +$73.7K
ICF icon
3258
iShares Select U.S. REIT ETF
ICF
$2.08B
$314K ﹤0.01%
+4,428
New +$305K
PGC icon
3259
Peapack-Gladstone Financial
PGC
$800M
$312K ﹤0.01%
8,965
-1,375
-13% -$50.6K
PLYM
3260
DELISTED
Plymouth Industrial REIT
PLYM
$312K ﹤0.01%
11,524
+2,610
+29% +$71.9K
SPWH icon
3261
Sportsman's Warehouse
SPWH
$45.3M
$312K ﹤0.01%
29,201
+3,044
+12% +$34.1K
EBC icon
3262
Eastern Bankshares
EBC
$5.09B
$310K ﹤0.01%
14,410
+3,472
+32% +$73.9K
CGC
3263
Canopy Growth
CGC
$449M
$309K ﹤0.01%
4,070
+523
+15% +$39.9K
XXII
3264
22nd Century Group
XXII
$2.23M
– –
0
– –
AKA icon
3265
a.k.a. Brands
AKA
$117M
$306K ﹤0.01%
+5,775
New +$451K
BHB icon
3266
Bar Harbor Bankshares
BHB
$661M
$306K ﹤0.01%
10,706
-813
-7% -$24.2K
SRNE
3267
DELISTED
Sorrento Therapeutics, Inc.
SRNE
$306K ﹤0.01%
131,423
+31,149
+31% +$97.2K
KKR.PRC
3268
DELISTED
KKR & Co. Inc. 6.00% Series C Mandatory Convertible Preferred Stock
KKR.PRC
$305K ﹤0.01%
4,106
-271
-6% -$21.6K
SD icon
3269
SandRidge Energy
SD
$518M
$304K ﹤0.01%
19,002
+7,152
+60% +$92.3K
CLVS
3270
DELISTED
Clovis Oncology, Inc.
CLVS
$304K ﹤0.01%
150,446
+33,552
+29% +$65.9K
LUNA
3271
DELISTED
Luna Innovations Incorporated
LUNA
$304K ﹤0.01%
39,488
+24,809
+169% +$178K
CECO icon
3272
Ceco Environmental
CECO
$4.08B
$303K ﹤0.01%
55,126
+4,946
+10% +$28.9K
TOST icon
3273
Toast
TOST
$20.3B
$303K ﹤0.01%
+13,933
New +$315K
STER
3274
DELISTED
Sterling Check Corp. Common Stock
STER
$303K ﹤0.01%
+11,450
New +$243K
LBC
3275
DELISTED
Luther Burbank Corporation Common Stock
LBC
$303K ﹤0.01%
22,797
-130
-0.6% -$1.74K
129 130
131
132 133

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MCM
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PSUF
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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.