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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
Avg Time Held
21.7 quarters
Top 10 Avg Time Held
15.7 quarters
Top 20 Avg Time Held
17.5 quarters

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 icon
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 Held Since
PCT icon
3326
PureCycle Technologies
PCT
$723M
$270K ﹤0.01%
+33,722
New +$246K
2022 Q1
0 quarters
NGM
3327
DELISTED
NGM Biopharmaceuticals, Inc. Common Stock
NGM
$269K ﹤0.01%
17,629
-857
-5% -$13.4K
2019 Q3
10 quarters
KLXE icon
3328
KLX Energy Services
KLXE
$137M
$267K ﹤0.01%
51,722
+1,957
+4% +$11.9K
2021 Q2
3 quarters
SCPL
3329
DELISTED
SciPlay Corporation Class A Common Stock
SCPL
$267K ﹤0.01%
+20,704
New +$262K
2022 Q1
0 quarters
VBK icon
3330
Vanguard Morningstar Small-Cap Growth ETF
VBK
$23.1B
$264K ﹤0.01%
1,065
-250
-19% -$61.6K
2021 Q1
4 quarters
ALEC icon
3331
Alector
ALEC
$232M
$262K ﹤0.01%
18,383
-65,503
-78% -$1.04M
2020 Q2
7 quarters
MPX icon
3332
DELISTED
Marine Products Corp
MPX
$262K ﹤0.01%
22,644
-2,353
-9% -$28.4K
2018 Q4
13 quarters
SCHV icon
3333
Schwab US Large-Cap Value ETF
SCHV
$15.4B
$262K ﹤0.01%
11,007
-261,663
-96% -$6.19M
2021 Q4
1 quarter
FOA icon
3334
Finance of America Companies
FOA
$112M
$261K ﹤0.01%
8,572
-767
-8% -$26.7K
2021 Q3
2 quarters
BIP icon
3335
Brookfield Infrastructure Partners
BIP
$16.9B
$258K ﹤0.01%
5,847
-333
-5% -$13.4K
2021 Q1
4 quarters
FSBW icon
3336
FS Bancorp
FSBW
$349M
$258K ﹤0.01%
8,326
+2,361
+40% +$76.8K
2021 Q4
1 quarter
FT icon
3337
Franklin Universal Trust
FT
$179M
$258K ﹤0.01%
+31,905
New +$261K
2022 Q1
0 quarters
SHI
3338
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
$258K ﹤0.01%
12,583
-9,167
-42% -$202K
2013 Q3
34 quarters
MVBF icon
3339
MVB Financial
MVBF
$379M
$256K ﹤0.01%
6,177
-74
-1% -$2.97K
2021 Q3
2 quarters
NEUE icon
3340
DELISTED
NeueHealth
NEUE
$256K ﹤0.01%
1,657
+1,476
+815% +$328K
2021 Q4
1 quarter
SQSP icon
3341
DELISTED
Squarespace, Inc.
SQSP
$255K ﹤0.01%
+9,957
New +$284K
2022 Q1
0 quarters
GOSS icon
3342
Gossamer Bio
GOSS
$56.8M
$254K ﹤0.01%
366
-82
-18% -$63.3K
2020 Q1
8 quarters
KIDS icon
3343
OrthoPediatrics
KIDS
$577M
$254K ﹤0.01%
4,713
-346
-7% -$17.7K
2021 Q2
3 quarters
PKOH icon
3344
Park-Ohio Holdings
PKOH
$700M
$254K ﹤0.01%
18,028
-11,203
-38% -$202K
2017 Q4
17 quarters
HEDJ icon
3345
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.74B
$253K ﹤0.01%
6,868
-5,320
-44% -$202K
2019 Q1
12 quarters
YMAB icon
3346
DELISTED
Y-mAbs Therapeutics
YMAB
$253K ﹤0.01%
21,265
+6,131
+41% +$63K
2020 Q2
7 quarters
MTTR icon
3347
DELISTED
Matterport, Inc. Class A Common Stock
MTTR
$253K ﹤0.01%
+31,207
New +$296K
2022 Q1
0 quarters
HIFS icon
3348
Hingham Institution for Saving
HIFS
$643M
$252K ﹤0.01%
735
+112
+18% +$41.3K
2021 Q3
2 quarters
IESC icon
3349
IES Holdings
IESC
$12.2B
$251K ﹤0.01%
12,498
-1,162
-9% -$26.2K
2020 Q3
6 quarters
VIOO icon
3350
Vanguard S&P Small-Cap 600 ETF
VIOO
$4.04B
$250K ﹤0.01%
+2,524
New +$250K
2022 Q1
0 quarters
132 133
134
135 136

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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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ACI
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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.