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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
VONE icon
3351
Vanguard Russell 1000 ETF
VONE
$8.64B
$250K ﹤0.01%
+1,208
New +$247K
JOAN
3352
DELISTED
JOANN, Inc. Common Stock
JOAN
$250K ﹤0.01%
+21,925
New +$247K
IVC
3353
DELISTED
Invacare Corporation
IVC
$250K ﹤0.01%
177,358
-194,384
-52% -$416K
EMBK
3354
DELISTED
Embark Technology, Inc. Common Stock
EMBK
$250K ﹤0.01%
+2,119
New +$205K
BDTX icon
3355
Black Diamond Therapeutics
BDTX
$128M
$249K ﹤0.01%
90,052
+52,550
+140% +$192K
DNA icon
3356
Ginkgo Bioworks
DNA
$469M
$249K ﹤0.01%
1,542
-622
-29% -$121K
MTUM icon
3357
iShares MSCI USA Momentum Factor ETF
MTUM
$24.4B
$249K ﹤0.01%
1,480
-212
-13% -$34.9K
AUPH icon
3358
Aurinia Pharmaceuticals
AUPH
$2.17B
$248K ﹤0.01%
20,057
-4,747
-19% -$73.4K
IBRX icon
3359
ImmunityBio
IBRX
$8.53B
$247K ﹤0.01%
44,054
-10,930
-20% -$67.1K
PML
3360
PIMCO Municipal Income Fund II
PML
$487M
$247K ﹤0.01%
21,441
-5,709
-21% -$74.9K
SQZ
3361
DELISTED
SQZ Biotechnologies Company
SQZ
$247K ﹤0.01%
+51,291
New +$326K
WTRU
3362
DELISTED
Essential Utilities, Inc.6.00% Tangible Equity Units
WTRU
$247K ﹤0.01%
4,042
+255
+7% +$14.8K
CTSO icon
3363
Cytosorbents Corp
CTSO
$21.1M
$246K ﹤0.01%
76,978
+58,491
+316% +$209K
LAZ icon
3364
Lazard
LAZ
$4.25B
$246K ﹤0.01%
7,126
-288
-4% -$11.1K
OTLY
3365
Oatly Group
OTLY
$468M
$246K ﹤0.01%
+2,455
New +$324K
LOTZ
3366
DELISTED
CarLotz, Inc. Class A Common Stock
LOTZ
$246K ﹤0.01%
179,509
-11,533
-6% -$21.7K
YOU icon
3367
Clear Secure
YOU
$4.47B
$245K ﹤0.01%
9,098
-481
-5% -$11.9K
GATO
3368
DELISTED
Gatos Silver, Inc.
GATO
$245K ﹤0.01%
+56,605
New +$312K
RICK icon
3369
RCI Hospitality Holdings
RICK
$231M
$244K ﹤0.01%
3,974
+508
+15% +$35.4K
LFCR icon
3370
Lifecore Biomedical
LFCR
$172M
$241K ﹤0.01%
20,825
-1,738
-8% -$19.4K
RVSB icon
3371
Riverview Bancorp
RVSB
$103M
$241K ﹤0.01%
31,924
-17,888
-36% -$137K
PRTK
3372
DELISTED
Paratek Pharmaceuticals, Inc.
PRTK
$241K ﹤0.01%
80,997
-8,341
-9% -$31.4K
GOGL
3373
DELISTED
Golden Ocean Group
GOGL
$239K ﹤0.01%
19,333
+6,194
+47% +$67.3K
PLBY icon
3374
Playboy Inc
PLBY
$144M
$239K ﹤0.01%
18,258
+5,624
+45% +$94.7K
VPU
3375
Vanguard Utilities ETF
VPU
$8.26B
$239K ﹤0.01%
1,479
-85
-5% -$12.9K
133 134
135
136 137

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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.