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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

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

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

1 Technology 24.28%
2 Financials 13.19%
3 Healthcare 12.81%
4 Consumer Discretionary 10.38%
5 Industrials 7.97%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
BYND icon
1676
Beyond Meat
BYND
$305M
$6.47M ﹤0.01%
133,849
+43,284
+48% +$2.38M
CTS icon
1677
CTS Corp
CTS
$1.69B
$6.47M ﹤0.01%
182,975
+8,988
+5% +$314K
ADPT icon
1678
Adaptive Biotechnologies
ADPT
$3.57B
$6.46M ﹤0.01%
465,564
+405,466
+675% +$6.37M
STRA icon
1679
Strategic Education
STRA
$1.72B
$6.45M ﹤0.01%
97,157
+35,600
+58% +$2.09M
PBR.A icon
1680
Petrobras Class A
PBR.A
$103B
$6.45M ﹤0.01%
461,088
+44,933
+11% +$553K
NOG icon
1681
Northern Oil and Gas
NOG
$2.24B
$6.44M ﹤0.01%
228,602
+85,997
+60% +$2.11M
COLD icon
1682
Americold
COLD
$4.59B
$6.43M ﹤0.01%
230,584
-83,167
-27% -$2.34M
FCPT icon
1683
Four Corners Property Trust
FCPT
$2.91B
$6.43M ﹤0.01%
237,646
+8,427
+4% +$227K
SCL icon
1684
Stepan Co
SCL
$1.34B
$6.42M ﹤0.01%
64,966
+4,057
+7% +$439K
WOR icon
1685
Worthington Enterprises
WOR
$2.79B
$6.41M ﹤0.01%
202,234
+5,414
+3% +$187K
PTA icon
1686
Cohen & Steers Tax-Advantaged Preferred Securities & Income Fund
PTA
$1.05B
$6.4M ﹤0.01%
+291,355
New +$6.54M
LPSN icon
1687
LivePerson
LPSN
$21M
$6.39M ﹤0.01%
17,434
+8,661
+99% +$3.5M
AMCX icon
1688
AMC Global Media
AMCX
$468M
$6.38M ﹤0.01%
157,050
+17,089
+12% +$691K
SCHB icon
1689
Schwab US Broad Market ETF
SCHB
$43B
$6.38M ﹤0.01%
358,221
+105,285
+42% +$1.85M
ANDE icon
1690
Andersons Inc
ANDE
$2.66B
$6.37M ﹤0.01%
126,755
+49,104
+63% +$2.07M
WLL
1691
DELISTED
Whiting Petroleum Corporation
WLL
$6.37M ﹤0.01%
78,152
+35,002
+81% +$2.65M
TIP icon
1692
iShares TIPS Bond ETF
TIP
$14.5B
$6.37M ﹤0.01%
51,129
+31,449
+160% +$3.96M
IBKR icon
1693
Interactive Brokers
IBKR
$40.2B
$6.36M ﹤0.01%
385,728
+47,564
+14% +$819K
PGRE
1694
DELISTED
Paramount Group
PGRE
$6.35M ﹤0.01%
582,096
+31,112
+6% +$303K
IAU icon
1695
iShares Gold Trust
IAU
$62.2B
$6.32M ﹤0.01%
171,683
+7,326
+4% +$262K
MTSI icon
1696
MACOM Technology Solutions
MTSI
$20.2B
$6.31M ﹤0.01%
105,469
+9,441
+10% +$590K
VSTO
1697
DELISTED
Vista Outdoor Inc.
VSTO
$6.29M ﹤0.01%
176,086
-36,193
-17% -$1.4M
PSMT icon
1698
Pricesmart
PSMT
$5.86B
$6.28M ﹤0.01%
79,658
+13,810
+21% +$1.02M
PRLB icon
1699
Protolabs
PRLB
$1.81B
$6.27M ﹤0.01%
118,558
+35,831
+43% +$1.89M
IMKTA icon
1700
Ingles Markets
IMKTA
$1.76B
$6.27M ﹤0.01%
70,409
+493
+0.7% +$41.9K
66 67
68
69 70

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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.