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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
CRESY icon
3251
Cresud
CRESY
$820M
$323K ﹤0.01%
40,985
+7,028
+21% +$41.6K
2021 Q2
3 quarters
AKO.B icon
3252
Embotelladora Andina Series B
AKO.B
$4.61B
$320K ﹤0.01%
23,506
-3
-0% -$38
2013 Q2
35 quarters
EEX icon
3253
DELISTED
Emerald Holding
EEX
$320K ﹤0.01%
94,189
-4,289
-4% -$15K
2019 Q4
9 quarters
PYCR icon
3254
DELISTED
Paycor HCM, Inc. Common Stock
PYCR
$320K ﹤0.01%
+10,991
New +$293K
2022 Q1
0 quarters
LE icon
3255
Lands' End
LE
$310M
$318K ﹤0.01%
18,797
+2,181
+13% +$39K
2014 Q2
31 quarters
TK icon
3256
Teekay
TK
$1.36B
$316K ﹤0.01%
99,777
+37,837
+61% +$122K
2013 Q2
35 quarters
GEF.B icon
3257
Greif Class B
GEF.B
$4.02B
$314K ﹤0.01%
4,920
+1,248
+34% +$73.7K
2021 Q3
2 quarters
ICF icon
3258
iShares Select U.S. REIT ETF
ICF
$2.08B
$314K ﹤0.01%
+4,428
New +$305K
2022 Q1
0 quarters
PGC icon
3259
Peapack-Gladstone Financial
PGC
$773M
$312K ﹤0.01%
8,965
-1,375
-13% -$50.6K
2021 Q2
3 quarters
PLYM
3260
DELISTED
Plymouth Industrial REIT
PLYM
$312K ﹤0.01%
11,524
+2,610
+29% +$71.9K
2021 Q4
1 quarter
SPWH icon
3261
Sportsman's Warehouse
SPWH
$43.8M
$312K ﹤0.01%
29,201
+3,044
+12% +$34.1K
2014 Q4
29 quarters
EBC icon
3262
Eastern Bankshares
EBC
$4.83B
$310K ﹤0.01%
14,410
+3,472
+32% +$73.9K
2021 Q2
3 quarters
CGC icon
3263
Canopy Growth
CGC
$320M
$309K ﹤0.01%
4,070
+523
+15% +$39.9K
2020 Q1
8 quarters
XXII
3264
22nd Century Group
XXII
$517K
– –
0
– –
2021 Q2
3 quarters
AKA icon
3265
a.k.a. Brands
AKA
$119M
$306K ﹤0.01%
+5,775
New +$451K
2022 Q1
0 quarters
BHB icon
3266
Bar Harbor Bankshares
BHB
$643M
$306K ﹤0.01%
10,706
-813
-7% -$24.2K
2021 Q1
4 quarters
SRNE
3267
DELISTED
Sorrento Therapeutics, Inc.
SRNE
$306K ﹤0.01%
131,423
+31,149
+31% +$97.2K
2019 Q1
12 quarters
KKR.PRC icon
3268
DELISTED
KKR & Co. Inc. 6.00% Series C Mandatory Convertible Preferred Stock
KKR.PRC
$305K ﹤0.01%
4,106
-271
-6% -$21.6K
2021 Q4
1 quarter
SD icon
3269
SandRidge Energy
SD
$519M
$304K ﹤0.01%
19,002
+7,152
+60% +$92.3K
2017 Q3
18 quarters
CLVS
3270
DELISTED
Clovis Oncology, Inc.
CLVS
$304K ﹤0.01%
150,446
+33,552
+29% +$65.9K
2019 Q4
9 quarters
LUNA icon
3271
DELISTED
Luna Innovations Incorporated
LUNA
$304K ﹤0.01%
39,488
+24,809
+169% +$178K
2021 Q2
3 quarters
CECO icon
3272
Ceco Environmental
CECO
$3.79B
$303K ﹤0.01%
55,126
+4,946
+10% +$28.9K
2017 Q4
17 quarters
TOST icon
3273
Toast
TOST
$18.1B
$303K ﹤0.01%
+13,933
New +$315K
2022 Q1
0 quarters
STER icon
3274
DELISTED
Sterling Check Corp. Common Stock
STER
$303K ﹤0.01%
+11,450
New +$243K
2022 Q1
0 quarters
LBC
3275
DELISTED
Luther Burbank Corporation Common Stock
LBC
$303K ﹤0.01%
22,797
-130
-0.6% -$1.74K
2021 Q2
3 quarters
129 130
131
132 133

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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.