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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
GGAL icon
3276
Galicia Financial Group
GGAL
$5.91B
$301K ﹤0.01%
27,850
-404
-1% -$3.9K
2018 Q3
14 quarters
MAXN icon
3277
DELISTED
Maxeon Solar Technologies
MAXN
$301K ﹤0.01%
208
+38
+22% +$43.7K
2020 Q3
6 quarters
RDVY icon
3278
First Trust Rising Dividend Achievers ETF
RDVY
$25.5B
$301K ﹤0.01%
+6,152
New +$307K
2022 Q1
0 quarters
SIZE icon
3279
iShares MSCI USA Size Factor ETF
SIZE
$428M
$301K ﹤0.01%
+2,310
New +$298K
2022 Q1
0 quarters
TSAT icon
3280
Telesat
TSAT
$688M
$301K ﹤0.01%
18,238
+2,021
+12% +$45K
2021 Q4
1 quarter
RCEL icon
3281
Avita Medical
RCEL
$413M
$300K ﹤0.01%
+35,334
New +$326K
2022 Q1
0 quarters
TMCI icon
3282
Treace Medical Concepts
TMCI
$267M
$298K ﹤0.01%
15,781
+5,699
+57% +$111K
2021 Q2
3 quarters
FLXS icon
3283
Flexsteel Industries
FLXS
$357M
$296K ﹤0.01%
15,325
+274
+2% +$6.26K
2019 Q3
10 quarters
FSTA icon
3284
Fidelity MSCI Consumer Staples Index ETF
FSTA
$1.41B
$296K ﹤0.01%
+6,454
New +$294K
2022 Q1
0 quarters
TRC icon
3285
Tejon Ranch
TRC
$442M
$296K ﹤0.01%
16,189
-321
-2% -$5.6K
2020 Q4
5 quarters
ATRA icon
3286
Atara Biotherapeutics
ATRA
$94.2M
$295K ﹤0.01%
1,269
-951
-43% -$303K
2019 Q3
10 quarters
INBK icon
3287
First Internet Bancorp
INBK
$229M
$295K ﹤0.01%
6,859
+1,227
+22% +$59.4K
2021 Q4
1 quarter
LSEA icon
3288
DELISTED
Landsea Homes
LSEA
$295K ﹤0.01%
34,455
+13,211
+62% +$98.4K
2021 Q3
2 quarters
LEGN icon
3289
Legend Biotech
LEGN
$3.46B
$294K ﹤0.01%
8,094
-20,147
-71% -$796K
2021 Q4
1 quarter
SANA icon
3290
Sana Biotechnology
SANA
$784M
$294K ﹤0.01%
35,624
+9,863
+38% +$79.7K
2021 Q2
3 quarters
SUB icon
3291
iShares Short-Term National Muni Bond ETF
SUB
$12.3B
$294K ﹤0.01%
2,815
-2,216
-44% -$235K
2021 Q3
2 quarters
CLDX icon
3292
Celldex Therapeutics
CLDX
$2.31B
$292K ﹤0.01%
8,568
-7,716
-47% -$247K
2021 Q1
4 quarters
CGEN icon
3293
Compugen
CGEN
$196M
$291K ﹤0.01%
90,343
+60,763
+205% +$205K
2021 Q1
4 quarters
NPTN
3294
DELISTED
NEOPHOTONICS CORP
NPTN
$291K ﹤0.01%
+19,157
New +$292K
2022 Q1
0 quarters
AHT icon
3295
Ashford Hospitality Trust
AHT
$12M
$290K ﹤0.01%
2,840
+1,405
+98% +$125K
2021 Q3
2 quarters
HPF icon
3296
John Hancock Preferred Income Fund II
HPF
$288M
$289K ﹤0.01%
15,195
-64,801
-81% -$1.24M
2020 Q4
5 quarters
SBT icon
3297
DELISTED
Sterling Bancorp, Inc. Common Stock
SBT
$289K ﹤0.01%
40,654
-3,500
-8% -$21.9K
2020 Q1
8 quarters
RUBY
3298
DELISTED
Rubius Therapeutics, Inc
RUBY
$289K ﹤0.01%
52,432
+70
+0.1% +$445
2019 Q4
9 quarters
TLMD
3299
DELISTED
SOC Telemed, Inc. Class A Common Stock
TLMD
$289K ﹤0.01%
96,640
+76,270
+374% +$168K
2021 Q3
2 quarters
THRN
3300
DELISTED
Thorne Healthtech, Inc. Common Stock
THRN
$288K ﹤0.01%
+45,355
New +$244K
2022 Q1
0 quarters
130 131
132
133 134

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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
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.