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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
VONE icon
3351
Vanguard Russell 1000 ETF
VONE
$9.12B
$250K ﹤0.01%
+1,208
New +$247K
2022 Q1
0 quarters
JOAN
3352
DELISTED
JOANN, Inc. Common Stock
JOAN
$250K ﹤0.01%
+21,925
New +$247K
2022 Q1
0 quarters
IVC
3353
DELISTED
Invacare Corporation
IVC
$250K ﹤0.01%
177,358
-194,384
-52% -$416K
2013 Q2
35 quarters
EMBK
3354
DELISTED
Embark Technology, Inc. Common Stock
EMBK
$250K ﹤0.01%
+2,119
New +$205K
2022 Q1
0 quarters
BDTX icon
3355
Black Diamond Therapeutics
BDTX
$102M
$249K ﹤0.01%
90,052
+52,550
+140% +$192K
2021 Q1
4 quarters
DNA icon
3356
Ginkgo Bioworks
DNA
$794M
$249K ﹤0.01%
1,542
-622
-29% -$121K
2021 Q4
1 quarter
MTUM icon
3357
iShares MSCI USA Momentum Factor ETF
MTUM
$19.9B
$249K ﹤0.01%
1,480
-212
-13% -$34.9K
2021 Q2
3 quarters
AUPH icon
3358
Aurinia Pharmaceuticals
AUPH
$2.2B
$248K ﹤0.01%
20,057
-4,747
-19% -$73.4K
2021 Q1
4 quarters
IBRX icon
3359
ImmunityBio
IBRX
$10.7B
$247K ﹤0.01%
44,054
-10,930
-20% -$67.1K
2021 Q1
4 quarters
PML icon
3360
PIMCO Municipal Income Fund II
PML
$436M
$247K ﹤0.01%
21,441
-5,709
-21% -$74.9K
2021 Q1
4 quarters
SQZ
3361
DELISTED
SQZ Biotechnologies Company
SQZ
$247K ﹤0.01%
+51,291
New +$326K
2022 Q1
0 quarters
WTRU
3362
DELISTED
Essential Utilities, Inc.6.00% Tangible Equity Units
WTRU
$247K ﹤0.01%
4,042
+255
+7% +$14.8K
2021 Q4
1 quarter
CTSO icon
3363
Cytosorbents Corp
CTSO
$11.3M
$246K ﹤0.01%
3,849
+2,925
+317% +$210K
2019 Q4
9 quarters
LAZ icon
3364
Lazard
LAZ
$3.61B
$246K ﹤0.01%
7,126
-288
-4% -$11.1K
2020 Q2
7 quarters
OTLY icon
3365
Oatly Group
OTLY
$341M
$246K ﹤0.01%
+2,455
New +$324K
2022 Q1
0 quarters
LOTZ
3366
DELISTED
CarLotz, Inc. Class A Common Stock
LOTZ
$246K ﹤0.01%
179,509
-11,533
-6% -$21.7K
2021 Q3
2 quarters
YOU icon
3367
Clear Secure
YOU
$4.37B
$245K ﹤0.01%
9,098
-481
-5% -$11.9K
2021 Q4
1 quarter
GATO
3368
DELISTED
Gatos Silver, Inc.
GATO
$245K ﹤0.01%
+56,605
New +$312K
2022 Q1
0 quarters
RICK icon
3369
RCI Hospitality Holdings
RICK
$202M
$244K ﹤0.01%
3,974
+508
+15% +$35.4K
2021 Q4
1 quarter
LFCR icon
3370
Lifecore Biomedical
LFCR
$244M
$241K ﹤0.01%
20,825
-1,738
-8% -$19.4K
2021 Q3
2 quarters
RVSB icon
3371
Riverview Bancorp
RVSB
$120M
$241K ﹤0.01%
31,924
-17,888
-36% -$137K
2020 Q2
7 quarters
PRTK
3372
DELISTED
Paratek Pharmaceuticals, Inc.
PRTK
$241K ﹤0.01%
80,997
-8,341
-9% -$31.4K
2017 Q2
19 quarters
GOGL icon
3373
DELISTED
Golden Ocean Group
GOGL
$239K ﹤0.01%
19,333
+6,194
+47% +$67.3K
2021 Q3
2 quarters
PLBY icon
3374
Playboy Inc
PLBY
$119M
$239K ﹤0.01%
18,258
+5,624
+45% +$94.7K
2021 Q4
1 quarter
VPU icon
3375
Vanguard Utilities ETF
VPU
$8.09B
$239K ﹤0.01%
1,479
-85
-5% -$12.9K
2021 Q3
2 quarters
133 134
135
136 137

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.