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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
NL icon
3426
NLI Holdings
NL
$330M
$209K ﹤0.01%
29,071
-1,379
-5% -$9.27K
2016 Q1
24 quarters
XNTK icon
3427
State Street SPDR NYSE Technology ETF
XNTK
$2.07B
$209K ﹤0.01%
+1,500
New +$214K
2022 Q1
0 quarters
AMNB
3428
DELISTED
American National Bankshares Inc
AMNB
$209K ﹤0.01%
5,551
+135
+2% +$5.15K
2021 Q4
1 quarter
NUVB icon
3429
Nuvation Bio
NUVB
$1.72B
$208K ﹤0.01%
39,636
+14,318
+57% +$80.4K
2021 Q3
2 quarters
SLYV icon
3430
State Street SPDR S&P 600 Small Cap Value ETF
SLYV
$4.72B
$208K ﹤0.01%
+2,496
New +$207K
2022 Q1
0 quarters
IHI icon
3431
iShares US Medical Devices ETF
IHI
$3.66B
$206K ﹤0.01%
3,376
-2,109
-38% -$126K
2021 Q3
2 quarters
DRVN icon
3432
Driven Brands
DRVN
$1.94B
$205K ﹤0.01%
7,787
-2,155
-22% -$62.4K
2021 Q3
2 quarters
EZM icon
3433
WisdomTree US MidCap Fund
EZM
$903M
$205K ﹤0.01%
3,756
+26
+0.7% +$1.41K
2021 Q4
1 quarter
PTVE icon
3434
DELISTED
Pactiv Evergreen Inc. Common stock
PTVE
$205K ﹤0.01%
+20,384
New +$217K
2022 Q1
0 quarters
GRTS icon
3435
DELISTED
Gritstone bio, Inc. Common Stock
GRTS
$205K ﹤0.01%
49,741
-13,858
-22% -$73.4K
2020 Q3
6 quarters
CWAN icon
3436
DELISTED
Clearwater Analytics
CWAN
$204K ﹤0.01%
+9,731
New +$182K
2022 Q1
0 quarters
RELY icon
3437
Remitly
RELY
$4.98B
$204K ﹤0.01%
+20,653
New +$246K
2022 Q1
0 quarters
MIXT
3438
DELISTED
MIX TELEMATICS LIMITED
MIXT
$204K ﹤0.01%
18,238
-164
-0.9% -$1.94K
2020 Q3
6 quarters
IAS icon
3439
DELISTED
Integral Ad Science
IAS
$202K ﹤0.01%
+14,641
New +$249K
2022 Q1
0 quarters
MITT icon
3440
TPG Mortgage Investment Trust
MITT
$177M
$202K ﹤0.01%
21,698
-3,217
-13% -$31K
2021 Q3
2 quarters
ACWX icon
3441
iShares MSCI ACWI ex US ETF
ACWX
$17.6B
$201K ﹤0.01%
3,837
-13,569
-78% -$723K
2021 Q4
1 quarter
VERU icon
3442
Veru
VERU
$40.9M
$201K ﹤0.01%
4,159
+1,587
+62% +$86.2K
2020 Q2
7 quarters
WFRD icon
3443
Weatherford International
WFRD
$5.49B
$201K ﹤0.01%
+6,029
New +$189K
2022 Q1
0 quarters
ECVT icon
3444
Ecovyst
ECVT
$1.09B
$199K ﹤0.01%
17,179
+3,522
+26% +$36.9K
2018 Q1
16 quarters
OMIC icon
3445
DELISTED
Singular Genomics Systems, Inc. Common Stock
OMIC
$199K ﹤0.01%
1,051
+528
+101% +$122K
2021 Q3
2 quarters
DSX icon
3446
Diana Shipping
DSX
$357M
$198K ﹤0.01%
46,005
-24,376
-35% -$85.4K
2013 Q2
35 quarters
AMTX icon
3447
Aemetis
AMTX
$115M
$197K ﹤0.01%
+15,574
New +$172K
2022 Q1
0 quarters
TLIS icon
3448
DELISTED
Talis Biomedical Corporation Common Stock
TLIS
$196K ﹤0.01%
9,261
+4,198
+83% +$145K
2021 Q1
4 quarters
VTEX icon
3449
VTEX
VTEX
$665M
$195K ﹤0.01%
+31,672
New +$236K
2022 Q1
0 quarters
NPKI icon
3450
NPK International
NPKI
$956M
$195K ﹤0.01%
53,184
-2,820
-5% -$10.5K
2013 Q2
35 quarters
136 137
138
139 140

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NIPH
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AF
Amalgamated Financial New York $12.6B AUM
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.