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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
AKUS
3476
DELISTED
Akouos Inc
AKUS
$171K ﹤0.01%
35,954
-51,374
-59% -$301K
2021 Q2
3 quarters
CVGI icon
3477
Commercial Vehicle Group
CVGI
$118M
$170K ﹤0.01%
20,083
+598
+3% +$4.84K
2013 Q2
35 quarters
DIBS icon
3478
1stdibs.com
DIBS
$123M
$170K ﹤0.01%
+21,276
New +$205K
2022 Q1
0 quarters
FXN icon
3479
First Trust Energy AlphaDEX Fund
FXN
$379M
$170K ﹤0.01%
+10,650
New +$151K
2022 Q1
0 quarters
SENS icon
3480
Senseonics Holdings Inc
SENS
$489M
$170K ﹤0.01%
4,306
-3,014
-41% -$138K
2021 Q2
3 quarters
VRAY
3481
DELISTED
ViewRay, Inc.
VRAY
$169K ﹤0.01%
43,130
-19,040
-31% -$81K
2019 Q4
9 quarters
ISO
3482
DELISTED
IsoPlexis Corporation Common Stock
ISO
$169K ﹤0.01%
+49,416
New +$286K
2022 Q1
0 quarters
DMB icon
3483
BNY Mellon Municipal Bond Infrastructure Fund
DMB
$172M
$168K ﹤0.01%
+13,539
New +$180K
2022 Q1
0 quarters
RXRX icon
3484
Recursion Pharmaceuticals
RXRX
$2.15B
$168K ﹤0.01%
23,424
-14,867
-39% -$158K
2021 Q4
1 quarter
TIPT icon
3485
Tiptree Inc
TIPT
$646M
$168K ﹤0.01%
+13,053
New +$168K
2022 Q1
0 quarters
DMTK icon
3486
DELISTED
DermTech, Inc. Common Stock
DMTK
$165K ﹤0.01%
11,245
-5,146
-31% -$68.9K
2021 Q1
4 quarters
CUE icon
3487
Cue Biopharma
CUE
$179M
$163K ﹤0.01%
1,116
-148
-12% -$31.4K
2020 Q1
8 quarters
SWIM icon
3488
Latham Group
SWIM
$707M
$162K ﹤0.01%
12,240
-552
-4% -$9.18K
2021 Q4
1 quarter
SMSI icon
3489
Smith Micro Software
SMSI
$14.4M
$161K ﹤0.01%
1,067
+606
+131% +$95.5K
2020 Q4
5 quarters
KOD icon
3490
Kodiak Sciences
KOD
$6.24B
$160K ﹤0.01%
20,781
-4,921
-19% -$192K
2018 Q4
13 quarters
CLNN icon
3491
Clene
CLNN
$52.3M
$158K ﹤0.01%
2,000
+416
+26% +$25.2K
2021 Q4
1 quarter
SCOR icon
3492
Comscore
SCOR
$59.7M
$158K ﹤0.01%
2,712
-134
-5% -$7.68K
2019 Q2
11 quarters
TAC icon
3493
TransAlta
TAC
$4.11B
$156K ﹤0.01%
15,080
+1,043
+7% +$10.8K
2014 Q2
31 quarters
NGMS icon
3494
DELISTED
NeoGames S.A. Ordinary Shares
NGMS
$155K ﹤0.01%
+10,038
New +$210K
2022 Q1
0 quarters
KRRO icon
3495
Korro Bio
KRRO
$138M
$154K ﹤0.01%
1,454
-222
-13% -$42.4K
2021 Q1
4 quarters
PSTX icon
3496
DELISTED
Poseida Therapeutics, Inc. Common Stock
PSTX
$154K ﹤0.01%
34,470
+21,357
+163% +$96.3K
2021 Q4
1 quarter
CMCT icon
3497
Creative Media & Community Trust
CMCT
$14.1M
$151K ﹤0.01%
1
– –
2021 Q3
2 quarters
FLNT icon
3498
Fluent
FLNT
$88.8M
$151K ﹤0.01%
12,119
+251
+2% +$2.56K
2020 Q4
5 quarters
DAWN icon
3499
DELISTED
Day One Biopharmaceuticals
DAWN
$149K ﹤0.01%
+15,016
New +$198K
2022 Q1
0 quarters
ATEC icon
3500
Alphatec Holdings
ATEC
$1.74B
$147K ﹤0.01%
12,750
-5,232
-29% -$56.6K
2020 Q4
5 quarters
138 139
140
141 142

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AF
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MCM
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PSUF
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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
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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.