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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
BMEA icon
3626
Biomea Fusion
BMEA
$98.6M
$52K ﹤0.01%
+11,691
New +$75.8K
2022 Q1
0 quarters
SURF
3627
DELISTED
Surface Oncology, Inc. Common Stock
SURF
$52K ﹤0.01%
17,715
+7,605
+75% +$26.7K
2021 Q3
2 quarters
NNDM icon
3628
Nano Dimension
NNDM
$636M
$51K ﹤0.01%
+14,315
New +$51.6K
2022 Q1
0 quarters
TISI icon
3629
Team
TISI
$121M
$51K ﹤0.01%
2,307
-5,567
-71% -$57.9K
2013 Q2
35 quarters
GMDA
3630
DELISTED
Gamida Cell Ltd. Ordinary Shares
GMDA
$51K ﹤0.01%
12,408
-19,822
-62% -$66.4K
2021 Q3
2 quarters
BOLT icon
3631
Bolt Biotherapeutics
BOLT
$8.17M
$50K ﹤0.01%
+904
New +$60.8K
2022 Q1
0 quarters
POWW icon
3632
Outdoor Holding Co
POWW
$259M
$50K ﹤0.01%
+10,378
New +$48.6K
2022 Q1
0 quarters
TCRT icon
3633
Alaunos Therapeutics
TCRT
$2.67M
$49K ﹤0.01%
504
-751
-60% -$96.4K
2013 Q2
35 quarters
IVVD icon
3634
Invivyd
IVVD
$198M
$48K ﹤0.01%
10,581
-83,197
-89% -$509K
2021 Q3
2 quarters
BBAR icon
3635
BBVA Argentina
BBAR
$2.6B
$47K ﹤0.01%
13,316
-49
-0.4% -$160
2017 Q3
18 quarters
BDSX icon
3636
Biodesix
BDSX
$271M
$47K ﹤0.01%
+1,382
New +$90.3K
2022 Q1
0 quarters
PAVM icon
3637
PAVmed
PAVM
$21.5M
$47K ﹤0.01%
80
-115
-59% -$85.5K
2020 Q2
7 quarters
ATIP
3638
DELISTED
ATI Physical Therapy, Inc.
ATIP
$45K ﹤0.01%
483
-130
-21% -$16.6K
2021 Q3
2 quarters
MKFG icon
3639
DELISTED
Markforged Holding Corporation
MKFG
$42K ﹤0.01%
+1,045
New +$45.7K
2022 Q1
0 quarters
ATER icon
3640
Aterian
ATER
$10.9M
$41K ﹤0.01%
1,392
-17,574
-93% -$644K
2021 Q2
3 quarters
HYRE
3641
DELISTED
HyreCar Inc. Common Stock
HYRE
$41K ﹤0.01%
+17,287
New +$53.4K
2022 Q1
0 quarters
GOTU icon
3642
Gaotu Techedu
GOTU
$668M
$39K ﹤0.01%
22,589
-121,389
-84% -$231K
2020 Q2
7 quarters
AWH icon
3643
DELISTED
Aspira Women's Health Inc. Common Stock
AWH
$39K ﹤0.01%
2,469
-2,964
-55% -$51.4K
2020 Q3
6 quarters
MDVL
3644
DELISTED
MedAvail Holdings, Inc. Common Stock
MDVL
$37K ﹤0.01%
755
-1,624
-68% -$97.6K
2021 Q2
3 quarters
GORO icon
3645
Goldgroup Mining
GORO
$580M
$35K ﹤0.01%
3,940
+305
+8% +$2.26K
2021 Q4
1 quarter
CRIS icon
3646
Curis
CRIS
$1.56M
$34K ﹤0.01%
36
-74
-67% -$94.5K
2021 Q1
4 quarters
ITCL
3647
DELISTED
Banco Itau Chile American Depositary Shares (each representing one third of one (1/3) Common Share)
ITCL
$34K ﹤0.01%
+10,245
New +$32.8K
2022 Q1
0 quarters
RVLP
3648
DELISTED
RVL Pharmaceuticals plc Ordinary Shares
RVLP
$32K ﹤0.01%
+19,020
New +$27.2K
2022 Q1
0 quarters
ANNX icon
3649
Annexon
ANNX
$751M
$31K ﹤0.01%
+11,306
New +$69.6K
2022 Q1
0 quarters
NAGE icon
3650
Niagen Bioscience
NAGE
$208M
$31K ﹤0.01%
12,472
+650
+5% +$1.78K
2020 Q3
6 quarters
144 145
146
147 148

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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.