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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
TECX icon
3551
Tectonic Therapeutic
TECX
$437M
$111K ﹤0.01%
7,011
+1,421
+25% +$29.4K
2021 Q1
4 quarters
PMX
3552
DELISTED
PIMCO Municipal Income Fund III
PMX
$109K ﹤0.01%
10,559
-3,009
-22% -$33.4K
2021 Q1
4 quarters
LXRX icon
3553
Lexicon Pharmaceuticals
LXRX
$734M
$108K ﹤0.01%
51,724
-32,611
-39% -$90.4K
2017 Q4
17 quarters
PMM icon
3554
Franklin Managed Municipal Income Trust
PMM
$248M
$106K ﹤0.01%
+14,941
New +$112K
2022 Q1
0 quarters
ENLC icon
3555
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
$105K ﹤0.01%
+10,900
New +$92.8K
2022 Q1
0 quarters
SHCR icon
3556
DELISTED
Sharecare, Inc. Class A Common Stock
SHCR
$105K ﹤0.01%
+42,576
New +$140K
2022 Q1
0 quarters
CYT
3557
DELISTED
Cyteir Therapeutics, Inc. Common Stock
CYT
$105K ﹤0.01%
+27,924
New +$159K
2022 Q1
0 quarters
LAB icon
3558
Standard BioTools
LAB
$258M
$102K ﹤0.01%
28,471
+1,886
+7% +$6.51K
2017 Q2
19 quarters
VBIV icon
3559
DELISTED
VBI Vaccines, Inc. New Common Stock (Canada)
VBIV
$102K ﹤0.01%
2,045
-1,253
-38% -$61.9K
2020 Q2
7 quarters
JNCE
3560
DELISTED
Jounce Therapeutics, Inc. Common Stock
JNCE
$101K ﹤0.01%
14,942
+24
+0.2% +$171
2018 Q4
13 quarters
FBRX icon
3561
DELISTED
Forte Biosciences
FBRX
$100K ﹤0.01%
2,739
-4,250
-61% -$161K
2021 Q2
3 quarters
CELL
3562
DELISTED
PhenomeX Inc. Common Stock
CELL
$100K ﹤0.01%
14,133
-2,931
-17% -$24.2K
2021 Q2
3 quarters
WEAV icon
3563
Weave Communications
WEAV
$594M
$99K ﹤0.01%
16,668
-6,735
-29% -$59.9K
2021 Q4
1 quarter
AMTI
3564
DELISTED
Applied Molecular Transport Inc. Common Stock
AMTI
$99K ﹤0.01%
13,119
-9,152
-41% -$75.8K
2021 Q1
4 quarters
ONCR
3565
DELISTED
Oncorus, Inc.
ONCR
$99K ﹤0.01%
55,355
+41,619
+303% +$117K
2021 Q4
1 quarter
TCS icon
3566
DELISTED
THE CONTAINER STORE GROUP, INC.
TCS
$98K ﹤0.01%
796
-7
-0.9% -$972
2021 Q4
1 quarter
DYN icon
3567
Dyne Therapeutics
DYN
$2.98B
$97K ﹤0.01%
+10,113
New +$86.1K
2022 Q1
0 quarters
TLRY icon
3568
Tilray
TLRY
$497M
$97K ﹤0.01%
+1,245
New +$78K
2022 Q1
0 quarters
SRT
3569
DELISTED
Startek Inc.
SRT
$97K ﹤0.01%
21,968
-10,874
-33% -$51.3K
2021 Q3
2 quarters
FMTX
3570
DELISTED
Forma Therapeutics Holdings, Inc. Common Stock
FMTX
$96K ﹤0.01%
10,291
-117,340
-92% -$1.25M
2020 Q3
6 quarters
AVAL icon
3571
Grupo Aval
AVAL
$5.73B
$95K ﹤0.01%
20,942
-3,000
-13% -$16.1K
2015 Q2
27 quarters
XERS icon
3572
Xeris Biopharma Holdings
XERS
$1.91B
$95K ﹤0.01%
37,212
-27,878
-43% -$68.1K
2021 Q4
1 quarter
STRO icon
3573
Sutro Biopharma
STRO
$220M
$94K ﹤0.01%
1,146
-1,175
-51% -$112K
2021 Q1
4 quarters
CRMD icon
3574
CorMedix
CRMD
$581M
$93K ﹤0.01%
17,004
-17,632
-51% -$80.7K
2021 Q1
4 quarters
CULP icon
3575
Culp Inc
CULP
$49.8M
$93K ﹤0.01%
11,733
-692
-6% -$5.88K
2020 Q1
8 quarters
141 142
143
144 145

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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
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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.