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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
ARCT icon
3676
Arcturus Therapeutics
ARCT
$358M
– –
-13,135
Closed -$486K –
ARDX icon
3677
Ardelyx
ARDX
$834M
– –
-40,302
Closed -$44K –
ASPN icon
3678
Aspen Aerogels
ASPN
$451M
– –
-32,526
Closed -$1.62M –
LONA icon
3679
LeonaBio Inc
LONA
$58.1M
– –
-2,388
Closed -$311K –
ATOS icon
3680
Atossa Therapeutics
ATOS
$23.8M
– –
-5,884
Closed -$141K –
JBIO icon
3681
Jade Biosciences
JBIO
$890M
– –
-1,029
Closed -$424K –
BFH icon
3682
Bread Financial
BFH
$3.9B
– –
-524,064
Closed -$34.9M –
BTG icon
3683
B2Gold
BTG
$6.92B
– –
-136,035
Closed -$535K –
BTT icon
3684
BlackRock Municipal 2030 Target Term Trust
BTT
$1.38B
– –
-8,062
Closed -$209K –
BVS icon
3685
Bioventus
BVS
$924M
– –
-12,355
Closed -$179K –
BXMX icon
3686
DELISTED
Nuveen S&P 500 Buy-Write Income Fund
BXMX
– –
-49,166
Closed -$720K –
CCRD icon
3687
DELISTED
CoreCard
CCRD
– –
-12,371
Closed -$480K –
CLOV icon
3688
Clover Health Investments
CLOV
$2.54B
– –
-20,822
Closed -$77K –
COMP icon
3689
Compass
COMP
$6.77B
– –
-10,836
Closed -$98K –
CPIX icon
3690
Cumberland Pharmaceuticals
CPIX
$105M
– –
-10,466
Closed -$49K –
CRBP icon
3691
Corbus Pharmaceuticals
CRBP
$102M
– –
-353
Closed -$7K –
DJCO icon
3692
Daily Journal
DJCO
$883M
– –
-587
Closed -$209K –
DKNG icon
3693
DraftKings
DKNG
$9.76B
– –
-185,257
Closed -$5.09M –
DOYU icon
3694
DouYu International Holdings
DOYU
$119M
– –
-5,154
Closed -$136K –
EDU icon
3695
New Oriental
EDU
$9.06B
– –
-216,178
Closed -$4.54M –
ENOV icon
3696
Enovis
ENOV
$1.05B
– –
-321,282
Closed -$25.4M –
ESGD icon
3697
iShares ESG Aware MSCI EAFE ETF
ESGD
$11.8B
– –
-11,202
Closed -$890K –
ESGE icon
3698
iShares ESG Aware MSCI EM ETF
ESGE
$6.83B
– –
-16,243
Closed -$646K –
EUFN icon
3699
iShares MSCI Europe Financials ETF
EUFN
$3.62B
– –
-360,257
Closed -$7.22M –
FBIO icon
3700
Fortress Biotech
FBIO
$70.4M
– –
-2,345
Closed -$88K –
146 147
148
149 150

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MCM
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PSUF
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BAM
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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.