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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
FHTX icon
3701
Foghorn Therapeutics
FHTX
$116M
– –
-62,663
Closed -$1.43M –
FINV icon
3702
FinVolution Group
FINV
$708M
– –
-10,417
Closed -$51K –
FNDA icon
3703
Schwab Fundamental US Small Company Index ETF
FNDA
$8.77B
– –
-13,074
Closed -$364K –
FNDE icon
3704
Schwab Fundamental Emerging Markets Large Company Index ETF
FNDE
$10.5B
– –
-33,776
Closed -$1.05M –
FNDF icon
3705
Schwab Fundamental International Large Company Index ETF
FNDF
$25.3B
– –
-76,822
Closed -$2.5M –
FRHC icon
3706
Freedom Holding
FRHC
$10.7B
– –
-3,300
Closed -$229K –
GDX icon
3707
VanEck Gold Miners ETF
GDX
$26.6B
– –
-16,843
Closed -$539K –
GEOS icon
3708
Geospace Technologies
GEOS
$59.6M
– –
-10,869
Closed -$73K –
GHM icon
3709
Graham Corp
GHM
$954M
– –
-12,619
Closed -$157K –
GLO icon
3710
Clough Global Opportunities Fund
GLO
$234M
– –
-150,488
Closed -$1.6M –
GRPN icon
3711
Groupon
GRPN
$751M
– –
-13,724
Closed -$318K –
GSLC icon
3712
Goldman Sachs ActiveBeta US Large Cap Equity ETF
GSLC
$15.4B
– –
-3,290
Closed -$313K –
HDV icon
3713
iShares Core High Dividend ETF
HDV
$15.1B
– –
-11,565
Closed -$234K –
HOFV icon
3714
DELISTED
Hall of Fame Resort & Entertainment Co
HOFV
– –
-6,543
Closed -$219K –
HUYA icon
3715
Huya Inc
HUYA
$530M
– –
-33,045
Closed -$229K –
IDYA icon
3716
IDEAYA Biosciences
IDYA
$3.48B
– –
-8,793
Closed -$208K –
IEUR icon
3717
iShares Core MSCI Europe ETF
IEUR
$9.16B
– –
-8,951
Closed -$521K –
IGM icon
3718
iShares Expanded Tech Sector ETF
IGM
$11.5B
– –
-3,198
Closed -$234K –
IGV icon
3719
iShares Expanded Tech-Software Sector ETF
IGV
$14.9B
– –
-81,735
Closed -$6.5M –
INNV icon
3720
InnovAge Holding
INNV
$1.25B
– –
-10,553
Closed -$53K –
IRON icon
3721
Disc Medicine
IRON
$2.32B
– –
-1,443
Closed -$126K –
IXN icon
3722
iShares Global Tech ETF
IXN
$9.74B
– –
-5,796
Closed -$373K –
JRS icon
3723
Nuveen Real Estate Income Fund
JRS
$212M
– –
-79,050
Closed -$1.01M –
KBE icon
3724
State Street SPDR S&P Bank ETF
KBE
$1.47B
– –
-4,089
Closed -$223K –
KROS icon
3725
Keros Therapeutics
KROS
$230M
– –
-3,981
Closed -$233K –
147 148
149
150 151

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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.