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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
KRUS icon
3726
Kura Sushi USA
KRUS
$463M
– –
-3,964
Closed -$320K –
LCTX icon
3727
Lineage Cell Therapeutics
LCTX
$241M
– –
-27,975
Closed -$69K –
MBIO icon
3728
Mustang Bio
MBIO
$3.12M
– –
-79
Closed -$99K –
MFA icon
3729
MFA Financial
MFA
$675M
– –
-330,406
Closed -$6.03M –
MGK icon
3730
Vanguard Morningstar Mega Cap Growth ETF
MGK
$35.4B
– –
-9,050
Closed -$472K –
MGTX icon
3731
MeiraGTx Holdings
MGTX
$997M
– –
-14,208
Closed -$337K –
MRKR icon
3732
Marker Therapeutics
MRKR
$16.8M
– –
-2,554
Closed -$24K –
MTLS icon
3733
Materialise
MTLS
$476M
– –
-35,158
Closed -$839K –
NEXT icon
3734
NextDecade
NEXT
$1.78B
– –
-11,983
Closed -$34K –
NGS icon
3735
Natural Gas Services Group
NGS
$424M
– –
-16,978
Closed -$178K –
NKTX icon
3736
Nkarta
NKTX
$155M
– –
-10,477
Closed -$161K –
NRIX icon
3737
Nurix Therapeutics
NRIX
$2.3B
– –
-9,847
Closed -$285K –
OCFT
3738
DELISTED
OneConnect Financial Technology
OCFT
– –
-5,135
Closed -$127K –
ONEW icon
3739
OneWater Marine
ONEW
$158M
– –
-6,472
Closed -$395K –
ORMP icon
3740
Oramed Pharmaceuticals
ORMP
$178M
– –
-11,764
Closed -$168K –
ORN icon
3741
Orion Group Holdings
ORN
$369M
– –
-10,596
Closed -$40K –
PAA icon
3742
Plains All American Pipeline
PAA
$17.3B
– –
-168,489
Closed -$1.57M –
PCEF icon
3743
Invesco CEF Income Composite ETF
PCEF
$764M
– –
-20,665
Closed -$500K –
PCVX icon
3744
Vaxcyte
PCVX
$11B
– –
-9,565
Closed -$228K –
PFF icon
3745
iShares Preferred and Income Securities ETF
PFF
$12.1B
– –
-193,883
Closed -$7.64M –
PL icon
3746
Planet Labs
PL
$5.81B
– –
-11,507
Closed -$71K –
PRAX icon
3747
Praxis Precision Medicines
PRAX
$7.02B
– –
-1,332
Closed -$394K –
QQEW icon
3748
First Trust Nasdaq-100 Select Equal Weight ETF
QQEW
$1.9B
– –
-1,701
Closed -$202K –
RAFE icon
3749
PIMCO RAFI ESG US ETF
RAFE
$172M
– –
-37,194
Closed -$1.23M –
RAPT icon
3750
DELISTED
RAPT Therapeutics
RAPT
– –
-949
Closed -$279K –
148 149
150
151 152

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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.