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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
RDHL icon
3751
Redhill Biopharma
RDHL
$4.74M
– –
-43
Closed -$110K –
REPL icon
3752
Replimune Group
REPL
$1.23B
– –
-8,066
Closed -$219K –
RNAM
3753
DELISTED
Avidity Biosciences
RNAM
– –
-14,142
Closed -$336K –
RVMD icon
3754
Revolution Medicines
RVMD
$41.6B
– –
-22,994
Closed -$579K –
SKYY icon
3755
First Trust Cloud Computing ETF
SKYY
$3.5B
– –
-5,483
Closed -$572K –
SPYM icon
3756
State Street SPDR Portfolio S&P 500 ETF
SPYM
$179B
– –
-7,914
Closed -$442K –
SPSM icon
3757
State Street SPDR Portfolio S&P 600 Small Cap ETF
SPSM
$15.9B
– –
-4,865
Closed -$217K –
SPTL icon
3758
State Street SPDR Portfolio Long Term Treasury ETF
SPTL
$11.1B
– –
-5,746
Closed -$242K –
QVMT icon
3759
Invesco S&P 500 Concentrated QVM ETF
QVMT
$131M
– –
-37,467
Closed -$1.66M –
SRRK icon
3760
Scholar Rock
SRRK
$5.11B
– –
-10,248
Closed -$255K –
STXS icon
3761
Stereotaxis
STXS
$114M
– –
-12,032
Closed -$75K –
SYBX icon
3762
DELISTED
Synlogic
SYBX
– –
-859
Closed -$31K –
TIGR icon
3763
UP Fintech Holding
TIGR
$797M
– –
-13,145
Closed -$65K –
TLT icon
3764
iShares 20+ Year Treasury Bond ETF
TLT
$48.5B
– –
-1,694
Closed -$251K –
UAVS icon
3765
AgEagle Aerial Systems
UAVS
$48.1M
– –
-35
Closed -$54K –
USIO icon
3766
Usio Inc
USIO
$78.1M
– –
-339,687
Closed -$1.48M –
USHY icon
3767
iShares Broad USD High Yield Corporate Bond ETF
USHY
$25.4B
– –
-27,174
Closed -$1.12M –
VERV icon
3768
DELISTED
Verve Therapeutics
VERV
– –
-8,511
Closed -$314K –
VGK icon
3769
Vanguard FTSE Europe ETF
VGK
$29.3B
– –
-30,717
Closed -$2.1M –
VOR icon
3770
Vor Biopharma
VOR
$1.17B
– –
-1,083
Closed -$252K –
VSEC icon
3771
VSE Corp
VSEC
$4.7B
– –
-4,073
Closed -$248K –
VTYX icon
3772
DELISTED
Ventyx Biosciences
VTYX
– –
-10,934
Closed -$217K –
WES icon
3773
Western Midstream Partners
WES
$18.7B
– –
-76,842
Closed -$1.71M –
LOGC
3774
DELISTED
ContextLogic
LOGC
– –
-357
Closed -$33K –
NBIS icon
3775
Nebius Group N.V.
NBIS
$57.1B
$0 ﹤0.01%
436,732
+55,134
+14% +$2.62M
2013 Q2
35 quarters
149 150
151
152 153

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MCM
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PSUF
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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.