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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
CLYM icon
3776
Climb Bio
CLYM
$622M
– –
-47,191
Closed -$494K –
BMTX icon
3777
DELISTED
BM Technologies, Inc.
BMTX
– –
-12,309
Closed -$113K –
SEEL icon
3778
DELISTED
Seelos Therapeutics, Inc. Common Stock
SEEL
– –
-7
Closed -$46K –
ASXC icon
3779
DELISTED
Asensus Surgical, Inc.
ASXC
– –
-10,735
Closed -$12K –
MORF icon
3780
DELISTED
Morphic Holding, Inc. Common Stock
MORF
– –
-6,931
Closed -$328K –
FBGX icon
3781
DELISTED
UBS AG FI Enhanced Large Cap Growth ETN
FBGX
– –
-285
Closed -$247K –
ALPN icon
3782
DELISTED
Alpine Immune Sciences Inc
ALPN
– –
-10,875
Closed -$151K –
NS icon
3783
DELISTED
NuStar Energy L.P.
NS
– –
-32,814
Closed -$521K –
EXPR
3784
DELISTED
Express, Inc.
EXPR
– –
-606
Closed -$37K –
SFE
3785
DELISTED
Safeguard Scientifics, Inc.
SFE
– –
-29,031
Closed -$213K –
ONCT icon
3786
DELISTED
Oncternal Therapeutics, Inc. Common Stock
ONCT
– –
-564
Closed -$26K –
FTCH
3787
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
– –
-25,644
Closed -$857K –
CCF
3788
DELISTED
Chase Corporation
CCF
– –
-19,425
Closed -$1.93M –
INFI
3789
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
– –
-46,103
Closed -$104K –
HARP
3790
DELISTED
Harpoon Therapeutics, Inc. Common Stock
HARP
– –
-1,950
Closed -$147K –
DCP
3791
DELISTED
DCP Midstream, LP
DCP
– –
-30,693
Closed -$843K –
TA
3792
DELISTED
TravelCenters of America LLC
TA
– –
-3,998
Closed -$206K –
APEN
3793
DELISTED
Apollo Endosurgery, Inc.
APEN
– –
-275,726
Closed -$2.32M –
MYOV
3794
DELISTED
Myovant Sciences Ltd.
MYOV
– –
-16,028
Closed -$250K –
ATNX
3795
DELISTED
Athenex, Inc. Common Stock
ATNX
– –
-3,348
Closed -$91K –
SHLX
3796
DELISTED
Shell Midstream Partners, L.P.
SHLX
– –
-35,469
Closed -$409K –
GBL
3797
DELISTED
GAMCO Investors, Inc.
GBL
– –
-8,146
Closed -$203K –
MILE
3798
DELISTED
Metromile, Inc. Common Stock
MILE
– –
-45,272
Closed -$99K –
MIC icon
3799
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
– –
-11,305
Closed -$41K –
RVI icon
3800
DELISTED
Retail Value Inc. Common Shares
RVI
– –
-29,695
Closed -$93K –
150 151
152
153 154

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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.