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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
VRS
3801
DELISTED
Verso Corporation
VRS
– –
-38,497
Closed -$1.04M –
GSKY
3802
DELISTED
GreenSky, Inc. Class A Common Stock
GSKY
– –
-113,280
Closed -$1.29M –
CONE
3803
DELISTED
CyrusOne Inc Common Stock
CONE
– –
-265,342
Closed -$23.8M –
FRTA
3804
DELISTED
Forterra, Inc
FRTA
– –
-15,412
Closed -$366K –
KRA
3805
DELISTED
Kraton Corporation
KRA
– –
-178,135
Closed -$8.25M –
ARNA
3806
DELISTED
Arena Pharmaceuticals Inc
ARNA
– –
-68,598
Closed -$6.38M –
NUAN
3807
DELISTED
Nuance Communications, Inc.
NUAN
– –
-444,074
Closed -$24.6M –
CPLG
3808
DELISTED
CorePoint Lodging Inc. Common Stock
CPLG
– –
-246,325
Closed -$3.87M –
MCFE
3809
DELISTED
McAfee Corp. Class A Common Stock
MCFE
– –
-18,356
Closed -$473K –
ACBI
3810
DELISTED
Atlantic Capital Bancshares, Inc. Common Stock
ACBI
– –
-8,051
Closed -$232K –
INFO icon
3811
DELISTED
IHS Markit Ltd. Common Shares
INFO
– –
-1,195,829
Closed -$159M –
RRD
3812
DELISTED
RR Donnelley & Sons Co.
RRD
– –
-140,187
Closed -$1.58M –
VCRA
3813
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
– –
-114,440
Closed -$7.42M –
FMBI
3814
DELISTED
First Midwest Bancorp Inc/IL
FMBI
– –
-732,891
Closed -$15M –
PAE
3815
DELISTED
PAE Incorporated Class A Common Stock
PAE
– –
-52,204
Closed -$518K –
XLNX
3816
DELISTED
Xilinx Inc
XLNX
– –
-823,841
Closed -$175M –
KL
3817
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
– –
-137,307
Closed -$5.76M –
GWB
3818
DELISTED
Great Western Bancorp, Inc.
GWB
– –
-294,538
Closed -$10M –
GTS
3819
DELISTED
Triple-S Management Corporation
GTS
– –
-36,810
Closed -$1.31M –
SC
3820
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
– –
-295,135
Closed -$12.4M –
RDS.A
3821
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
– –
-2,379,984
Closed -$103M –
RDS.B
3822
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
– –
-1,334,513
Closed -$57.9M –
CSPR
3823
DELISTED
Casper Sleep Inc.
CSPR
– –
-21,369
Closed -$143K –
HBMD
3824
DELISTED
Howard Bancorp, Inc. Common Stock
HBMD
– –
-21,551
Closed -$470K –
MRLN icon
3825
DELISTED
Marlin Business Services Corp
MRLN
– –
-30,800
Closed -$717K –
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.