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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
DTIL icon
3451
Precision BioSciences
DTIL
$180M
$194K ﹤0.01%
2,098
-714
-25% -$97K
2019 Q1
12 quarters
ENFN icon
3452
DELISTED
Enfusion, Inc.
ENFN
$194K ﹤0.01%
+15,251
New +$233K
2022 Q1
0 quarters
RDUS icon
3453
DELISTED
Radius Health, Inc.
RDUS
$193K ﹤0.01%
21,819
-7,854
-26% -$59.5K
2020 Q4
5 quarters
BLBD icon
3454
Blue Bird Corp
BLBD
$1.92B
$190K ﹤0.01%
10,071
-43
-0.4% -$783
2020 Q3
6 quarters
MCRB icon
3455
Seres Therapeutics
MCRB
$26.9M
$190K ﹤0.01%
1,333
-825
-38% -$127K
2019 Q2
11 quarters
VEON icon
3456
VEON
VEON
$5.56B
$189K ﹤0.01%
11,064
-241,646
-96% -$6.57M
2013 Q2
35 quarters
BNFT
3457
DELISTED
Benefitfocus, Inc.
BNFT
$189K ﹤0.01%
14,993
-18,724
-56% -$200K
2017 Q2
19 quarters
AVXL icon
3458
Anavex Life Sciences
AVXL
$140M
$188K ﹤0.01%
15,293
-32,828
-68% -$404K
2021 Q1
4 quarters
EGY icon
3459
Vaalco Energy
EGY
$642M
$185K ﹤0.01%
+28,275
New +$148K
2022 Q1
0 quarters
INSG icon
3460
Inseego
INSG
$75.6M
$185K ﹤0.01%
4,568
+3,132
+218% +$143K
2020 Q1
8 quarters
LYEL icon
3461
Lyell Immunopharma
LYEL
$203M
$185K ﹤0.01%
1,835
+1,096
+148% +$133K
2021 Q4
1 quarter
URG icon
3462
Ur-Energy
URG
$367M
$185K ﹤0.01%
115,422
+23,503
+26% +$33.3K
2021 Q2
3 quarters
BFX
3463
DELISTED
BowFlex Inc.
BFX
$185K ﹤0.01%
44,898
+32,827
+272% +$163K
2021 Q4
1 quarter
RADA
3464
DELISTED
Rada Electronic Industries Ltd
RADA
$185K ﹤0.01%
+13,286
New +$151K
2022 Q1
0 quarters
ALHC icon
3465
Alignment Healthcare
ALHC
$1.68B
$184K ﹤0.01%
+16,362
New +$147K
2022 Q1
0 quarters
AAIC
3466
DELISTED
Arlington Asset Investment Corp.
AAIC
$184K ﹤0.01%
53,064
-33,057
-38% -$114K
2015 Q4
25 quarters
OCGN icon
3467
Ocugen
OCGN
$321M
$182K ﹤0.01%
55,238
-28,321
-34% -$99.5K
2021 Q1
4 quarters
RSKD icon
3468
Riskified
RSKD
$1.13B
$182K ﹤0.01%
+30,171
New +$202K
2022 Q1
0 quarters
ATCO
3469
DELISTED
Atlas Corp.
ATCO
$181K ﹤0.01%
12,311
+255
+2% +$3.78K
2021 Q4
1 quarter
NNOX icon
3470
Nano X Imaging
NNOX
$40.1M
$176K ﹤0.01%
+16,221
New +$173K
2022 Q1
0 quarters
KLDO
3471
DELISTED
Kaleido Biosciences, Inc. Common Stock
KLDO
$174K ﹤0.01%
105,446
+38,818
+58% +$69.3K
2021 Q2
3 quarters
AMSC icon
3472
American Superconductor
AMSC
$1.43B
$173K ﹤0.01%
22,766
+11,566
+103% +$99K
2021 Q2
3 quarters
PPTA icon
3473
Perpetua Resources
PPTA
$2.53B
$173K ﹤0.01%
42,292
-39,334
-48% -$157K
2021 Q2
3 quarters
ADVM icon
3474
DELISTED
Adverum Biotechnologies
ADVM
$172K ﹤0.01%
13,164
-4,695
-26% -$68.7K
2019 Q1
12 quarters
GOCO icon
3475
DELISTED
GoHealth
GOCO
$172K ﹤0.01%
9,709
-13,222
-58% -$412K
2020 Q4
5 quarters
137 138
139
140 141

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MCM
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PSUF
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IA
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SCC
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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.