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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

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
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
AKUS
3476
DELISTED
Akouos Inc
AKUS
$171K ﹤0.01%
35,954
-51,374
-59% -$301K
CVGI icon
3477
Commercial Vehicle Group
CVGI
$127M
$170K ﹤0.01%
20,083
+598
+3% +$4.84K
DIBS icon
3478
1stdibs.com
DIBS
$150M
$170K ﹤0.01%
+21,276
New +$205K
FXN icon
3479
First Trust Energy AlphaDEX Fund
FXN
$398M
$170K ﹤0.01%
+10,650
New +$151K
SENS icon
3480
Senseonics Holdings Inc
SENS
$493M
$170K ﹤0.01%
4,306
-3,014
-41% -$138K
VRAY
3481
DELISTED
ViewRay, Inc.
VRAY
$169K ﹤0.01%
43,130
-19,040
-31% -$81K
ISO
3482
DELISTED
IsoPlexis Corporation Common Stock
ISO
$169K ﹤0.01%
+49,416
New +$286K
DMB
3483
BNY Mellon Municipal Bond Infrastructure Fund
DMB
$195M
$168K ﹤0.01%
+13,539
New +$180K
RXRX icon
3484
Recursion Pharmaceuticals
RXRX
$1.79B
$168K ﹤0.01%
23,424
-14,867
-39% -$158K
TIPT icon
3485
Tiptree Inc
TIPT
$687M
$168K ﹤0.01%
+13,053
New +$168K
DMTK
3486
DELISTED
DermTech, Inc. Common Stock
DMTK
$165K ﹤0.01%
11,245
-5,146
-31% -$68.9K
CUE icon
3487
Cue Biopharma
CUE
$203M
$163K ﹤0.01%
1,116
-148
-12% -$31.4K
SWIM icon
3488
Latham Group
SWIM
$833M
$162K ﹤0.01%
12,240
-552
-4% -$9.18K
SMSI icon
3489
Smith Micro Software
SMSI
$16.3M
$161K ﹤0.01%
1,067
+606
+131% +$95.5K
KOD icon
3490
Kodiak Sciences
KOD
$2.37B
$160K ﹤0.01%
20,781
-4,921
-19% -$192K
CLNN icon
3491
Clene
CLNN
$54.3M
$158K ﹤0.01%
2,000
+416
+26% +$25.2K
SCOR icon
3492
Comscore
SCOR
$78.4M
$158K ﹤0.01%
2,712
-134
-5% -$7.68K
TAC icon
3493
TransAlta
TAC
$3.86B
$156K ﹤0.01%
15,080
+1,043
+7% +$10.8K
NGMS
3494
DELISTED
NeoGames S.A. Ordinary Shares
NGMS
$155K ﹤0.01%
+10,038
New +$210K
KRRO icon
3495
Korro Bio
KRRO
$190M
$154K ﹤0.01%
1,454
-222
-13% -$42.4K
PSTX
3496
DELISTED
Poseida Therapeutics, Inc. Common Stock
PSTX
$154K ﹤0.01%
34,470
+21,357
+163% +$96.3K
CMCT
3497
Creative Media & Community Trust
CMCT
$11.5M
$151K ﹤0.01%
1
– –
FLNT
3498
Fluent
FLNT
$111M
$151K ﹤0.01%
12,119
+251
+2% +$2.56K
DAWN
3499
DELISTED
Day One Biopharmaceuticals
DAWN
$149K ﹤0.01%
+15,016
New +$198K
ATEC icon
3500
Alphatec Holdings
ATEC
$1.46B
$147K ﹤0.01%
12,750
-5,232
-29% -$56.6K
138 139
140
141 142

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AF
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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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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.