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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
PLSE icon
3526
Pulse Biosciences
PLSE
$3.74B
$125K ﹤0.01%
25,714
-13,704
-35% -$112K
2019 Q3
10 quarters
BFK icon
3527
DELISTED
BlackRock Municipal Income Trust
BFK
$124K ﹤0.01%
10,173
-2,707
-21% -$36.9K
2021 Q1
4 quarters
OMER icon
3528
Omeros
OMER
$1.42B
$123K ﹤0.01%
20,449
-7,071
-26% -$44.1K
2017 Q1
20 quarters
TSHA icon
3529
Taysha Gene Therapies
TSHA
$1.35B
$123K ﹤0.01%
+18,928
New +$141K
2022 Q1
0 quarters
EVLO
3530
DELISTED
Evelo Biosciences, Inc. Common Stock
EVLO
$123K ﹤0.01%
1,811
+807
+80% +$67.2K
2020 Q4
5 quarters
TREC
3531
DELISTED
Trecora Resources
TREC
$123K ﹤0.01%
14,587
+2,547
+21% +$21.7K
2020 Q1
8 quarters
EOLS icon
3532
Evolus
EOLS
$512M
$122K ﹤0.01%
+10,878
New +$92.7K
2022 Q1
0 quarters
LSF icon
3533
Laird Superfood
LSF
$30.4M
$122K ﹤0.01%
33,741
+4,775
+16% +$32.5K
2021 Q3
2 quarters
MRSN icon
3534
DELISTED
Mersana Therapeutics
MRSN
$119K ﹤0.01%
1,193
+10
+0.8% +$1.17K
2017 Q3
18 quarters
RYTM icon
3535
Rhythm Pharmaceuticals
RYTM
$6.18B
$119K ﹤0.01%
10,309
-5,881
-36% -$51.6K
2020 Q1
8 quarters
TH icon
3536
Target Hospitality
TH
$1.84B
$119K ﹤0.01%
19,856
-12,631
-39% -$49.2K
2019 Q3
10 quarters
PMD icon
3537
DELISTED
Psychemedics Corporation
PMD
$119K ﹤0.01%
17,270
+4,237
+33% +$30K
2021 Q1
4 quarters
GTHX icon
3538
DELISTED
G1 Therapeutics, Inc. Common Stock
GTHX
$119K ﹤0.01%
15,701
-10,340
-40% -$98.1K
2019 Q2
11 quarters
TCRR
3539
DELISTED
TCR2 Therapeutics Inc. Common Stock
TCRR
$119K ﹤0.01%
43,123
-321,603
-88% -$1.01M
2019 Q1
12 quarters
YELL
3540
DELISTED
Yellow Corporation Common Stock
YELL
$118K ﹤0.01%
16,850
-1,090
-6% -$10.4K
2021 Q2
3 quarters
RPID icon
3541
Rapid Micro Biosystems
RPID
$44.1M
$117K ﹤0.01%
+17,158
New +$126K
2022 Q1
0 quarters
CURV icon
3542
Torrid Holdings
CURV
$242M
$116K ﹤0.01%
+19,131
New +$163K
2022 Q1
0 quarters
VIRX icon
3543
DELISTED
Viracta Therapeutics, Inc. Common Stock
VIRX
$115K ﹤0.01%
+24,129
New +$72.7K
2022 Q1
0 quarters
ARAY icon
3544
Accuray
ARAY
$26.1M
$114K ﹤0.01%
34,309
-4,642
-12% -$17.3K
2013 Q2
35 quarters
GENI icon
3545
Genius Sports
GENI
$1.77B
$114K ﹤0.01%
+24,834
New +$143K
2022 Q1
0 quarters
MTEM icon
3546
DELISTED
Molecular Templates, Inc.
MTEM
$114K ﹤0.01%
2,202
+596
+37% +$26.3K
2021 Q4
1 quarter
WVE icon
3547
Wave Life Sciences
WVE
$646M
$113K ﹤0.01%
56,544
+22,018
+64% +$53.9K
2021 Q2
3 quarters
ABST
3548
DELISTED
Absolute Software Corp
ABST
$113K ﹤0.01%
+13,321
New +$113K
2022 Q1
0 quarters
BNGO icon
3549
Bionano Genomics
BNGO
$15.8M
$112K ﹤0.01%
72
+1
+1% +$1.35K
2021 Q2
3 quarters
RVP icon
3550
Retractable Technologies
RVP
$19.5M
$112K ﹤0.01%
+23,639
New +$123K
2022 Q1
0 quarters
140 141
142
143 144

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PSUF
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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.