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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
AGEN icon
3576
Agenus
AGEN
$336M
$92K ﹤0.01%
1,912
-4,064
-68% -$220K
2018 Q1
16 quarters
HGEN
3577
DELISTED
HUMANIGEN, INC.
HGEN
$92K ﹤0.01%
+30,429
New +$81.4K
2022 Q1
0 quarters
SPOK icon
3578
Spok Holdings
SPOK
$225M
$91K ﹤0.01%
11,402
-3,884
-25% -$35.3K
2013 Q2
35 quarters
DHX icon
3579
DHI Group
DHX
$208M
$89K ﹤0.01%
14,989
-91
-0.6% -$521
2020 Q3
6 quarters
PASG icon
3580
Passage Bio
PASG
$14.6M
$89K ﹤0.01%
1,438
+383
+36% +$31.6K
2021 Q4
1 quarter
LITS icon
3581
Lite Strategy Inc
LITS
$37.1M
$86K ﹤0.01%
7,149
+2,966
+71% +$116K
2019 Q3
10 quarters
MNKD icon
3582
MannKind Corp
MNKD
$1.01B
$86K ﹤0.01%
23,365
-64,863
-74% -$237K
2019 Q2
11 quarters
PHT
3583
DELISTED
Pioneer High Income Fund
PHT
$86K ﹤0.01%
+10,542
New +$90.7K
2022 Q1
0 quarters
PRTH icon
3584
Priority Technology Holdings
PRTH
$642M
$84K ﹤0.01%
14,643
-8,842
-38% -$51.3K
2021 Q1
4 quarters
NEXI icon
3585
DELISTED
NexImmune, Inc. Common Stock
NEXI
$81K ﹤0.01%
+768
New +$56.4K
2022 Q1
0 quarters
AXTI icon
3586
AXT Inc
AXTI
$4.06B
$80K ﹤0.01%
+11,353
New +$85.3K
2022 Q1
0 quarters
INVZ icon
3587
Innoviz Technologies
INVZ
$88.2M
$80K ﹤0.01%
+22,172
New +$88.6K
2022 Q1
0 quarters
MDXG icon
3588
MiMedx Group
MDXG
$705M
$79K ﹤0.01%
16,801
-16,241
-49% -$79.4K
2021 Q2
3 quarters
VUZI icon
3589
Vuzix
VUZI
$209M
$79K ﹤0.01%
+11,980
New +$78.8K
2022 Q1
0 quarters
QTTB icon
3590
Q32 Bio
QTTB
$260M
$79K ﹤0.01%
1,443
-959
-40% -$59.6K
2021 Q4
1 quarter
CASA
3591
DELISTED
Casa Systems, Inc. Common Stock
CASA
$78K ﹤0.01%
17,183
-924
-5% -$4.21K
2020 Q1
8 quarters
RAIN icon
3592
DELISTED
Rain Oncology Inc. Common Stock
RAIN
$78K ﹤0.01%
+15,473
New +$124K
2022 Q1
0 quarters
EMKR icon
3593
DELISTED
Emcore Corp
EMKR
$77K ﹤0.01%
2,073
-5,468
-73% -$262K
2021 Q2
3 quarters
CRDF icon
3594
Cardiff Oncology
CRDF
$80.9M
$76K ﹤0.01%
+30,601
New +$108K
2022 Q1
0 quarters
SPRY icon
3595
ARS Pharmaceuticals
SPRY
$416M
$76K ﹤0.01%
21,759
-18,759
-46% -$81.7K
2021 Q4
1 quarter
STIM icon
3596
Neuronetics
STIM
$162M
$76K ﹤0.01%
24,991
-10,593
-30% -$35.8K
2019 Q4
9 quarters
GTX icon
3597
Garrett Motion
GTX
$4.8B
$75K ﹤0.01%
10,447
+215
+2% +$1.54K
2018 Q4
13 quarters
IMVT icon
3598
Immunovant
IMVT
$6.09B
$75K ﹤0.01%
13,590
-111,864
-89% -$697K
2020 Q3
6 quarters
VINC icon
3599
DELISTED
Vincerx Pharma, Inc. Common Stock
VINC
$74K ﹤0.01%
+920
New +$114K
2022 Q1
0 quarters
GNE icon
3600
Genie Energy
GNE
$444M
$73K ﹤0.01%
10,831
-1,683
-13% -$9.92K
2018 Q1
16 quarters
142 143
144
145 146

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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.