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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
AGEN
3576
Agenus
AGEN
$345M
$92K ﹤0.01%
1,912
-4,064
-68% -$220K
HGEN
3577
DELISTED
HUMANIGEN, INC.
HGEN
$92K ﹤0.01%
+30,429
New +$81.4K
SPOK icon
3578
Spok Holdings
SPOK
$223M
$91K ﹤0.01%
11,402
-3,884
-25% -$35.3K
DHX icon
3579
DHI Group
DHX
$176M
$89K ﹤0.01%
14,989
-91
-0.6% -$521
PASG icon
3580
Passage Bio
PASG
$14.5M
$89K ﹤0.01%
1,438
+383
+36% +$31.6K
LITS
3581
Lite Strategy Inc
LITS
$33.4M
$86K ﹤0.01%
7,149
+2,966
+71% +$116K
MNKD icon
3582
MannKind Corp
MNKD
$1.27B
$86K ﹤0.01%
23,365
-64,863
-74% -$237K
PHT
3583
DELISTED
Pioneer High Income Fund
PHT
$86K ﹤0.01%
+10,542
New +$90.7K
PRTH icon
3584
Priority Technology Holdings
PRTH
$444M
$84K ﹤0.01%
14,643
-8,842
-38% -$51.3K
NEXI
3585
DELISTED
NexImmune, Inc. Common Stock
NEXI
$81K ﹤0.01%
+768
New +$56.4K
AXTI icon
3586
AXT Inc
AXTI
$3.84B
$80K ﹤0.01%
+11,353
New +$85.3K
INVZ icon
3587
Innoviz Technologies
INVZ
$104M
$80K ﹤0.01%
+22,172
New +$88.6K
MDXG icon
3588
MiMedx Group
MDXG
$656M
$79K ﹤0.01%
16,801
-16,241
-49% -$79.4K
VUZI icon
3589
Vuzix
VUZI
$219M
$79K ﹤0.01%
+11,980
New +$78.8K
QTTB icon
3590
Q32 Bio
QTTB
$447M
$79K ﹤0.01%
1,443
-959
-40% -$59.6K
CASA
3591
DELISTED
Casa Systems, Inc. Common Stock
CASA
$78K ﹤0.01%
17,183
-924
-5% -$4.21K
RAIN
3592
DELISTED
Rain Oncology Inc. Common Stock
RAIN
$78K ﹤0.01%
+15,473
New +$124K
EMKR
3593
DELISTED
Emcore Corp
EMKR
$77K ﹤0.01%
2,073
-5,468
-73% -$262K
CRDF icon
3594
Cardiff Oncology
CRDF
$73.1M
$76K ﹤0.01%
+30,601
New +$108K
SPRY icon
3595
ARS Pharmaceuticals
SPRY
$586M
$76K ﹤0.01%
21,759
-18,759
-46% -$81.7K
STIM icon
3596
Neuronetics
STIM
$224M
$76K ﹤0.01%
24,991
-10,593
-30% -$35.8K
GTX icon
3597
Garrett Motion
GTX
$4.97B
$75K ﹤0.01%
10,447
+215
+2% +$1.54K
IMVT icon
3598
Immunovant
IMVT
$8.51B
$75K ﹤0.01%
13,590
-111,864
-89% -$697K
VINC
3599
DELISTED
Vincerx Pharma, Inc. Common Stock
VINC
$74K ﹤0.01%
+920
New +$114K
GNE icon
3600
Genie Energy
GNE
$391M
$73K ﹤0.01%
10,831
-1,683
-13% -$9.92K
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.