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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
OTRK icon
3601
DELISTED
Ontrak
OTRK
$72K ﹤0.01%
352
+124
+54% +$33.8K
2021 Q2
3 quarters
NDLS icon
3602
Noodles & Co
NDLS
$84.7M
$71K ﹤0.01%
+1,494
New +$91.7K
2022 Q1
0 quarters
ORIC icon
3603
Oric Pharmaceuticals
ORIC
$1.22B
$70K ﹤0.01%
13,097
-50,131
-79% -$451K
2020 Q2
7 quarters
ASC icon
3604
Ardmore Shipping
ASC
$810M
$67K ﹤0.01%
14,963
-12,585
-46% -$49.4K
2014 Q4
29 quarters
HIMS icon
3605
Hims & Hers Health
HIMS
$7.15B
$67K ﹤0.01%
12,585
-5,289
-30% -$26.2K
2021 Q4
1 quarter
SPPI
3606
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$67K ﹤0.01%
52,004
-872,594
-94% -$804K
2013 Q2
35 quarters
VXRT icon
3607
DELISTED
Vaxart
VXRT
$66K ﹤0.01%
13,095
-148,812
-92% -$754K
2020 Q3
6 quarters
CTMX icon
3608
CytomX Therapeutics
CTMX
$527M
$65K ﹤0.01%
24,371
-17,390
-42% -$66.8K
2020 Q2
7 quarters
VATE icon
3609
INNOVATE Corp
VATE
$95.4M
$65K ﹤0.01%
1,749
-707
-29% -$26.2K
2020 Q4
5 quarters
CMRX icon
3610
DELISTED
Chimerix, Inc.
CMRX
$64K ﹤0.01%
13,873
-10,763
-44% -$60K
2021 Q1
4 quarters
TBIO icon
3611
DELISTED
Telesis Bio, Inc. Common Stock
TBIO
$63K ﹤0.01%
650
-1,161
-64% -$176K
2021 Q4
1 quarter
ABOS icon
3612
Acumen Pharmaceuticals
ABOS
$146M
$62K ﹤0.01%
+15,736
New +$85.6K
2022 Q1
0 quarters
KLTR icon
3613
Kaltura
KLTR
$214M
$62K ﹤0.01%
+34,702
New +$95.3K
2022 Q1
0 quarters
TERN icon
3614
DELISTED
Terns Pharmaceuticals
TERN
$62K ﹤0.01%
20,784
+8,467
+69% +$36.1K
2021 Q4
1 quarter
DNTH icon
3615
Dianthus Therapeutics
DNTH
$4.56B
$61K ﹤0.01%
+1,322
New +$72.2K
2022 Q1
0 quarters
CVM icon
3616
CEL-SCI Corp
CVM
$32.2M
$60K ﹤0.01%
512
+8
+2% +$1.3K
2021 Q1
4 quarters
GSAT icon
3617
Globalstar
GSAT
$10.8B
$59K ﹤0.01%
2,696
-4,834
-64% -$82.2K
2021 Q2
3 quarters
CZOO icon
3618
DELISTED
Cazoo Group Ltd
CZOO
$59K ﹤0.01%
11
-1
-8% -$7.62K
2021 Q4
1 quarter
SMED
3619
DELISTED
Sharps Compliance Corp
SMED
$59K ﹤0.01%
+10,026
New +$63K
2022 Q1
0 quarters
WMC
3620
DELISTED
Western Asset Mortgage Capital Corporation
WMC
$59K ﹤0.01%
3,460
-3,565
-51% -$69.7K
2014 Q3
30 quarters
APLT icon
3621
DELISTED
Applied Therapeutics
APLT
$57K ﹤0.01%
+26,981
New +$72.3K
2022 Q1
0 quarters
REKR icon
3622
Rekor Systems
REKR
$49.8M
$56K ﹤0.01%
12,275
+828
+7% +$3.9K
2021 Q4
1 quarter
VSTM icon
3623
Verastem
VSTM
$747M
$56K ﹤0.01%
3,318
-2,372
-42% -$40.8K
2021 Q2
3 quarters
SPRB icon
3624
Spruce Biosciences
SPRB
$123M
$55K ﹤0.01%
366
-496
-58% -$92.3K
2021 Q4
1 quarter
KALA icon
3625
KALA BIO
KALA
$5.42M
$53K ﹤0.01%
15
-44
-75% -$115K
2018 Q4
13 quarters
143 144
145
146 147

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MCM
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PSUF
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IA
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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.