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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
OTRK
3601
DELISTED
Ontrak
OTRK
$72K ﹤0.01%
352
+124
+54% +$33.8K
NDLS icon
3602
Noodles & Co
NDLS
$88.2M
$71K ﹤0.01%
+1,494
New +$91.7K
ORIC icon
3603
Oric Pharmaceuticals
ORIC
$1.37B
$70K ﹤0.01%
13,097
-50,131
-79% -$451K
ASC icon
3604
Ardmore Shipping
ASC
$709M
$67K ﹤0.01%
14,963
-12,585
-46% -$49.4K
HIMS icon
3605
Hims & Hers Health
HIMS
$6.73B
$67K ﹤0.01%
12,585
-5,289
-30% -$26.2K
SPPI
3606
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$67K ﹤0.01%
52,004
-872,594
-94% -$804K
VXRT
3607
DELISTED
Vaxart
VXRT
$66K ﹤0.01%
13,095
-148,812
-92% -$754K
CTMX icon
3608
CytomX Therapeutics
CTMX
$699M
$65K ﹤0.01%
24,371
-17,390
-42% -$66.8K
VATE icon
3609
INNOVATE Corp
VATE
$104M
$65K ﹤0.01%
1,749
-707
-29% -$26.2K
CMRX
3610
DELISTED
Chimerix, Inc.
CMRX
$64K ﹤0.01%
13,873
-10,763
-44% -$60K
TBIO
3611
DELISTED
Telesis Bio, Inc. Common Stock
TBIO
$63K ﹤0.01%
650
-1,161
-64% -$176K
ABOS icon
3612
Acumen Pharmaceuticals
ABOS
$211M
$62K ﹤0.01%
+15,736
New +$85.6K
KLTR icon
3613
Kaltura
KLTR
$244M
$62K ﹤0.01%
+34,702
New +$95.3K
TERN
3614
DELISTED
Terns Pharmaceuticals
TERN
$62K ﹤0.01%
20,784
+8,467
+69% +$36.1K
DNTH icon
3615
Dianthus Therapeutics
DNTH
$5.92B
$61K ﹤0.01%
+1,322
New +$72.2K
CVM icon
3616
CEL-SCI Corp
CVM
$27.4M
$60K ﹤0.01%
512
+8
+2% +$1.3K
GSAT icon
3617
Globalstar
GSAT
$10.6B
$59K ﹤0.01%
2,696
-4,834
-64% -$82.2K
CZOO
3618
DELISTED
Cazoo Group Ltd
CZOO
$59K ﹤0.01%
11
-1
-8% -$7.62K
SMED
3619
DELISTED
Sharps Compliance Corp
SMED
$59K ﹤0.01%
+10,026
New +$63K
WMC
3620
DELISTED
Western Asset Mortgage Capital Corporation
WMC
$59K ﹤0.01%
3,460
-3,565
-51% -$69.7K
APLT
3621
DELISTED
Applied Therapeutics
APLT
$57K ﹤0.01%
+26,981
New +$72.3K
REKR icon
3622
Rekor Systems
REKR
$75.5M
$56K ﹤0.01%
12,275
+828
+7% +$3.9K
VSTM icon
3623
Verastem
VSTM
$654M
$56K ﹤0.01%
3,318
-2,372
-42% -$40.8K
SPRB
3624
Spruce Biosciences
SPRB
$175M
$55K ﹤0.01%
366
-496
-58% -$92.3K
KALA icon
3625
KALA BIO
KALA
$13.3M
$53K ﹤0.01%
15
-44
-75% -$115K
143 144
145
146 147

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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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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.