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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
QTNT
3651
DELISTED
Quotient Limited Ordinary Shares
QTNT
$31K ﹤0.01%
637
-607
-49% -$36.3K
2021 Q2
3 quarters
SDC
3652
DELISTED
SmileDirectClub, Inc. Class A Common Stock
SDC
$29K ﹤0.01%
11,239
-15,627
-58% -$36.3K
2021 Q3
2 quarters
DFTX icon
3653
Definium Therapeutics
DFTX
$4.73B
$28K ﹤0.01%
1,691
-12,586
-88% -$218K
2021 Q2
3 quarters
EPZM
3654
DELISTED
Epizyme, Inc
EPZM
$28K ﹤0.01%
24,475
-110,449
-82% -$180K
2019 Q4
9 quarters
AKBA icon
3655
Akebia Therapeutics
AKBA
$219M
$26K ﹤0.01%
36,219
-23,045
-39% -$49.3K
2017 Q2
19 quarters
CTXR icon
3656
Citius Pharmaceuticals
CTXR
$13.5M
$24K ﹤0.01%
539
-508
-49% -$20.1K
2021 Q2
3 quarters
GERN icon
3657
Geron
GERN
$784M
$23K ﹤0.01%
16,920
-61,607
-78% -$68.7K
2020 Q3
6 quarters
RNAC icon
3658
Cartesian Therapeutics
RNAC
$211M
$23K ﹤0.01%
+634
New +$39.7K
2022 Q1
0 quarters
IMDX icon
3659
Insight Molecular Diagnostics
IMDX
$104M
$22K ﹤0.01%
748
-279
-27% -$8.92K
2021 Q1
4 quarters
CARM icon
3660
DELISTED
Carisma Therapeutics
CARM
$21K ﹤0.01%
1,749
– –
2021 Q2
3 quarters
SLDB icon
3661
Solid Biosciences
SLDB
$719M
$20K ﹤0.01%
1,100
-6,385
-85% -$113K
2020 Q1
8 quarters
LVO icon
3662
LiveOne
LVO
$35.5M
$18K ﹤0.01%
2,256
-5,923
-72% -$51.6K
2020 Q3
6 quarters
GET
3663
DELISTED
Getnet Adquirencia e Servicos para Meios de Pagamento S.A. American Depositary Shares
GET
$17K ﹤0.01%
11,168
-19,339
-63% -$25.8K
2021 Q4
1 quarter
VTGN icon
3664
VistaGen Therapeutics
VTGN
$10.1M
$16K ﹤0.01%
434
-831
-66% -$36.2K
2021 Q2
3 quarters
SYRS icon
3665
DELISTED
Syros Pharmaceuticals, Inc. Common Stock
SYRS
$14K ﹤0.01%
1,187
-769
-39% -$13.8K
2021 Q2
3 quarters
DRRX icon
3666
DELISTED
DURECT Corp
DRRX
$12K ﹤0.01%
1,854
– –
2020 Q1
8 quarters
NBRV
3667
DELISTED
Nabriva Therapeutics plc Ordinary Shares Ireland
NBRV
$11K ﹤0.01%
1,052
-591
-36% -$7.18K
2018 Q4
13 quarters
AMPE
3668
DELISTED
Ampio Pharmaceuticals Inc.
AMPE
$6K ﹤0.01%
45
-6
-12% -$876
2021 Q2
3 quarters
NBEV
3669
DELISTED
NewAge, Inc. Common Stock (Delaware)
NBEV
$6K ﹤0.01%
10,244
-2,994
-23% -$2.14K
2019 Q2
11 quarters
ACMR icon
3670
ACM Research
ACMR
$4.74B
– –
-14,847
Closed -$422K –
AFCG icon
3671
AFC Gamma
AFCG
$68.8M
– –
-16,132
Closed -$251K –
AFYA icon
3672
Afya
AFYA
$1.31B
– –
-29,614
Closed -$465K –
ALT icon
3673
Altimmune
ALT
$498M
– –
-21,832
Closed -$200K –
ALTO icon
3674
Alto Ingredients
ALTO
$284M
– –
-10,196
Closed -$49K –
AOUT icon
3675
American Outdoor Brands
AOUT
$207M
– –
-10,206
Closed -$203K –
145 146
147
148 149

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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.