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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

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

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

1 Technology 24.28%
2 Financials 13.19%
3 Healthcare 12.81%
4 Consumer Discretionary 10.38%
5 Industrials 7.97%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AJRD
1751
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$5.78M ﹤0.01%
146,819
-5,109
-3% -$204K
CMP icon
1752
Compass Minerals
CMP
$1.24B
$5.77M ﹤0.01%
91,906
+41,312
+82% +$2.35M
CVCO icon
1753
Cavco Industries
CVCO
$4.4B
$5.77M ﹤0.01%
23,953
-6,010
-20% -$1.66M
MLKN icon
1754
MillerKnoll
MLKN
$1.48B
$5.76M ﹤0.01%
166,755
+13,214
+9% +$487K
CLDT
1755
Chatham Lodging
CLDT
$617M
$5.73M ﹤0.01%
415,314
+19,324
+5% +$265K
HLIO icon
1756
Helios Technologies
HLIO
$2.68B
$5.72M ﹤0.01%
71,322
-14,832
-17% -$1.18M
MYGN icon
1757
Myriad Genetics
MYGN
$580M
$5.72M ﹤0.01%
227,160
-22,597
-9% -$578K
ESE icon
1758
ESCO Technologies
ESE
$8.27B
$5.72M ﹤0.01%
81,837
+1,160
+1% +$88.5K
KD icon
1759
Kyndryl
KD
$2.69B
$5.72M ﹤0.01%
436,141
+165,117
+61% +$2.49M
ENTA icon
1760
Enanta Pharmaceuticals
ENTA
$395M
$5.69M ﹤0.01%
79,959
-10,303
-11% -$670K
SLVM icon
1761
Sylvamo
SLVM
$1.52B
$5.68M ﹤0.01%
170,642
+20,149
+13% +$669K
NTRA icon
1762
Natera
NTRA
$38.8B
$5.68M ﹤0.01%
139,582
+35,279
+34% +$2.12M
CORT icon
1763
Corcept Therapeutics
CORT
$9.57B
$5.67M ﹤0.01%
251,740
+35,166
+16% +$748K
CPF icon
1764
Central Pacific Financial
CPF
$1.01B
$5.65M ﹤0.01%
202,518
+15,523
+8% +$449K
YELP icon
1765
Yelp
YELP
$1.44B
$5.64M ﹤0.01%
165,420
+53,974
+48% +$1.85M
AYX
1766
DELISTED
Alteryx Inc
AYX
$5.63M ﹤0.01%
78,741
+6,907
+10% +$408K
DAVA icon
1767
Endava
DAVA
$146M
$5.63M ﹤0.01%
42,283
+9,117
+27% +$1.15M
PLUS icon
1768
ePlus
PLUS
$2.3B
$5.62M ﹤0.01%
100,299
+1,084
+1% +$53.9K
SSB icon
1769
SouthState Bank Corp
SSB
$10B
$5.6M ﹤0.01%
68,581
+4,249
+7% +$366K
ABCM
1770
DELISTED
Abcam PLC
ABCM
$5.59M ﹤0.01%
305,764
+65,817
+27% +$1.17M
PAC icon
1771
Grupo Aeroportuario del Pacifico
PAC
$13.1B
$5.58M ﹤0.01%
34,605
+2,543
+8% +$358K
AMBP icon
1772
Ardagh Metal Packaging
AMBP
$2.77B
$5.57M ﹤0.01%
685,607
+245,119
+56% +$2.12M
BHC icon
1773
Bausch Health
BHC
$1.81B
$5.57M ﹤0.01%
243,820
-12,970
-5% -$317K
TUP
1774
DELISTED
Tupperware Brands Corporation
TUP
$5.56M ﹤0.01%
285,667
+32,299
+13% +$551K
RUSHA icon
1775
Rush Enterprises Class A
RUSHA
$5.94B
$5.55M ﹤0.01%
163,629
+582
+0.4% +$20.4K
69 70
71
72 73

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
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.