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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
LGTY
2426
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
$1.98M ﹤0.01%
94,904
-9,349
-9% -$207K
PNTG icon
2427
Pennant Group
PNTG
$1.48B
$1.98M ﹤0.01%
106,083
-4,894
-4% -$81.7K
ATEX icon
2428
Anterix
ATEX
$1.49B
$1.97M ﹤0.01%
33,967
-17,741
-34% -$971K
TARO
2429
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$1.96M ﹤0.01%
45,261
-3,598
-7% -$168K
RFP
2430
DELISTED
Resolute Forest Products Inc.
RFP
$1.95M ﹤0.01%
150,950
-78,447
-34% -$1.05M
MQY icon
2431
BlackRock MuniYield Quality Fund
MQY
$744M
$1.94M ﹤0.01%
140,881
+130,650
+1,277% +$1.91M
AMSF icon
2432
AMERISAFE
AMSF
$458M
$1.94M ﹤0.01%
39,098
-9,921
-20% -$507K
PRIM icon
2433
Primoris Services
PRIM
$4.14B
$1.94M ﹤0.01%
81,403
+11,327
+16% +$292K
LYLT
2434
DELISTED
Loyalty Ventures Inc. Common Stock
LYLT
$1.93M ﹤0.01%
116,940
-30,713
-21% -$762K
LEO
2435
BNY Mellon Strategic Municipals
LEO
$363M
$1.93M ﹤0.01%
268,619
+168,858
+169% +$1.29M
CRSP icon
2436
CRISPR Therapeutics
CRSP
$5.05B
$1.93M ﹤0.01%
30,725
+5,696
+23% +$358K
VHT icon
2437
Vanguard Health Care ETF
VHT
$19B
$1.93M ﹤0.01%
7,580
-3,003
-28% -$742K
CDLX icon
2438
Cardlytics
CDLX
$23.1M
$1.92M ﹤0.01%
3,498
-322
-8% -$195K
MWA icon
2439
Mueller Water Products
MWA
$3.55B
$1.92M ﹤0.01%
148,865
-25,033
-14% -$323K
HAYN
2440
DELISTED
Haynes International, Inc.
HAYN
$1.91M ﹤0.01%
44,889
+591
+1% +$23.3K
EYE icon
2441
National Vision
EYE
$1.3B
$1.91M ﹤0.01%
43,712
+4,549
+12% +$185K
NOAH
2442
Noah Holdings
NOAH
$551M
$1.9M ﹤0.01%
80,777
+8,715
+12% +$245K
ALBO
2443
DELISTED
Albireo Pharma Inc
ALBO
$1.9M ﹤0.01%
63,616
+17,969
+39% +$526K
BSRR icon
2444
Sierra Bancorp
BSRR
$526M
$1.9M ﹤0.01%
75,926
-732
-1% -$19.5K
ASTH icon
2445
Astrana Health
ASTH
$1.87B
$1.9M ﹤0.01%
39,101
-4,434
-10% -$229K
STNG icon
2446
Scorpio Tankers
STNG
$4.29B
$1.89M ﹤0.01%
88,569
+29,930
+51% +$479K
KPTI icon
2447
Karyopharm Therapeutics
KPTI
$38.6M
$1.89M ﹤0.01%
17,086
-1,415
-8% -$176K
CENT icon
2448
Central Garden & Pet Co
CENT
$2.54B
$1.88M ﹤0.01%
53,581
+7,526
+16% +$279K
BBIO icon
2449
BridgeBio Pharma
BBIO
$13.4B
$1.88M ﹤0.01%
185,533
+116,057
+167% +$1.19M
CAMP
2450
DELISTED
CalAmp Corp.
CAMP
$1.88M ﹤0.01%
11,200
+4,835
+76% +$737K
96 97
98
99 100

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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.