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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
AN icon
1151
AutoNation
AN
$6.62B
$14.1M 0.01%
141,783
+2,797
+2% +$309K
QSR icon
1152
Restaurant Brands International
QSR
$27.3B
$14M 0.01%
240,283
+42,346
+21% +$2.41M
FLOW
1153
DELISTED
SPX FLOW, Inc.
FLOW
$14M 0.01%
162,694
-3,151
-2% -$270K
SYNA icon
1154
Synaptics
SYNA
$3.72B
$14M 0.01%
70,134
+2,340
+3% +$519K
UA icon
1155
Under Armour Class C
UA
$2.12B
$14M 0.01%
898,193
+456,254
+103% +$7.15M
HEI.A icon
1156
HEICO Corp Class A
HEI.A
$34.9B
$14M 0.01%
110,181
+3,882
+4% +$470K
COLB icon
1157
Columbia Banking Systems
COLB
$8.51B
$14M 0.01%
432,333
+19,738
+5% +$692K
CENX icon
1158
Century Aluminum
CENX
$4.61B
$13.9M 0.01%
529,737
+89,070
+20% +$1.87M
SIG icon
1159
Signet Jewelers
SIG
$3.21B
$13.9M 0.01%
191,448
-7,694
-4% -$614K
P
1160
Everpure Inc
P
$31B
$13.9M 0.01%
394,111
+72,628
+23% +$2.11M
IART icon
1161
Integra LifeSciences
IART
$1.31B
$13.9M 0.01%
216,222
+15,156
+8% +$998K
ROIC
1162
DELISTED
Retail Opportunity Investments Corp.
ROIC
$13.9M 0.01%
716,211
+25,906
+4% +$484K
WAL icon
1163
Western Alliance Bancorporation
WAL
$8.57B
$13.9M 0.01%
167,490
-1,723
-1% -$169K
PLAB icon
1164
Photronics
PLAB
$1.64B
$13.8M 0.01%
815,221
+69,878
+9% +$1.26M
RMBS icon
1165
Rambus
RMBS
$9.3B
$13.8M 0.01%
433,636
+77,431
+22% +$2.14M
HHH icon
1166
Howard Hughes
HHH
$3.87B
$13.8M 0.01%
139,770
-2,547
-2% -$235K
ABG icon
1167
Asbury Automotive
ABG
$3.8B
$13.8M 0.01%
85,946
+11,421
+15% +$2M
PINC
1168
DELISTED
Premier
PINC
$13.8M 0.01%
386,814
+1,834
+0.5% +$68.3K
SMTC icon
1169
Semtech
SMTC
$12.2B
$13.7M 0.01%
197,915
+16,872
+9% +$1.21M
AWR icon
1170
American States Water
AWR
$3.56B
$13.7M 0.01%
153,994
+7,745
+5% +$690K
KAMN
1171
DELISTED
Kaman Corp
KAMN
$13.7M 0.01%
315,221
+6,785
+2% +$287K
BERY
1172
DELISTED
Berry Global Group, Inc.
BERY
$13.7M 0.01%
257,152
+5,312
+2% +$311K
SGOL icon
1173
abrdn Physical Gold Shares ETF
SGOL
$7.45B
$13.7M 0.01%
736,354
+80,219
+12% +$1.45M
ACLS icon
1174
Axcelis
ACLS
$3.57B
$13.6M 0.01%
180,357
+44,542
+33% +$3.04M
FLS icon
1175
Flowserve
FLS
$10.2B
$13.6M 0.01%
379,342
-7,722
-2% -$252K
45 46
47
48 49

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AF
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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.