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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
NAVI icon
1176
Navient
NAVI
$887M
$13.6M 0.01%
796,182
-48,989
-6% -$899K
DEI icon
1177
Douglas Emmett
DEI
$1.97B
$13.6M 0.01%
405,933
+2,964
+0.7% +$97.2K
CHDN icon
1178
Churchill Downs
CHDN
$6.27B
$13.6M 0.01%
122,264
+14,604
+14% +$1.61M
COHR icon
1179
Coherent
COHR
$54.7B
$13.6M 0.01%
186,918
+7,050
+4% +$480K
MXL icon
1180
MaxLinear
MXL
$5.6B
$13.6M 0.01%
232,216
-17,214
-7% -$1.05M
BC icon
1181
Brunswick
BC
$4.97B
$13.5M 0.01%
166,947
-15,324
-8% -$1.41M
FN icon
1182
Fabrinet
FN
$14.8B
$13.5M 0.01%
128,151
-957
-0.7% -$101K
CDK
1183
DELISTED
CDK Global, Inc.
CDK
$13.5M 0.01%
276,598
+26,536
+11% +$1.19M
FELE icon
1184
Franklin Electric
FELE
$4.45B
$13.4M 0.01%
161,700
+23,102
+17% +$1.98M
COUR icon
1185
Coursera
COUR
$1.71B
$13.4M 0.01%
580,139
+69,756
+14% +$1.43M
LNTH icon
1186
Lantheus
LNTH
$6.58B
$13.4M 0.01%
241,582
+57,666
+31% +$2.16M
OI icon
1187
O-I Glass
OI
$1.14B
$13.3M 0.01%
1,010,154
+81,804
+9% +$1.07M
AZTA icon
1188
Azenta
AZTA
$1.44B
$13.3M 0.01%
160,527
+4,032
+3% +$346K
PCTY icon
1189
Paylocity
PCTY
$8.38B
$13.3M 0.01%
64,609
+17,749
+38% +$3.59M
PLAN
1190
DELISTED
Anaplan, Inc.
PLAN
$13.3M 0.01%
204,313
+53,299
+35% +$2.6M
RCI icon
1191
Rogers Communications
RCI
$19.8B
$13.2M 0.01%
232,957
+31,391
+16% +$1.62M
SHC icon
1192
Sotera Health
SHC
$5.5B
$13.2M 0.01%
610,196
+40,915
+7% +$868K
TTEC icon
1193
TTEC Holdings
TTEC
$69M
$13.2M 0.01%
159,931
+24,644
+18% +$1.98M
COKE icon
1194
Coca-Cola Consolidated
COKE
$13.2B
$13.1M 0.01%
264,440
+3,440
+1% +$185K
GMED icon
1195
Globus Medical
GMED
$11.1B
$13.1M 0.01%
177,917
+31,162
+21% +$2.17M
PBA icon
1196
Pembina Pipeline
PBA
$27.9B
$13.1M 0.01%
348,768
+23,300
+7% +$787K
SPXC icon
1197
SPX Corp
SPXC
$9.95B
$13.1M 0.01%
265,255
+8,872
+3% +$459K
SAM icon
1198
Boston Beer
SAM
$1.88B
$13.1M 0.01%
33,698
-55
-0.2% -$22.9K
ISBC
1199
DELISTED
Investors Bancorp, Inc.
ISBC
$13.1M 0.01%
875,304
-39,479
-4% -$646K
SLAB icon
1200
Silicon Laboratories
SLAB
$7.29B
$13.1M 0.01%
86,891
+4,061
+5% +$649K
46 47
48
49 50

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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.