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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
FWRD icon
1251
Forward Air
FWRD
$574M
$11.8M 0.01%
120,435
+2,010
+2% +$212K
PDX
1252
PIMCO Dynamic Income Strategy Fund
PDX
$968M
$11.8M 0.01%
792,868
+249,755
+46% +$3.47M
REZI icon
1253
Resideo Technologies
REZI
$2.98B
$11.7M 0.01%
492,667
+75,961
+18% +$1.91M
VVR icon
1254
Invesco Senior Income Trust
VVR
$451M
$11.7M 0.01%
2,748,854
-231,988
-8% -$1.01M
MDRX
1255
DELISTED
Veradigm Inc. Common Stock
MDRX
$11.7M 0.01%
519,759
+104,552
+25% +$2.12M
IWF icon
1256
iShares Russell 1000 Growth ETF
IWF
$126B
$11.7M 0.01%
168,632
+576
+0.3% +$39.3K
VAC icon
1257
Marriott Vacations Worldwide
VAC
$3.79B
$11.7M 0.01%
74,155
+1,507
+2% +$242K
HALO icon
1258
Halozyme
HALO
$12B
$11.7M 0.01%
292,933
-625
-0.2% -$22.3K
SANM icon
1259
Sanmina
SANM
$10.4B
$11.7M 0.01%
288,395
+37,157
+15% +$1.48M
STAG icon
1260
STAG Industrial
STAG
$7.17B
$11.6M 0.01%
281,135
+15,241
+6% +$629K
FRPT icon
1261
Freshpet
FRPT
$3.4B
$11.6M 0.01%
113,244
+52,404
+86% +$4.93M
MED icon
1262
Medifast
MED
$136M
$11.6M 0.01%
67,968
+796
+1% +$150K
FORM icon
1263
FormFactor
FORM
$7.94B
$11.6M 0.01%
275,885
+25,553
+10% +$1.06M
FLEX icon
1264
Flex
FLEX
$40.8B
$11.6M 0.01%
827,066
+107,861
+15% +$1.38M
RH icon
1265
RH
RH
$2.83B
$11.6M 0.01%
35,444
+5,593
+19% +$2.24M
VTEB icon
1266
Vanguard Tax-Exempt Bond Index Fund
VTEB
$45.6B
$11.6M 0.01%
224,055
-382,159
-63% -$20.3M
BOOT icon
1267
Boot Barn
BOOT
$4.69B
$11.5M 0.01%
121,690
-13,628
-10% -$1.29M
BCC icon
1268
Boise Cascade
BCC
$2.75B
$11.5M 0.01%
166,007
+13,623
+9% +$1.03M
UPST icon
1269
Upstart Holdings
UPST
$2.83B
$11.5M 0.01%
105,620
+81,201
+333% +$9.36M
AVNT icon
1270
Avient
AVNT
$4.1B
$11.5M 0.01%
239,869
-107
-0% -$5.52K
SXI icon
1271
Standex International
SXI
$3.62B
$11.5M 0.01%
115,004
+8,202
+8% +$859K
NGVT icon
1272
Ingevity
NGVT
$2.39B
$11.5M 0.01%
179,291
-12,287
-6% -$822K
CIVI
1273
DELISTED
Civitas Resources
CIVI
$11.4M 0.01%
191,429
+12,790
+7% +$695K
JBTM
1274
JBT Marel
JBTM
$6.14B
$11.4M 0.01%
96,476
-2,750
-3% -$352K
SJI
1275
DELISTED
South Jersey Industries, Inc.
SJI
$11.4M 0.01%
330,219
-7,538
-2% -$217K
49 50
51
52 53

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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.