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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
SITC icon
1301
SITE Centers
SITC
$157M
$10.9M 0.01%
837,278
+45,776
+6% +$557K
TRTN
1302
DELISTED
Triton International Limited
TRTN
$10.9M 0.01%
155,410
+6,005
+4% +$388K
KBH icon
1303
KB Home
KBH
$3.36B
$10.9M 0.01%
336,249
+3,539
+1% +$139K
JJSF icon
1304
J&J Snack Foods
JJSF
$1.67B
$10.9M 0.01%
70,111
+8,285
+13% +$1.29M
CPK icon
1305
Chesapeake Utilities
CPK
$3.2B
$10.8M 0.01%
78,704
+6,038
+8% +$812K
INN
1306
Summit Hotel Properties
INN
$654M
$10.8M 0.01%
1,085,304
+7,838
+0.7% +$77K
ARCB icon
1307
ArcBest
ARCB
$3.05B
$10.8M 0.01%
133,828
-19,038
-12% -$1.72M
LYFT icon
1308
Lyft
LYFT
$6.7B
$10.8M 0.01%
280,553
+49,714
+22% +$1.95M
NJR icon
1309
New Jersey Resources
NJR
$5.44B
$10.7M 0.01%
233,717
+6,974
+3% +$290K
SNDR icon
1310
Schneider National
SNDR
$6.04B
$10.7M 0.01%
418,273
+15,734
+4% +$410K
IGSB icon
1311
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23.4B
$10.6M 0.01%
205,827
-31,559
-13% -$1.66M
AGG icon
1312
iShares Core US Aggregate Bond ETF
AGG
$138B
$10.6M 0.01%
99,263
-760,607
-88% -$83.7M
AQUA
1313
DELISTED
Evoqua Water Technologies Corp. Common Stock
AQUA
$10.6M 0.01%
226,111
-2,569
-1% -$110K
BRSL
1314
Brightstar Lottery PLC
BRSL
$2.11B
$10.6M 0.01%
428,930
-64,570
-13% -$1.73M
UNFI icon
1315
United Natural Foods
UNFI
$2.77B
$10.6M 0.01%
255,162
-45,861
-15% -$1.88M
AVLR
1316
DELISTED
Avalara, Inc.
AVLR
$10.6M 0.01%
106,027
+25,322
+31% +$2.57M
CHX
1317
DELISTED
ChampionX
CHX
$10.5M 0.01%
430,931
+91,810
+27% +$2.13M
TSE
1318
DELISTED
Trinseo
TSE
$10.5M 0.01%
219,492
-22,041
-9% -$1.16M
CCMP
1319
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$10.5M 0.01%
56,672
-10,887
-16% -$2.01M
ATI icon
1320
ATI
ATI
$28.7B
$10.5M 0.01%
390,091
+73,832
+23% +$1.71M
MANT
1321
DELISTED
Mantech International Corp
MANT
$10.5M 0.01%
121,466
+21,905
+22% +$1.75M
BF.A icon
1322
Brown-Forman Class A
BF.A
$12.7B
$10.4M 0.01%
166,110
+7,939
+5% +$492K
TRNO icon
1323
Terreno Realty
TRNO
$7.26B
$10.4M 0.01%
140,437
-7,020
-5% -$509K
MAT icon
1324
Mattel
MAT
$4.33B
$10.4M 0.01%
467,512
+99,419
+27% +$2.27M
AROC icon
1325
Archrock
AROC
$5.48B
$10.4M 0.01%
1,122,524
-13,772
-1% -$118K
51 52
53
54 55

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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.