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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
RBA icon
1401
RB Global
RBA
$15.9B
$9.38M ﹤0.01%
158,980
+4,172
+3% +$245K
LGF.B
1402
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
$9.38M ﹤0.01%
623,802
+73,726
+13% +$1.07M
VTHR icon
1403
Vanguard Russell 3000 ETF
VTHR
$4.82B
$9.37M ﹤0.01%
+45,950
New +$9.24M
MOD icon
1404
Modine Manufacturing
MOD
$9.43B
$9.32M ﹤0.01%
1,034,199
+4,310
+0.4% +$42.4K
MGPI icon
1405
MGP Ingredients
MGPI
$361M
$9.31M ﹤0.01%
108,737
-7,328
-6% -$590K
REGI
1406
DELISTED
Renewable Energy Group, Inc.
REGI
$9.28M ﹤0.01%
152,998
+44,508
+41% +$2.16M
STBA icon
1407
S&T Bancorp
STBA
$1.76B
$9.28M ﹤0.01%
313,616
-10,829
-3% -$340K
TBI
1408
Trueblue
TBI
$326M
$9.27M ﹤0.01%
321,026
+19,580
+6% +$538K
EXP icon
1409
Eagle Materials
EXP
$6.06B
$9.27M ﹤0.01%
72,192
-1,695
-2% -$240K
CYTK icon
1410
Cytokinetics
CYTK
$10B
$9.25M ﹤0.01%
251,287
-17,299
-6% -$615K
CBU icon
1411
Community Bank
CBU
$3.32B
$9.24M ﹤0.01%
131,672
+5,878
+5% +$428K
PPA icon
1412
Invesco Aerospace & Defense ETF
PPA
$8.08B
$9.23M ﹤0.01%
+117,877
New +$8.74M
MIN
1413
Aberdeen Intermediate Income Fund
MIN
$279M
$9.23M ﹤0.01%
2,928,912
+518,906
+22% +$1.71M
AAT
1414
American Assets Trust
AAT
$1.38B
$9.2M ﹤0.01%
242,764
+14,343
+6% +$526K
CALM icon
1415
Cal-Maine
CALM
$3.75B
$9.18M ﹤0.01%
166,154
+28,535
+21% +$1.24M
PTON icon
1416
Peloton Interactive
PTON
$2.39B
$9.13M ﹤0.01%
345,682
+38,180
+12% +$1.09M
PIPR icon
1417
Piper Sandler
PIPR
$5.34B
$9.13M ﹤0.01%
278,208
-24,068
-8% -$887K
MIME
1418
DELISTED
Mimecast Limited
MIME
$9.12M ﹤0.01%
114,653
+15,411
+16% +$1.23M
DY icon
1419
Dycom Industries
DY
$8.88B
$9.11M ﹤0.01%
95,650
+7,074
+8% +$647K
CNX icon
1420
CNX Resources
CNX
$5.36B
$9.11M ﹤0.01%
439,700
+24,057
+6% +$400K
BGB
1421
Blackstone Strategic Credit 2027 Term Fund
BGB
$500M
$9.11M ﹤0.01%
697,794
+165,863
+31% +$2.19M
NWE icon
1422
NorthWestern Energy
NWE
$4.33B
$9.1M ﹤0.01%
150,359
+16,172
+12% +$946K
MDY icon
1423
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.4B
$9.05M ﹤0.01%
18,457
+87
+0.5% +$42.3K
TXNM
1424
TXNM Energy Inc
TXNM
$5.94B
$9.05M ﹤0.01%
189,851
+25,516
+16% +$1.16M
PRKS icon
1425
United Parks & Resorts
PRKS
$1.93B
$9.05M ﹤0.01%
121,546
-28,575
-19% -$1.87M
55 56
57
58 59

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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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ACI
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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.