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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
UBSI icon
1501
United Bankshares
UBSI
$6.43B
$8.25M ﹤0.01%
236,492
-21,566
-8% -$783K
EPAY
1502
DELISTED
Bottomline Technologies Inc
EPAY
$8.24M ﹤0.01%
145,458
-13,558
-9% -$767K
MTRN icon
1503
Materion
MTRN
$5.33B
$8.24M ﹤0.01%
96,155
+2,306
+2% +$197K
BANR icon
1504
Banner Corp
BANR
$2.6B
$8.24M ﹤0.01%
140,798
+4,281
+3% +$264K
HMN icon
1505
Horace Mann Educators
HMN
$1.98B
$8.23M ﹤0.01%
196,728
+12,504
+7% +$502K
DFAC icon
1506
Dimensional US Core Equity 2 ETF
DFAC
$48.6B
$8.23M ﹤0.01%
+298,350
New +$8.17M
CALY
1507
Callaway Golf Company
CALY
$2.68B
$8.22M ﹤0.01%
351,199
+83,611
+31% +$2.03M
PCOR icon
1508
Procore
PCOR
$7.92B
$8.2M ﹤0.01%
141,508
+41,085
+41% +$2.61M
GDS icon
1509
GDS Holdings
GDS
$6.25B
$8.17M ﹤0.01%
208,065
+35,840
+21% +$1.46M
POST icon
1510
Post Holdings
POST
$3.51B
$8.17M ﹤0.01%
117,905
-57,347
-33% -$4.01M
MSA icon
1511
Mine Safety
MSA
$6.92B
$8.16M ﹤0.01%
61,522
+8,708
+16% +$1.2M
WEN icon
1512
Wendy's
WEN
$1.35B
$8.16M ﹤0.01%
371,301
+9,332
+3% +$210K
TV icon
1513
Televisa
TV
$1.2B
$8.15M ﹤0.01%
696,873
-14,661
-2% -$152K
MNDT
1514
DELISTED
Mandiant, Inc. Common Stock
MNDT
$8.15M ﹤0.01%
365,417
-187,912
-34% -$3.48M
HGV icon
1515
Hilton Grand Vacations
HGV
$2.87B
$8.15M ﹤0.01%
156,657
+11,239
+8% +$567K
NWBI icon
1516
Northwest Bancshares
NWBI
$2.26B
$8.15M ﹤0.01%
603,129
+9,502
+2% +$134K
FOXF icon
1517
Fox Factory Holding Corp
FOXF
$813M
$8.12M ﹤0.01%
82,869
+11,492
+16% +$1.42M
VRT icon
1518
Vertiv
VRT
$93.5B
$8.12M ﹤0.01%
579,795
+191,458
+49% +$3.4M
SITM icon
1519
SiTime
SITM
$18.1B
$8.1M ﹤0.01%
32,684
-2,300
-7% -$499K
FIX icon
1520
Comfort Systems
FIX
$55.6B
$8.1M ﹤0.01%
90,989
+11,051
+14% +$992K
GBCI icon
1521
Glacier Bancorp
GBCI
$5.86B
$8.09M ﹤0.01%
160,886
+2,278
+1% +$123K
PEN icon
1522
Penumbra
PEN
$12.5B
$8.09M ﹤0.01%
36,401
-1,918
-5% -$426K
EQC
1523
DELISTED
Equity Commonwealth
EQC
$8.07M ﹤0.01%
286,255
+61,333
+27% +$1.64M
AIMC
1524
DELISTED
Altra Industrial Motion Corp
AIMC
$8.07M ﹤0.01%
207,190
+8,446
+4% +$379K
WDI
1525
Western Asset Diversified Income Fund
WDI
$638M
$8.06M ﹤0.01%
+497,273
New +$8.59M
59 60
61
62 63

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MCM
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PSUF
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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.