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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

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

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

1 Technology 24.28%
2 Financials 13.19%
3 Healthcare 12.81%
4 Consumer Discretionary 10.38%
5 Industrials 7.97%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
INVA icon
1526
Innoviva
INVA
$1.64B
$8.04M ﹤0.01%
415,677
+58,859
+16% +$1.05M
GBX icon
1527
The Greenbrier Companies
GBX
$1.58B
$8.04M ﹤0.01%
156,060
-1,735
-1% -$78.2K
WDFC icon
1528
WD-40
WDFC
$3.44B
$8.04M ﹤0.01%
43,864
-4,616
-10% -$986K
BLKB icon
1529
Blackbaud
BLKB
$1.52B
$8.04M ﹤0.01%
134,209
-6,358
-5% -$415K
WSR
1530
DELISTED
Whitestone REIT
WSR
$8.03M ﹤0.01%
606,127
-12,478
-2% -$143K
UCTT
1531
Ultra Clean Holdings
UCTT
$4.15B
$7.99M ﹤0.01%
188,571
+4,018
+2% +$192K
STC icon
1532
Stewart Information Services
STC
$2.2B
$7.99M ﹤0.01%
131,792
+5,429
+4% +$377K
RYN icon
1533
Rayonier
RYN
$6.66B
$7.97M ﹤0.01%
213,594
+40,735
+24% +$1.45M
OMF icon
1534
OneMain Financial
OMF
$7.08B
$7.96M ﹤0.01%
167,827
+8,044
+5% +$401K
ROCC
1535
DELISTED
Ranger Oil Corporation Class A Common Stock
ROCC
$7.95M ﹤0.01%
230,281
+27,293
+13% +$892K
VBTX
1536
DELISTED
Veritex Holdings
VBTX
$7.95M ﹤0.01%
208,313
-24,986
-11% -$1M
CPE
1537
DELISTED
Callon Petroleum Company
CPE
$7.95M ﹤0.01%
134,559
+20,067
+18% +$1.1M
SKT icon
1538
Tanger
SKT
$4.79B
$7.92M ﹤0.01%
460,974
+39,878
+9% +$694K
EXTR icon
1539
Extreme Networks
EXTR
$3.89B
$7.91M ﹤0.01%
647,734
+25,827
+4% +$322K
CUBI icon
1540
Customers Bancorp
CUBI
$2.7B
$7.9M ﹤0.01%
151,570
-38,726
-20% -$2.36M
VECO icon
1541
Veeco
VECO
$3.32B
$7.9M ﹤0.01%
290,403
+123,031
+74% +$3.47M
NWN icon
1542
Northwest Natural Holdings
NWN
$2.17B
$7.89M ﹤0.01%
152,575
+44,427
+41% +$2.23M
CRS icon
1543
Carpenter Technology
CRS
$27.5B
$7.88M ﹤0.01%
187,625
+10,257
+6% +$359K
PRGS icon
1544
Progress Software
PRGS
$1.65B
$7.86M ﹤0.01%
166,864
-17,692
-10% -$796K
IBTX
1545
DELISTED
Independent Bank Group, Inc.
IBTX
$7.86M ﹤0.01%
110,401
+6,567
+6% +$500K
VRTS icon
1546
Virtus Investment Partners
VRTS
$1.13B
$7.84M ﹤0.01%
32,683
+204
+0.6% +$51.5K
OPCH icon
1547
Option Care Health
OPCH
$3.47B
$7.82M ﹤0.01%
273,626
-12,228
-4% -$307K
COOP
1548
DELISTED
Mr. Cooper
COOP
$7.79M ﹤0.01%
170,563
-896
-0.5% -$40.7K
KGC icon
1549
Kinross Gold
KGC
$27.4B
$7.77M ﹤0.01%
1,321,260
-187,017
-12% -$1.04M
BGS icon
1550
B&G Foods
BGS
$310M
$7.76M ﹤0.01%
287,617
-4,927
-2% -$148K
60 61
62
63 64

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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.