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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
PEGA icon
1551
Pegasystems
PEGA
$5.5B
$7.76M ﹤0.01%
192,376
+124,036
+181% +$5.56M
WERN icon
1552
Werner Enterprises
WERN
$2.76B
$7.68M ﹤0.01%
187,281
+34,333
+22% +$1.51M
AMX icon
1553
America Movil
AMX
$78.5B
$7.67M ﹤0.01%
362,825
+4,219
+1% +$81.5K
VGT icon
1554
Vanguard Information Technology ETF
VGT
$140B
$7.66M ﹤0.01%
147,160
-7,288
-5% -$374K
PLAY icon
1555
Dave & Buster's
PLAY
$367M
$7.66M ﹤0.01%
156,009
+23,749
+18% +$950K
BOX icon
1556
Box
BOX
$4.35B
$7.62M ﹤0.01%
262,081
+148,704
+131% +$3.91M
EVBG
1557
DELISTED
Everbridge, Inc. Common Stock
EVBG
$7.6M ﹤0.01%
174,115
+107,464
+161% +$5.08M
ZTO icon
1558
ZTO Express
ZTO
$18.7B
$7.58M ﹤0.01%
303,116
-55,449
-15% -$1.57M
AOM icon
1559
iShares Core Moderate Allocation ETF
AOM
$1.77B
$7.57M ﹤0.01%
176,253
-92,126
-34% -$4.01M
CENTA icon
1560
Central Garden & Pet Co Class A
CENTA
$2.44B
$7.57M ﹤0.01%
232,113
+69,488
+43% +$2.39M
IVOL icon
1561
Quadratic Interest Rate Volatility and Inflation Hedge ETF
IVOL
$277M
$7.55M ﹤0.01%
294,651
+25,206
+9% +$662K
TTGT icon
1562
TechTarget
TTGT
$270M
$7.54M ﹤0.01%
92,757
-6,490
-7% -$523K
BSBR icon
1563
Santander
BSBR
$39.6B
$7.54M ﹤0.01%
978,759
+208,399
+27% +$1.3M
PFS icon
1564
Provident Financial Services
PFS
$3.2B
$7.53M ﹤0.01%
321,583
-1,581
-0.5% -$38K
LGND icon
1565
Ligand Pharmaceuticals
LGND
$5.94B
$7.51M ﹤0.01%
106,973
-4,161
-4% -$302K
TENB icon
1566
Tenable Holdings
TENB
$4.39B
$7.49M ﹤0.01%
129,677
+7,325
+6% +$378K
HLF icon
1567
Herbalife
HLF
$1.28B
$7.48M ﹤0.01%
246,487
+33,720
+16% +$1.32M
AIR icon
1568
AAR Corp
AIR
$5.31B
$7.48M ﹤0.01%
154,437
+21,057
+16% +$911K
LGIH icon
1569
LGI Homes
LGIH
$1.42B
$7.47M ﹤0.01%
76,439
+4,006
+6% +$495K
AR icon
1570
Antero Resources
AR
$10.3B
$7.45M ﹤0.01%
244,074
+50,446
+26% +$1.13M
VC icon
1571
Visteon
VC
$2.84B
$7.45M ﹤0.01%
68,274
+20,368
+43% +$2.22M
DFIN icon
1572
Donnelley Financial Solutions
DFIN
$1.25B
$7.43M ﹤0.01%
223,423
-49,783
-18% -$1.78M
NSP icon
1573
Insperity
NSP
$1.89B
$7.42M ﹤0.01%
73,901
+25,062
+51% +$2.5M
ARNC
1574
DELISTED
Arconic Corporation
ARNC
$7.41M ﹤0.01%
289,189
-18,426
-6% -$548K
WING icon
1575
Wingstop
WING
$3.84B
$7.4M ﹤0.01%
63,066
-3,519
-5% -$499K
61 62
63
64 65

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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.