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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
FTDR icon
1576
Frontdoor
FTDR
$5.33B
$7.39M ﹤0.01%
247,476
+89,910
+57% +$3M
ASIX icon
1577
AdvanSix
ASIX
$560M
$7.36M ﹤0.01%
144,135
+37,774
+36% +$1.68M
ERIE icon
1578
Erie Indemnity
ERIE
$11.8B
$7.36M ﹤0.01%
41,812
-8,312
-17% -$1.49M
PLNT icon
1579
Planet Fitness
PLNT
$4.18B
$7.36M ﹤0.01%
87,154
-7,850
-8% -$682K
MSEX icon
1580
Middlesex Water
MSEX
$1.06B
$7.34M ﹤0.01%
69,818
+22
+0% +$2.24K
TXG icon
1581
10x Genomics
TXG
$5.65B
$7.34M ﹤0.01%
96,475
+42,157
+78% +$3.69M
CVBF icon
1582
CVB Financial
CVBF
$4.11B
$7.34M ﹤0.01%
316,149
+1,922
+0.6% +$44.5K
ESNT icon
1583
Essent Group
ESNT
$6.11B
$7.33M ﹤0.01%
177,971
-3,213
-2% -$143K
GIII icon
1584
G-III Apparel Group
GIII
$1.51B
$7.33M ﹤0.01%
270,978
+5,218
+2% +$142K
GNL icon
1585
Global Net Lease
GNL
$1.99B
$7.32M ﹤0.01%
465,246
+91,734
+25% +$1.35M
OXM icon
1586
Oxford Industries
OXM
$614M
$7.31M ﹤0.01%
80,724
-22,484
-22% -$1.99M
DEA
1587
Easterly Government Properties
DEA
$1.19B
$7.29M ﹤0.01%
138,034
+9,426
+7% +$500K
USPH icon
1588
US Physical Therapy
USPH
$1.13B
$7.28M ﹤0.01%
73,164
+7,290
+11% +$695K
SUPN icon
1589
Supernus Pharmaceuticals
SUPN
$2.8B
$7.27M ﹤0.01%
224,892
-7,806
-3% -$239K
CBZ icon
1590
CBIZ
CBZ
$2.31B
$7.26M ﹤0.01%
172,997
-4,827
-3% -$189K
ITUB icon
1591
Itaú Unibanco
ITUB
$91.5B
$7.26M ﹤0.01%
1,439,925
+181,033
+14% +$762K
LFC
1592
DELISTED
China Life Insurance Company Ltd.
LFC
$7.25M ﹤0.01%
955,191
+135,819
+17% +$1.15M
SHAK icon
1593
Shake Shack
SHAK
$2.39B
$7.25M ﹤0.01%
106,694
+333
+0.3% +$22.9K
FULT icon
1594
Fulton Financial
FULT
$4.81B
$7.23M ﹤0.01%
434,938
+7,858
+2% +$140K
OPEN icon
1595
Opendoor
OPEN
$4.41B
$7.21M ﹤0.01%
861,537
+383,402
+80% +$3.56M
HCC icon
1596
Warrior Met Coal
HCC
$4.25B
$7.21M ﹤0.01%
194,209
+71,959
+59% +$2.3M
KTB icon
1597
Kontoor Brands
KTB
$4.85B
$7.2M ﹤0.01%
174,140
-19,486
-10% -$919K
TRUP icon
1598
Trupanion
TRUP
$1.15B
$7.2M ﹤0.01%
80,784
-15,534
-16% -$1.43M
WSFS icon
1599
WSFS Financial
WSFS
$4.18B
$7.19M ﹤0.01%
154,282
+52,566
+52% +$2.72M
AXS icon
1600
AXIS Capital
AXS
$8.38B
$7.19M ﹤0.01%
118,940
+14,971
+14% +$834K
62 63
64
65 66

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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.