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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
GDOT icon
1651
Green Dot
GDOT
$766M
$6.71M ﹤0.01%
244,035
-29,536
-11% -$897K
VCSH icon
1652
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.8B
$6.68M ﹤0.01%
85,500
-795
-0.9% -$63.2K
FUTU icon
1653
Futu Holdings
FUTU
$13.7B
$6.67M ﹤0.01%
204,840
+4,827
+2% +$193K
GDEN
1654
DELISTED
Golden Entertainment
GDEN
$6.67M ﹤0.01%
114,823
+913
+0.8% +$46.7K
QVCGA
1655
DELISTED
QVC Group Inc Series A
QVCGA
$6.65M ﹤0.01%
27,953
+4,818
+21% +$1.54M
AAON icon
1656
Aaon
AAON
$9.27B
$6.62M ﹤0.01%
178,271
-8,092
-4% -$330K
NEU icon
1657
NewMarket
NEU
$7.1B
$6.62M ﹤0.01%
20,414
-2,866
-12% -$939K
ZWS icon
1658
Zurn Elkay Water Solutions
ZWS
$8.07B
$6.62M ﹤0.01%
186,883
+23,907
+15% +$795K
KAI icon
1659
Kadant
KAI
$3.77B
$6.59M ﹤0.01%
33,959
+3,717
+12% +$760K
MTX icon
1660
Minerals Technologies
MTX
$2.34B
$6.59M ﹤0.01%
99,675
+16,187
+19% +$1.12M
AMBA icon
1661
Ambarella
AMBA
$2.78B
$6.58M ﹤0.01%
62,709
-9,487
-13% -$1.21M
ADNT icon
1662
Adient
ADNT
$1.62B
$6.57M ﹤0.01%
161,258
+16,488
+11% +$708K
ACI icon
1663
Albertsons Companies
ACI
$7.36B
$6.57M ﹤0.01%
197,462
+41,273
+26% +$1.28M
MCRI icon
1664
Monarch Casino & Resort
MCRI
$2.24B
$6.53M ﹤0.01%
74,844
+14,274
+24% +$1.07M
XHR
1665
Xenia Hotels & Resorts
XHR
$1.91B
$6.52M ﹤0.01%
338,094
+38,039
+13% +$696K
BSAC icon
1666
Banco Santander Chile
BSAC
$15.6B
$6.5M ﹤0.01%
287,793
+11,694
+4% +$234K
BFS
1667
Saul Centers
BFS
$898M
$6.5M ﹤0.01%
123,291
+1,460
+1% +$71.6K
BBBY
1668
DELISTED
Bed Bath & Beyond Inc
BBBY
$6.49M ﹤0.01%
288,081
+23,807
+9% +$414K
PRA
1669
DELISTED
ProAssurance
PRA
$6.48M ﹤0.01%
241,227
-10,008
-4% -$247K
CIM
1670
Chimera Investment
CIM
$1.1B
$6.48M ﹤0.01%
179,482
-5,947
-3% -$237K
AZEK
1671
DELISTED
The AZEK Co
AZEK
$6.48M ﹤0.01%
260,810
+192,784
+283% +$6.06M
CRVL icon
1672
CorVel
CRVL
$3.18B
$6.47M ﹤0.01%
115,263
+3,183
+3% +$181K
PSB
1673
DELISTED
PS Business Parks, Inc.
PSB
$6.47M ﹤0.01%
38,504
+1,229
+3% +$203K
WK icon
1674
Workiva
WK
$3.2B
$6.47M ﹤0.01%
54,839
-5,944
-10% -$657K
CCSI icon
1675
Consensus Cloud Solutions
CCSI
$700M
$6.47M ﹤0.01%
107,574
+15,150
+16% +$876K
65 66
67
68 69

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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.