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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
KN icon
1726
Knowles
KN
$2.99B
$5.99M ﹤0.01%
278,363
+18,129
+7% +$397K
TEX icon
1727
Terex
TEX
$7.48B
$5.98M ﹤0.01%
167,720
-1,625
-1% -$67.2K
NBR icon
1728
Nabors Industries
NBR
$1.23B
$5.95M ﹤0.01%
38,971
-4,441
-10% -$558K
WNS
1729
DELISTED
WNS Holdings
WNS
$5.94M ﹤0.01%
69,510
+3,023
+5% +$258K
RPT
1730
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$5.93M ﹤0.01%
430,920
-52,439
-11% -$685K
BXMT icon
1731
Blackstone Mortgage Trust
BXMT
$2.85B
$5.93M ﹤0.01%
186,469
+19,162
+11% +$602K
APOG icon
1732
Apogee Enterprises
APOG
$857M
$5.93M ﹤0.01%
124,871
+707
+0.6% +$32.9K
MYD
1733
DELISTED
BlackRock MuniYield Fund
MYD
$5.92M ﹤0.01%
469,115
+346,863
+284% +$4.58M
MZTI
1734
The Marzetti Company
MZTI
$2.97B
$5.91M ﹤0.01%
39,628
+5,288
+15% +$844K
FOUR icon
1735
Shift4
FOUR
$3.98B
$5.91M ﹤0.01%
95,426
-6,800
-7% -$359K
KALU icon
1736
Kaiser Aluminum
KALU
$2.57B
$5.9M ﹤0.01%
62,700
+4,750
+8% +$458K
VIR icon
1737
Vir Biotechnology
VIR
$1.61B
$5.9M ﹤0.01%
229,301
-101,262
-31% -$3M
MNRO icon
1738
Monro
MNRO
$533M
$5.9M ﹤0.01%
132,969
-3,434
-3% -$168K
TREE icon
1739
LendingTree
TREE
$641M
$5.89M ﹤0.01%
49,182
-298
-0.6% -$35.2K
EBS icon
1740
Emergent Biosolutions
EBS
$391M
$5.88M ﹤0.01%
143,222
-54,350
-28% -$2.4M
VRA icon
1741
Vera Bradley
VRA
$109M
$5.87M ﹤0.01%
764,769
-255,215
-25% -$2.02M
USRT icon
1742
iShares Core US REIT ETF
USRT
$4.67B
$5.85M ﹤0.01%
90,492
+14,926
+20% +$937K
TRIP icon
1743
TripAdvisor
TRIP
$1.69B
$5.82M ﹤0.01%
214,748
+1,805
+0.8% +$48.1K
WMK icon
1744
Weis Markets
WMK
$1.94B
$5.82M ﹤0.01%
81,520
+1,959
+2% +$130K
WWW icon
1745
Wolverine World Wide
WWW
$1.53B
$5.82M ﹤0.01%
257,908
+22,176
+9% +$553K
SBCF icon
1746
Seacoast Banking Corp of Florida
SBCF
$3.32B
$5.82M ﹤0.01%
166,056
+11,368
+7% +$413K
FOE
1747
DELISTED
Ferro Corporation
FOE
$5.81M ﹤0.01%
267,436
+41,685
+18% +$906K
XLP icon
1748
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.8B
$5.81M ﹤0.01%
76,545
-53,694
-41% -$4.05M
NTCT icon
1749
NETSCOUT
NTCT
$2.93B
$5.8M ﹤0.01%
180,825
+41,778
+30% +$1.31M
GTY
1750
Getty Realty Corp
GTY
$2.19B
$5.79M ﹤0.01%
202,202
+11,615
+6% +$335K
68 69
70
71 72

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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.