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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
JBSS icon
1901
John B. Sanfilippo & Son
JBSS
$1B
$4.66M ﹤0.01%
55,810
+1,507
+3% +$125K
LIVN icon
1902
LivaNova
LIVN
$4.49B
$4.65M ﹤0.01%
56,859
-5,095
-8% -$396K
LBAI
1903
DELISTED
Lakeland Bancorp Inc
LBAI
$4.64M ﹤0.01%
278,084
-13,556
-5% -$250K
VSS icon
1904
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11.4B
$4.63M ﹤0.01%
37,384
-17,462
-32% -$2.19M
VRNS icon
1905
Varonis Systems
VRNS
$5.4B
$4.62M ﹤0.01%
97,245
+15,769
+19% +$646K
IBP icon
1906
Installed Building Products
IBP
$6.34B
$4.62M ﹤0.01%
54,667
-2,542
-4% -$269K
BRC icon
1907
Brady Corp
BRC
$4.41B
$4.62M ﹤0.01%
99,763
-3,411
-3% -$167K
MCHB
1908
Mechanics Bancorp
MCHB
$3.68B
$4.62M ﹤0.01%
97,421
-4,999
-5% -$255K
GO icon
1909
Grocery Outlet
GO
$948M
$4.61M ﹤0.01%
140,682
-31,645
-18% -$883K
HAFC icon
1910
Hanmi Financial
HAFC
$992M
$4.61M ﹤0.01%
187,414
+9,015
+5% +$232K
HASI icon
1911
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$4.97B
$4.61M ﹤0.01%
97,157
+7,990
+9% +$357K
MNRL
1912
DELISTED
Brigham Minerals, Inc. Class A Common Stock
MNRL
$4.58M ﹤0.01%
179,138
-2,199
-1% -$51K
MRTX
1913
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
$4.57M ﹤0.01%
55,537
+28,561
+106% +$2.92M
SDY icon
1914
State Street SPDR S&P Dividend ETF
SDY
$21.9B
$4.55M ﹤0.01%
35,555
+8,208
+30% +$1.04M
KOS icon
1915
Kosmos Energy
KOS
$1.28B
$4.54M ﹤0.01%
632,169
+184,549
+41% +$941K
BB icon
1916
BlackBerry
BB
$5.37B
$4.54M ﹤0.01%
608,321
-63,374
-9% -$477K
ITRI icon
1917
Itron
ITRI
$3.81B
$4.54M ﹤0.01%
86,127
-805
-0.9% -$45K
RBLX icon
1918
Roblox
RBLX
$38.7B
$4.54M ﹤0.01%
98,112
+16,266
+20% +$981K
INVX
1919
Innovex International
INVX
$1.8B
$4.53M ﹤0.01%
121,184
+25,265
+26% +$725K
GGB icon
1920
Gerdau
GGB
$9.27B
$4.5M ﹤0.01%
882,456
+37,263
+4% +$160K
CCS icon
1921
Century Communities
CCS
$1.96B
$4.49M ﹤0.01%
83,882
-11,400
-12% -$732K
PUMP icon
1922
ProPetro Holding
PUMP
$1.56B
$4.49M ﹤0.01%
322,040
+57,810
+22% +$691K
EGRX
1923
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
$4.47M ﹤0.01%
90,414
+23,397
+35% +$1.12M
GTES icon
1924
Gates Industrial
GTES
$6.85B
$4.47M ﹤0.01%
297,044
+9,186
+3% +$144K
RHP icon
1925
Ryman Hospitality Properties
RHP
$7.89B
$4.47M ﹤0.01%
48,185
-114,643
-70% -$10.2M
75 76
77
78 79

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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.