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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

Rank Stock Value
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

Rank Stock Value
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

Rank Sector Weight
1 Technology 24.29%
2 Financials 13.33%
3 Healthcare 12.88%
4 Consumer Discretionary 10.38%
5 Industrials 7.99%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
NSLR
2026
Neostellar Capital Corp
NSLR
$217M
$3.91M ﹤0.01%
453,584
– –
CUTR
2027
DELISTED
Cutera, Inc.
CUTR
$3.91M ﹤0.01%
56,687
+19,583
+53% +$792K
DNOW icon
2028
DNOW Inc
DNOW
$2.88B
$3.91M ﹤0.01%
354,273
+74,620
+27% +$723K
TFIN icon
2029
Triumph Financial Inc
TFIN
$1.51B
$3.9M ﹤0.01%
41,498
-8,680
-17% -$854K
SNBR
2030
DELISTED
Sleep Number
SNBR
$3.9M ﹤0.01%
76,853
+12,818
+20% +$870K
CHCO icon
2031
City Holding Co
CHCO
$2.01B
$3.88M ﹤0.01%
49,363
+4,544
+10% +$365K
PD icon
2032
PagerDuty
PD
$1.14B
$3.88M ﹤0.01%
113,532
-4,244
-4% -$136K
PPTY
2033
US Diversified Real Estate ETF
PPTY
$24.2M
$3.88M ﹤0.01%
102,175
-4,254
-4% -$157K
DLX icon
2034
Deluxe
DLX
$1.1B
$3.88M ﹤0.01%
128,218
+29,475
+30% +$926K
LTC
2035
LTC Properties
LTC
$2.34B
$3.88M ﹤0.01%
100,779
+16,573
+20% +$586K
APAM icon
2036
Artisan Partners
APAM
$2.59B
$3.88M ﹤0.01%
98,466
+3,078
+3% +$125K
ASTE icon
2037
Astec Industries
ASTE
$943M
$3.87M ﹤0.01%
89,986
+12,017
+15% +$668K
HSII
2038
DELISTED
Heidrick & Struggles
HSII
$3.86M ﹤0.01%
97,507
+23,394
+32% +$989K
NBTB icon
2039
NBT Bancorp
NBTB
$2.67B
$3.85M ﹤0.01%
106,647
+10,793
+11% +$419K
RUTH
2040
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
$3.85M ﹤0.01%
168,418
+14,574
+9% +$314K
CLBK icon
2041
Columbia Financial
CLBK
$1.2B
$3.82M ﹤0.01%
390,379
+71,749
+23% +$697K
SSP icon
2042
E.W. Scripps
SSP
$284M
$3.81M ﹤0.01%
183,453
+9,843
+6% +$208K
JOBS
2043
DELISTED
51job Inc
JOBS
$3.8M ﹤0.01%
64,958
+35,213
+118% +$1.8M
MNTV
2044
DELISTED
Momentive Global Inc. Common Stock
MNTV
$3.8M ﹤0.01%
233,685
+9,971
+4% +$167K
CARS icon
2045
Cars.com
CARS
$608M
$3.77M ﹤0.01%
261,360
+28,851
+12% +$443K
FRO icon
2046
Frontline
FRO
$12B
$3.77M ﹤0.01%
428,407
+75,776
+21% +$600K
EWJ icon
2047
iShares MSCI Japan ETF
EWJ
$23.5B
$3.77M ﹤0.01%
61,157
-135
-0.2% -$8.57K
PKE icon
2048
Park Aerospace
PKE
$663M
$3.76M ﹤0.01%
288,397
+72,403
+34% +$972K
CYH icon
2049
Community Health Systems
CYH
$412M
$3.76M ﹤0.01%
316,947
-32,825
-9% -$399K
DHC
2050
Diversified Healthcare Trust
DHC
$1.97B
$3.76M ﹤0.01%
1,173,905
-868,759
-43% -$2.65M
80 81
82
83 84

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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.