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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
BNL icon
2301
Broadstone Net Lease
BNL
$3.74B
$2.52M ﹤0.01%
115,680
+17,816
+18% +$398K
BAND
2302
Bandwidth Inc
BAND
$1.63B
$2.52M ﹤0.01%
77,676
+10,575
+16% +$506K
TMP icon
2303
Tompkins Financial
TMP
$1.42B
$2.51M ﹤0.01%
32,074
+4,612
+17% +$372K
XLC icon
2304
State Street Communication Services Select Sector SPDR ETF
XLC
$22.8B
$2.5M ﹤0.01%
36,277
-10,806
-23% -$761K
WIA
2305
Western Asset Inflation-Linked Income Fund
WIA
$183M
$2.49M ﹤0.01%
212,685
+1,630
+0.8% +$19.9K
INGN icon
2306
Inogen
INGN
$136M
$2.48M ﹤0.01%
76,541
-16,901
-18% -$531K
DIA icon
2307
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.1B
$2.48M ﹤0.01%
7,143
+213
+3% +$73.9K
VICR icon
2308
Vicor
VICR
$9.75B
$2.48M ﹤0.01%
35,096
-24,282
-41% -$2.18M
IWP icon
2309
iShares Russell Mid-Cap Growth ETF
IWP
$19.3B
$2.48M ﹤0.01%
24,628
-6,089
-20% -$606K
ZNH
2310
DELISTED
China Southern Airlines Company Limited
ZNH
$2.47M ﹤0.01%
85,274
+10,770
+14% +$336K
KRYS icon
2311
Krystal Biotech
KRYS
$10.1B
$2.47M ﹤0.01%
37,070
-2,377
-6% -$148K
OLP
2312
One Liberty Properties
OLP
$502M
$2.46M ﹤0.01%
80,008
+335
+0.4% +$10.4K
ROAD icon
2313
Construction Partners
ROAD
$5.49B
$2.46M ﹤0.01%
94,079
+11,541
+14% +$304K
TRS icon
2314
TriMas Corp
TRS
$1.41B
$2.44M ﹤0.01%
76,161
+634
+0.8% +$21.1K
NNI icon
2315
Nelnet
NNI
$4.57B
$2.44M ﹤0.01%
28,722
-4,001
-12% -$345K
ATNI icon
2316
ATN International
ATNI
$466M
$2.44M ﹤0.01%
61,188
+27,693
+83% +$1.04M
HSKA
2317
DELISTED
Heska Corp
HSKA
$2.43M ﹤0.01%
17,582
+1,083
+7% +$153K
SPNT icon
2318
SiriusPoint
SPNT
$2.83B
$2.43M ﹤0.01%
324,393
+58,396
+22% +$462K
RDWR icon
2319
Radware
RDWR
$1.28B
$2.42M ﹤0.01%
75,736
+2,535
+3% +$84.3K
BANC icon
2320
Banc of California
BANC
$2.91B
$2.42M ﹤0.01%
124,802
+7,682
+7% +$153K
TWOU
2321
DELISTED
2U Inc
TWOU
$2.41M ﹤0.01%
6,059
-415
-6% -$167K
AGNT
2322
AGNT Inc
AGNT
$647M
$2.41M ﹤0.01%
113,944
+46,081
+68% +$1.21M
HVT icon
2323
Haverty Furniture Companies
HVT
$427M
$2.41M ﹤0.01%
87,917
-751
-0.8% -$21.8K
DSEY
2324
DELISTED
Diversey Holdings, Ltd. Ordinary Shares
DSEY
$2.4M ﹤0.01%
317,452
+294,232
+1,267% +$2.97M
PLTK icon
2325
Playtika
PLTK
$881M
$2.4M ﹤0.01%
123,935
+74,093
+149% +$1.32M
91 92
93
94 95

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MCM
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PSUF
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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.