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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
MAN icon
851
ManpowerGroup
MAN
$2.72B
$24.3M 0.01%
258,970
+8,982
+4% +$915K
VB icon
852
Vanguard Morningstar Small-Cap ETF
VB
$78.5B
$24.3M 0.01%
114,292
-23,721
-17% -$4.99M
LEG
853
DELISTED
Leggett & Platt
LEG
$24.2M 0.01%
695,729
+50,608
+8% +$1.94M
SABA
854
Saba Capital Income & Opportunities Fund II
SABA
$214M
$24.2M 0.01%
2,402,394
-397,083
-14% -$3.99M
PB icon
855
Prosperity Bancshares
PB
$8.53B
$24.1M 0.01%
347,187
+5,947
+2% +$438K
GAP
856
The Gap Inc
GAP
$7.18B
$24M 0.01%
1,701,142
-112,846
-6% -$1.8M
CIEN icon
857
Ciena
CIEN
$47.4B
$23.9M 0.01%
394,849
-12,620
-3% -$826K
REXR icon
858
Rexford Industrial Realty
REXR
$8.61B
$23.9M 0.01%
320,072
+13,768
+4% +$993K
JHG
859
DELISTED
Janus Henderson
JHG
$23.8M 0.01%
680,719
+86,164
+14% +$3.1M
TDOC icon
860
Teladoc Health
TDOC
$1.2B
$23.7M 0.01%
327,956
+191,694
+141% +$13.8M
PODD icon
861
Insulet
PODD
$9.66B
$23.5M 0.01%
88,318
+10,412
+13% +$2.56M
DTM icon
862
DT Midstream
DTM
$12.8B
$23.5M 0.01%
432,824
-4,125
-0.9% -$215K
AGO icon
863
Assured Guaranty
AGO
$3.14B
$23.4M 0.01%
368,195
+22,341
+6% +$1.28M
G icon
864
Genpact
G
$6.03B
$23.4M 0.01%
537,709
+40,555
+8% +$1.88M
TRU icon
865
TransUnion
TRU
$14.8B
$23.3M 0.01%
225,647
+19,191
+9% +$1.95M
IMO icon
866
Imperial Oil
IMO
$65.5B
$23.3M 0.01%
482,334
+8,310
+2% +$357K
MHK icon
867
Mohawk Industries
MHK
$8.74B
$23.3M 0.01%
187,563
+41,164
+28% +$6.17M
AMN icon
868
AMN Healthcare
AMN
$1.32B
$23.2M 0.01%
222,829
-10,996
-5% -$1.14M
SPSC icon
869
SPS Commerce
SPSC
$2.95B
$23.1M 0.01%
176,304
+5,273
+3% +$660K
BOH icon
870
Bank of Hawaii
BOH
$2.98B
$23.1M 0.01%
275,606
+19,142
+7% +$1.65M
IPGP icon
871
IPG Photonics
IPGP
$3.2B
$23.1M 0.01%
210,087
+94,134
+81% +$12.9M
PSO icon
872
Pearson
PSO
$9.62B
$23M 0.01%
2,305,495
+151,015
+7% +$1.36M
XBI icon
873
State Street SPDR S&P Biotech ETF
XBI
$10.4B
$22.9M 0.01%
255,247
+3,706
+1% +$342K
MMT
874
Aberdeen Multi-Market Income Fund
MMT
$239M
$22.9M 0.01%
4,308,000
+8,478
+0.2% +$47.3K
PBH icon
875
Prestige Consumer Healthcare
PBH
$2.21B
$22.8M 0.01%
431,117
+22,507
+6% +$1.3M
33 34
35
36 37

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MCM
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PSUF
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IA
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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.