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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
TMHC
926
DELISTED
Taylor Morrison
TMHC
$20.7M 0.01%
761,667
+5,062
+0.7% +$154K
TLK icon
927
Telkom Indonesia
TLK
$14.4B
$20.7M 0.01%
648,672
+78,307
+14% +$2.38M
EAT icon
928
Brinker International
EAT
$9.87B
$20.7M 0.01%
542,340
+64,061
+13% +$2.4M
MDC
929
DELISTED
M.D.C. Holdings, Inc.
MDC
$20.6M 0.01%
545,364
+93,197
+21% +$4.26M
FIVE icon
930
Five Below
FIVE
$13.4B
$20.6M 0.01%
130,288
+9,099
+8% +$1.52M
RPV icon
931
Invesco S&P 500 Pure Value ETF
RPV
$1.73B
$20.6M 0.01%
+240,833
New +$20.1M
IAA
932
DELISTED
IAA, Inc. Common Stock
IAA
$20.6M 0.01%
537,756
+147,580
+38% +$6.07M
AAWW
933
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$20.5M 0.01%
237,693
-429
-0.2% -$35.2K
JBLU icon
934
JetBlue
JBLU
$1.81B
$20.5M 0.01%
1,370,739
-19,064
-1% -$276K
SM icon
935
SM Energy
SM
$8.71B
$20.5M 0.01%
525,909
-1,675
-0.3% -$60.4K
TEVA icon
936
Teva Pharmaceuticals
TEVA
$42.5B
$20.5M 0.01%
2,180,994
-2,424,324
-53% -$20.2M
TREX icon
937
Trex
TREX
$4.66B
$20.5M 0.01%
313,059
-1,385
-0.4% -$123K
GRFS
938
Grifois
GRFS
$5.23B
$20.4M 0.01%
1,749,939
+709,529
+68% +$8.16M
KNX icon
939
Knight Transportation
KNX
$10.9B
$20.4M 0.01%
404,533
-38,264
-9% -$2.11M
PCG icon
940
PG&E
PCG
$36.6B
$20.4M 0.01%
1,708,387
+50,318
+3% +$595K
AXTA icon
941
Axalta
AXTA
$7.92B
$20.4M 0.01%
829,488
+145,232
+21% +$4.06M
PINS icon
942
Pinterest
PINS
$13.1B
$20.4M 0.01%
828,368
+298,870
+56% +$8.16M
GIB icon
943
CGI
GIB
$15.5B
$20.3M 0.01%
254,897
+4,585
+2% +$381K
NOV icon
944
NOV
NOV
$7.48B
$20.3M 0.01%
1,036,845
+45,301
+5% +$793K
FOX icon
945
Fox Class B
FOX
$25.8B
$20.3M 0.01%
559,939
+104,799
+23% +$3.9M
ALE
946
DELISTED
Allete
ALE
$20.3M 0.01%
302,991
+16,384
+6% +$1.05M
FSD
947
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$20.2M 0.01%
1,501,807
+47,006
+3% +$659K
ONTO icon
948
Onto Innovation
ONTO
$16.6B
$20.1M 0.01%
231,568
-2,922
-1% -$260K
ROG icon
949
Rogers Corp
ROG
$2.24B
$20.1M 0.01%
73,977
+4,298
+6% +$1.17M
PNFP icon
950
Pinnacle Financial Partners Inc
PNFP
$15.3B
$20.1M 0.01%
218,203
+3,714
+2% +$367K
36 37
38
39 40

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MCM
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PSUF
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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.