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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
MUB icon
1001
iShares National Muni Bond ETF
MUB
$45.5B
$18.6M 0.01%
169,312
-274,447
-62% -$31M
XRX icon
1002
Xerox
XRX
$402M
$18.6M 0.01%
920,189
-489,695
-35% -$10.3M
BHK icon
1003
BlackRock Core Bond Trust
BHK
$655M
$18.5M 0.01%
1,423,654
-12,743
-0.9% -$176K
BCX icon
1004
BlackRock Resources & Commodities Strategy Trust
BCX
$992M
$18.5M 0.01%
1,675,800
-442,059
-21% -$4.51M
ARGX icon
1005
argenx
ARGX
$64B
$18.5M 0.01%
58,671
+12,422
+27% +$3.61M
ACH
1006
Accendra Health
ACH
$93.1M
$18.5M 0.01%
420,218
+29,973
+8% +$1.29M
BIDU icon
1007
Baidu
BIDU
$32.9B
$18.4M 0.01%
139,017
+3,869
+3% +$584K
ELAN icon
1008
Elanco Animal Health
ELAN
$12B
$18.4M 0.01%
703,803
+19,071
+3% +$508K
WSC icon
1009
WillScot Mobile Mini Holdings
WSC
$3.79B
$18.4M 0.01%
468,950
-1,857
-0.4% -$69.8K
HLI icon
1010
Houlihan Lokey
HLI
$9.3B
$18.3M 0.01%
208,968
+35,893
+21% +$3.7M
PCRX icon
1011
Pacira BioSciences
PCRX
$1.03B
$18.3M 0.01%
239,583
+45,067
+23% +$3M
IRT icon
1012
Independence Realty Trust
IRT
$3.84B
$18.3M 0.01%
691,342
+109,872
+19% +$2.7M
EAD
1013
Allspring Income Opportunities Fund
EAD
$378M
$18.2M 0.01%
2,309,356
-139,561
-6% -$1.13M
CW icon
1014
Curtiss-Wright
CW
$22B
$18.2M 0.01%
121,211
+10,202
+9% +$1.45M
THO icon
1015
Thor Industries
THO
$4.01B
$18.2M 0.01%
230,971
+28,783
+14% +$2.65M
CBSH icon
1016
Commerce Bancshares
CBSH
$8.32B
$18.1M 0.01%
307,930
+38,698
+14% +$2.26M
OLED icon
1017
Universal Display
OLED
$3.81B
$18.1M 0.01%
108,501
+33,406
+44% +$5.19M
MAC icon
1018
Macerich
MAC
$6.73B
$18.1M 0.01%
1,157,786
-12,370
-1% -$198K
KMF
1019
DELISTED
Kayne Anderson NextGen Energy & Infrastructure, Inc.
KMF
$18.1M 0.01%
2,112,207
+287,485
+16% +$2.2M
MDU icon
1020
MDU Resources
MDU
$4.16B
$18.1M 0.01%
1,784,706
-43,748
-2% -$463K
BYD icon
1021
Boyd Gaming
BYD
$5.77B
$18.1M 0.01%
274,626
+8,644
+3% +$562K
SVC
1022
Service Properties Trust
SVC
$1.02B
$18.1M 0.01%
408,850
+16,428
+4% +$715K
CVE icon
1023
Cenovus Energy
CVE
$58.2B
$17.9M 0.01%
1,074,236
+25,856
+2% +$392K
SPR
1024
DELISTED
Spirit AeroSystems
SPR
$17.9M 0.01%
365,733
-2,665
-0.7% -$125K
KFY icon
1025
Korn Ferry
KFY
$4.43B
$17.8M 0.01%
274,489
-6,343
-2% -$427K
39 40
41
42 43

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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.