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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
SAIA icon
1101
Saia
SAIA
$9.37B
$15.7M 0.01%
64,546
+7,314
+13% +$2.03M
UHAL icon
1102
U-Haul Holding Co
UHAL
$13.3B
$15.7M 0.01%
262,900
-7,380
-3% -$455K
PRGO icon
1103
Perrigo
PRGO
$2.01B
$15.6M 0.01%
405,650
+91,168
+29% +$3.47M
CNXC icon
1104
Concentrix
CNXC
$1.79B
$15.6M 0.01%
93,396
+14,016
+18% +$2.66M
FND icon
1105
Floor & Decor
FND
$5.64B
$15.5M 0.01%
191,354
+6,682
+4% +$677K
SBRA icon
1106
Sabra Healthcare REIT
SBRA
$5.27B
$15.5M 0.01%
1,040,870
+111,496
+12% +$1.53M
ABM icon
1107
ABM Industries
ABM
$2.77B
$15.5M 0.01%
336,463
+55,113
+20% +$2.4M
VRNT
1108
DELISTED
Verint Systems
VRNT
$15.5M 0.01%
299,489
+10,132
+4% +$521K
IWM icon
1109
iShares Russell 2000 ETF
IWM
$80.8B
$15.5M 0.01%
75,371
+9,454
+14% +$1.93M
AVTR icon
1110
Avantor
AVTR
$9.86B
$15.4M 0.01%
456,824
+1,077
+0.2% +$38.4K
RPRX icon
1111
Royalty Pharma
RPRX
$27.1B
$15.4M 0.01%
394,985
+25,306
+7% +$994K
W icon
1112
Wayfair
W
$14.2B
$15.4M 0.01%
138,914
+19,783
+17% +$2.78M
BKI
1113
DELISTED
Black Knight, Inc. Common Stock
BKI
$15.4M 0.01%
265,048
+21,137
+9% +$1.39M
OFG icon
1114
OFG Bancorp
OFG
$2.22B
$15.4M 0.01%
576,359
-5,215
-0.9% -$145K
FNV icon
1115
Franco-Nevada
FNV
$51.3B
$15.4M 0.01%
96,240
+11,938
+14% +$1.72M
CYBR
1116
DELISTED
CyberArk
CYBR
$15.3M 0.01%
90,689
+8,658
+11% +$1.31M
VVV icon
1117
Valvoline
VVV
$4.1B
$15.3M 0.01%
484,791
+25,583
+6% +$836K
AVT icon
1118
Avnet
AVT
$7.27B
$15.3M 0.01%
375,795
+84,966
+29% +$3.5M
ECAT icon
1119
BlackRock ESG Capital Allocation Term Trust
ECAT
$1.53B
$15.2M 0.01%
+912,778
New +$15.4M
GLOB icon
1120
Globant
GLOB
$1.75B
$15.1M 0.01%
57,623
+5,549
+11% +$1.41M
RNR icon
1121
RenaissanceRe
RNR
$13.7B
$15.1M 0.01%
95,134
-7,810
-8% -$1.21M
KLIC icon
1122
Kulicke & Soffa
KLIC
$4.24B
$15M 0.01%
267,962
+14,330
+6% +$791K
ARDC
1123
Are Dynamic Credit Allocation Fund
ARDC
$296M
$15M 0.01%
1,037,993
-47,724
-4% -$721K
JPS
1124
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
$15M 0.01%
1,783,251
+180,405
+11% +$1.58M
MTG icon
1125
MGIC Investment
MTG
$6.36B
$14.9M 0.01%
1,101,004
+51,868
+5% +$778K
43 44
45
46 47

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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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ACI
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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.