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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
HRI icon
1126
Herc Holdings
HRI
$5.03B
$14.8M 0.01%
88,718
-7,220
-8% -$1.14M
VG
1127
DELISTED
Vonage Holdings Corporation
VG
$14.8M 0.01%
727,273
+71,920
+11% +$1.47M
FLO icon
1128
Flowers Foods
FLO
$1.51B
$14.7M 0.01%
572,986
+34,454
+6% +$938K
WHD icon
1129
Cactus
WHD
$4.86B
$14.6M 0.01%
258,131
+41,201
+19% +$2.04M
FL
1130
DELISTED
Foot Locker
FL
$14.6M 0.01%
490,952
+89,802
+22% +$3.43M
GFI icon
1131
Gold Fields
GFI
$40.9B
$14.6M 0.01%
941,751
+33,262
+4% +$428K
ICUI icon
1132
ICU Medical
ICUI
$4.38B
$14.6M 0.01%
65,372
+83
+0.1% +$18.6K
GPK icon
1133
Graphic Packaging
GPK
$3.42B
$14.5M 0.01%
725,976
+96,873
+15% +$1.88M
CIB icon
1134
Grupo Cibest SA
CIB
$23B
$14.5M 0.01%
338,747
+20,225
+6% +$730K
CSGS
1135
DELISTED
CSG Systems International
CSGS
$14.4M 0.01%
226,638
+70,695
+45% +$4.25M
TWO
1136
DELISTED
Two Harbors Investment
TWO
$14.4M 0.01%
651,091
+89,683
+16% +$1.95M
TPL icon
1137
Texas Pacific Land
TPL
$25.1B
$14.4M 0.01%
95,535
+6,093
+7% +$803K
CVNA icon
1138
Carvana
CVNA
$53.3B
$14.3M 0.01%
601,030
+71,830
+14% +$2.09M
UCB
1139
United Community Banks
UCB
$4.24B
$14.3M 0.01%
411,843
+31,798
+8% +$1.17M
NVT icon
1140
nVent Electric
NVT
$24B
$14.3M 0.01%
411,992
-7,451
-2% -$261K
OTEX icon
1141
Open Text
OTEX
$6.08B
$14.3M 0.01%
337,688
-27,976
-8% -$1.24M
BCAT icon
1142
BlackRock Capital Allocation Term Trust
BCAT
$1.68B
$14.3M 0.01%
862,490
+150,660
+21% +$2.65M
KTF
1143
DWS Municipal Income Trust
KTF
$345M
$14.3M 0.01%
1,369,646
+200,068
+17% +$2.18M
WTM icon
1144
White Mountains Insurance
WTM
$5.1B
$14.2M 0.01%
12,513
+405
+3% +$424K
PBR icon
1145
Petrobras
PBR
$119B
$14.2M 0.01%
960,518
-100,529
-9% -$1.35M
WWE
1146
DELISTED
World Wrestling Entertainment
WWE
$14.2M 0.01%
227,310
+19,904
+10% +$1.1M
JGH icon
1147
Nuveen Global High Income Fund
JGH
$349M
$14.2M 0.01%
995,181
+71,897
+8% +$1.05M
CADE
1148
DELISTED
Cadence Bank
CADE
$14.1M 0.01%
482,653
-10,138
-2% -$316K
BRKR icon
1149
Bruker
BRKR
$8.7B
$14.1M 0.01%
219,603
-3,889
-2% -$266K
ACHC icon
1150
Acadia Healthcare
ACHC
$2.66B
$14.1M 0.01%
215,472
+22,703
+12% +$1.32M
44 45
46
47 48

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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.