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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
MEDP icon
1226
Medpace
MEDP
$16.8B
$12.5M 0.01%
76,618
-2,769
-3% -$457K
OPLN
1227
Openlane
OPLN
$4.28B
$12.5M 0.01%
693,914
-86,218
-11% -$1.38M
CUZ icon
1228
Cousins Properties
CUZ
$4.85B
$12.5M 0.01%
309,436
+45,856
+17% +$1.81M
BVN icon
1229
Compañía de Minas Buenaventura
BVN
$8.92B
$12.5M 0.01%
1,237,785
-55,598
-4% -$514K
FLG
1230
Flagstar Bank National Association
FLG
$5.58B
$12.4M 0.01%
386,171
-89,590
-19% -$3.15M
PEB icon
1231
Pebblebrook Hotel Trust
PEB
$2.09B
$12.4M 0.01%
506,672
-16,991
-3% -$390K
JPC icon
1232
Nuveen Preferred & Income Opportunities Fund
JPC
$2.77B
$12.4M 0.01%
1,444,327
+171,577
+13% +$1.53M
STOR
1233
DELISTED
STORE Capital Corporation
STOR
$12.4M 0.01%
423,808
+12,360
+3% +$381K
PZZA icon
1234
Papa John's
PZZA
$781M
$12.4M 0.01%
117,555
+18,459
+19% +$2.07M
TEI
1235
Templeton Emerging Markets Income Fund
TEI
$320M
$12.3M 0.01%
1,794,305
+44,227
+3% +$305K
Z icon
1236
Zillow
Z
$8.02B
$12.3M 0.01%
249,226
-6,901
-3% -$371K
USFD icon
1237
US Foods
USFD
$23.2B
$12.3M 0.01%
326,370
-247,829
-43% -$9.03M
ACA icon
1238
Arcosa
ACA
$7.13B
$12.2M 0.01%
213,444
+13,519
+7% +$697K
GPI icon
1239
Group 1 Automotive
GPI
$3.15B
$12.2M 0.01%
72,761
+2,993
+4% +$544K
AMPH icon
1240
Amphastar Pharmaceuticals
AMPH
$936M
$12.2M 0.01%
339,347
+174,951
+106% +$4.96M
NNN icon
1241
NNN REIT
NNN
$8.77B
$12.1M 0.01%
269,468
+3,588
+1% +$158K
CXSE icon
1242
WisdomTree Trust WisdomTree China ex-State-Owned Enterprises Fund
CXSE
$490M
$12.1M 0.01%
302,309
-80,588
-21% -$3.64M
LBTYK icon
1243
Liberty Global Class C
LBTYK
$3.56B
$12.1M 0.01%
465,906
-68,317
-13% -$1.83M
QQQ icon
1244
Invesco QQQ Trust
QQQ
$489B
$12.1M 0.01%
33,279
+8,787
+36% +$3.12M
BKE icon
1245
Buckle
BKE
$2.24B
$12.1M 0.01%
364,790
+51,494
+16% +$1.91M
SSL icon
1246
Sasol
SSL
$7.58B
$12M 0.01%
495,962
-7,012
-1% -$153K
AMKR icon
1247
Amkor Technology
AMKR
$11.9B
$11.9M 0.01%
548,427
+21,050
+4% +$477K
AEIS icon
1248
Advanced Energy
AEIS
$10.9B
$11.9M 0.01%
138,193
+15,105
+12% +$1.31M
SSD icon
1249
Simpson Manufacturing
SSD
$7.46B
$11.9M 0.01%
108,795
+11,549
+12% +$1.37M
QLYS icon
1250
Qualys
QLYS
$6.47B
$11.8M 0.01%
83,036
-6,507
-7% -$831K
48 49
50
51 52

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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.