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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
MD icon
1351
Pediatrix Medical
MD
$2.16B
$10.1M 0.01%
428,328
-65,440
-13% -$1.6M
SKYW icon
1352
Skywest
SKYW
$3.84B
$10M 0.01%
347,767
+72,057
+26% +$2.35M
FCN icon
1353
FTI Consulting
FCN
$4.25B
$10M 0.01%
63,757
+4,796
+8% +$715K
CWT icon
1354
California Water Service
CWT
$3.12B
$10M 0.01%
169,053
+10,594
+7% +$638K
KRC icon
1355
Kilroy Realty
KRC
$4.21B
$9.99M 0.01%
130,740
+9,460
+8% +$664K
BBD icon
1356
Banco Bradesco
BBD
$34.4B
$9.98M 0.01%
2,365,860
+133,838
+6% +$491K
KNSL icon
1357
Kinsale Capital Group
KNSL
$8.67B
$9.97M 0.01%
43,713
+2,339
+6% +$488K
AWI icon
1358
Armstrong World Industries
AWI
$7.4B
$9.95M 0.01%
110,565
+33,193
+43% +$3.21M
UI icon
1359
Ubiquiti
UI
$36.3B
$9.92M 0.01%
34,081
+2,829
+9% +$764K
ONC
1360
BeOne Medicines Ltd
ONC
$41.5B
$9.92M 0.01%
52,607
-3,246
-6% -$690K
CPA icon
1361
Copa Holdings
CPA
$5.29B
$9.92M 0.01%
118,577
-3,983
-3% -$328K
NTB icon
1362
Bank of N.T. Butterfield & Son
NTB
$2.33B
$9.87M 0.01%
274,988
-14,545
-5% -$552K
BMI icon
1363
Badger Meter
BMI
$3.93B
$9.86M 0.01%
98,927
+12,165
+14% +$1.19M
ABCB icon
1364
Ameris Bancorp
ABCB
$5.74B
$9.86M 0.01%
224,664
+5,564
+3% +$274K
GME icon
1365
GameStop
GME
$8.02B
$9.84M 0.01%
236,152
-34,616
-13% -$1.02M
IJR icon
1366
iShares Core S&P Small-Cap ETF
IJR
$110B
$9.83M 0.01%
91,088
-33,687
-27% -$3.64M
EVTC icon
1367
Evertec
EVTC
$1.79B
$9.76M 0.01%
238,328
-8,545
-3% -$366K
EDD
1368
Morgan Stanley Emerging Markets Domestic Debt Fund
EDD
$379M
$9.75M 0.01%
1,954,584
+128,261
+7% +$672K
GLNG icon
1369
Golar LNG
GLNG
$5.13B
$9.75M 0.01%
393,327
+74,316
+23% +$1.23M
VUG icon
1370
Vanguard Morningstar Growth ETF
VUG
$228B
$9.75M 0.01%
203,322
-12,258
-6% -$580K
SGI
1371
Somnigroup International
SGI
$13.5B
$9.74M 0.01%
348,971
+3,431
+1% +$126K
EC icon
1372
Ecopetrol
EC
$33.9B
$9.73M 0.01%
523,222
-1,009
-0.2% -$15.9K
ACAD icon
1373
Acadia Pharmaceuticals
ACAD
$5.02B
$9.69M 0.01%
400,201
+15,994
+4% +$387K
SRC
1374
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$9.69M 0.01%
210,477
+11,540
+6% +$538K
FFIN icon
1375
First Financial Bankshares
FFIN
$4.79B
$9.66M 0.01%
219,053
-12,242
-5% -$585K
53 54
55
56 57

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AF
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MCM
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PSUF
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IA
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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.