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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
OTTR icon
1451
Otter Tail
OTTR
$3.74B
$8.77M ﹤0.01%
140,286
+258
+0.2% +$16.2K
EGBN icon
1452
Eagle Bancorp
EGBN
$861M
$8.77M ﹤0.01%
153,789
-211
-0.1% -$12.6K
IPAR icon
1453
Interparfums
IPAR
$3.61B
$8.75M ﹤0.01%
99,365
+1,587
+2% +$147K
SXT icon
1454
Sensient Technologies
SXT
$5.46B
$8.74M ﹤0.01%
104,101
+28,531
+38% +$2.4M
CWST icon
1455
Casella Waste Systems
CWST
$5.73B
$8.74M ﹤0.01%
99,686
+8,976
+10% +$715K
XLY icon
1456
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21B
$8.73M ﹤0.01%
94,432
-1,328
-1% -$122K
VNOM icon
1457
Viper Energy
VNOM
$8.4B
$8.71M ﹤0.01%
294,656
+17,271
+6% +$478K
EIM
1458
Eaton Vance Municipal Bond Fund
EIM
$465M
$8.71M ﹤0.01%
757,552
+342,213
+82% +$4.19M
SMPL icon
1459
Simply Good Foods
SMPL
$901M
$8.71M ﹤0.01%
229,530
-6,629
-3% -$247K
SFNC icon
1460
Simmons First National
SFNC
$3.3B
$8.69M ﹤0.01%
331,492
-3,069
-0.9% -$88.6K
ANAT
1461
DELISTED
American National Group, Inc. Common Stock
ANAT
$8.69M ﹤0.01%
45,945
-635
-1% -$120K
IOSP icon
1462
Innospec
IOSP
$2.29B
$8.68M ﹤0.01%
93,829
+9,036
+11% +$856K
VRTV
1463
DELISTED
VERITIV CORPORATION
VRTV
$8.68M ﹤0.01%
64,936
+9,484
+17% +$1.03M
SDHY
1464
PGIM Short Duration High Yield Opportunities Fund
SDHY
$379M
$8.67M ﹤0.01%
518,110
+255,528
+97% +$4.44M
BHVN
1465
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
$8.67M ﹤0.01%
73,100
+18,226
+33% +$2.27M
GRAB icon
1466
Grab
GRAB
$11.7B
$8.66M ﹤0.01%
+2,475,458
New +$12.5M
ADAM
1467
Adamas Trust
ADAM
$806M
$8.65M ﹤0.01%
592,625
+27,777
+5% +$406K
BKH icon
1468
Black Hills Corp
BKH
$5.38B
$8.65M ﹤0.01%
112,313
+4,049
+4% +$282K
MEOH icon
1469
Methanex
MEOH
$4.76B
$8.61M ﹤0.01%
157,833
-6,785
-4% -$332K
TRN icon
1470
Trinity Industries
TRN
$2.26B
$8.6M ﹤0.01%
250,146
-182,455
-42% -$5.62M
ACWV icon
1471
iShares MSCI Global Min Vol Factor ETF
ACWV
$3.34B
$8.57M ﹤0.01%
81,811
+340
+0.4% +$35.1K
NPO icon
1472
Enpro
NPO
$6.08B
$8.57M ﹤0.01%
87,651
+6,087
+7% +$648K
QDEL icon
1473
QuidelOrtho
QDEL
$739M
$8.56M ﹤0.01%
76,085
-24,856
-25% -$2.65M
IONS icon
1474
Ionis Pharmaceuticals
IONS
$7.45B
$8.55M ﹤0.01%
230,804
+5,698
+3% +$187K
HOMB icon
1475
Home BancShares
HOMB
$5.95B
$8.54M ﹤0.01%
377,925
-499
-0.1% -$11.8K
57 58
59
60 61

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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.