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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
RIVN icon
1476
Rivian
RIVN
$22.1B
$8.53M ﹤0.01%
169,860
+123,419
+266% +$7.51M
WD icon
1477
Walker & Dunlop
WD
$1.35B
$8.53M ﹤0.01%
65,888
-8,395
-11% -$1.15M
OLLI icon
1478
Ollie's Bargain Outlet
OLLI
$4.35B
$8.52M ﹤0.01%
198,228
+14,318
+8% +$639K
BOKF icon
1479
BOK Financial
BOKF
$8.07B
$8.51M ﹤0.01%
90,537
-909
-1% -$93.8K
VLY icon
1480
Valley National Bancorp
VLY
$7.48B
$8.51M ﹤0.01%
653,199
+18,120
+3% +$253K
SAIC icon
1481
Saic
SAIC
$5.56B
$8.5M ﹤0.01%
92,269
+4,671
+5% +$403K
SPTN
1482
DELISTED
SpartanNash
SPTN
$8.5M ﹤0.01%
257,584
+13,269
+5% +$375K
AVAV icon
1483
AeroVironment
AVAV
$7.95B
$8.48M ﹤0.01%
90,103
+35,255
+64% +$2.44M
DIN icon
1484
Dine Brands
DIN
$348M
$8.46M ﹤0.01%
108,566
+27,212
+33% +$2.02M
RDN icon
1485
Radian Group
RDN
$4.67B
$8.46M ﹤0.01%
380,923
+721
+0.2% +$16.6K
UNIT
1486
Uniti Group
UNIT
$2.32B
$8.43M ﹤0.01%
612,600
+45,499
+8% +$576K
BUSE icon
1487
First Busey Corp
BUSE
$2.5B
$8.42M ﹤0.01%
332,131
+2,541
+0.8% +$70K
CNA icon
1488
CNA Financial
CNA
$13B
$8.41M ﹤0.01%
172,906
-1,352
-0.8% -$62.9K
PPT
1489
Franklin Premier Income Trust
PPT
$315M
$8.4M ﹤0.01%
2,105,976
+699,355
+50% +$2.83M
AMC icon
1490
AMC Entertainment Holdings
AMC
$2.37B
$8.38M ﹤0.01%
34,012
-6,314
-16% -$1.17M
MTZ icon
1491
MasTec
MTZ
$18.1B
$8.38M ﹤0.01%
96,210
+2,798
+3% +$244K
TDC icon
1492
Teradata
TDC
$2.71B
$8.37M ﹤0.01%
169,762
-407
-0.2% -$18.7K
MSGS icon
1493
Madison Square Garden
MSGS
$9.48B
$8.36M ﹤0.01%
46,613
+1,116
+2% +$190K
JOE icon
1494
St. Joe Company
JOE
$3.66B
$8.35M ﹤0.01%
140,992
+28,135
+25% +$1.46M
INDB icon
1495
Independent Bank
INDB
$3.91B
$8.35M ﹤0.01%
102,179
+12,767
+14% +$1.08M
KW
1496
DELISTED
Kennedy-Wilson Holdings
KW
$8.33M ﹤0.01%
341,630
+34,848
+11% +$802K
SPT icon
1497
Sprout Social
SPT
$683M
$8.3M ﹤0.01%
103,639
+885
+0.9% +$60.6K
PLXS icon
1498
Plexus
PLXS
$6.46B
$8.28M ﹤0.01%
101,215
-4,661
-4% -$388K
PTR
1499
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$8.27M ﹤0.01%
163,613
+30,352
+23% +$1.54M
EPRT icon
1500
Essential Properties Realty Trust
EPRT
$5.79B
$8.25M ﹤0.01%
326,148
-870
-0.3% -$22.4K
58 59
60
61 62

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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.