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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

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

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

1 Technology 24.28%
2 Financials 13.19%
3 Healthcare 12.81%
4 Consumer Discretionary 10.38%
5 Industrials 7.97%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
NEOG icon
1626
Neogen
NEOG
$2.25B
$6.96M ﹤0.01%
225,584
-15,948
-7% -$573K
VMI icon
1627
Valmont Industries
VMI
$10.5B
$6.94M ﹤0.01%
29,098
-329
-1% -$74.8K
TCBI icon
1628
Texas Capital Bancshares
TCBI
$4.71B
$6.93M ﹤0.01%
120,936
-2,735
-2% -$175K
TPH
1629
DELISTED
Tri Pointe Homes
TPH
$6.92M ﹤0.01%
344,563
-67
-0% -$1.56K
SCHL icon
1630
Scholastic
SCHL
$859M
$6.9M ﹤0.01%
171,245
+22,051
+15% +$912K
UVSP icon
1631
Univest Financial
UVSP
$1.26B
$6.9M ﹤0.01%
257,685
-4,838
-2% -$142K
ALRM icon
1632
Alarm.com
ALRM
$2.68B
$6.89M ﹤0.01%
103,738
-11,915
-10% -$843K
COTY icon
1633
Coty
COTY
$2.19B
$6.88M ﹤0.01%
764,811
+19,883
+3% +$177K
AKR icon
1634
Acadia Realty Trust
AKR
$2.95B
$6.87M ﹤0.01%
316,886
-56,772
-15% -$1.2M
IJH icon
1635
iShares Core S&P Mid-Cap ETF
IJH
$123B
$6.84M ﹤0.01%
127,485
+5,845
+5% +$311K
RLJ icon
1636
RLJ Lodging Trust
RLJ
$1.78B
$6.83M ﹤0.01%
485,451
-25,119
-5% -$353K
LBRDA icon
1637
Liberty Broadband Class A
LBRDA
$4.5B
$6.83M ﹤0.01%
52,115
+7,215
+16% +$1.03M
GMS
1638
DELISTED
GMS Inc
GMS
$6.83M ﹤0.01%
137,170
+10,524
+8% +$554K
BIG
1639
DELISTED
Big Lots, Inc.
BIG
$6.83M ﹤0.01%
197,269
+12,649
+7% +$497K
MYRG icon
1640
MYR Group
MYRG
$6.21B
$6.81M ﹤0.01%
72,448
-3,515
-5% -$335K
MLCO icon
1641
Melco Resorts & Entertainment
MLCO
$2.1B
$6.81M ﹤0.01%
891,380
-49,996
-5% -$481K
CSII
1642
DELISTED
Cardiovascular Systems, Inc.
CSII
$6.8M ﹤0.01%
301,069
+201,847
+203% +$3.92M
GKOS icon
1643
Glaukos
GKOS
$9.13B
$6.78M ﹤0.01%
117,185
+13,340
+13% +$706K
MATW icon
1644
Matthews International
MATW
$872M
$6.78M ﹤0.01%
209,393
+36,990
+21% +$1.27M
CMRE icon
1645
Costamare
CMRE
$1.84B
$6.77M ﹤0.01%
397,007
-22,272
-5% -$318K
RES icon
1646
RPC Inc
RES
$1.29B
$6.73M ﹤0.01%
630,331
+172,906
+38% +$1.38M
IRWD icon
1647
Ironwood Pharmaceuticals
IRWD
$637M
$6.72M ﹤0.01%
534,384
-10,385
-2% -$119K
SAFE
1648
Safehold
SAFE
$1.23B
$6.72M ﹤0.01%
58,946
+4,174
+8% +$488K
WIRE
1649
DELISTED
Encore Wire Corp
WIRE
$6.72M ﹤0.01%
58,885
-9,212
-14% -$1.11M
SPHR icon
1650
Sphere Entertainment
SPHR
$4.96B
$6.71M ﹤0.01%
80,590
+3,777
+5% +$284K
64 65
66
67 68

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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.