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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
CLVT icon
1701
Clarivate
CLVT
$1.55B
$6.27M ﹤0.01%
373,979
+114,874
+44% +$1.9M
TFSL icon
1702
TFS Financial
TFSL
$5.17B
$6.24M ﹤0.01%
376,105
+10,748
+3% +$185K
MGEE icon
1703
MGE Energy Inc
MGEE
$3.17B
$6.24M ﹤0.01%
78,156
+885
+1% +$67.3K
MSD
1704
Morgan Stanley Emerging Markets Debt Fund
MSD
$147M
$6.23M ﹤0.01%
800,979
+82,239
+11% +$683K
HOUS
1705
DELISTED
Anywhere Real Estate
HOUS
$6.23M ﹤0.01%
397,298
+29,453
+8% +$492K
JACK icon
1706
Jack in the Box
JACK
$307M
$6.23M ﹤0.01%
66,678
+12,141
+22% +$1.07M
SBGI icon
1707
Sinclair Inc
SBGI
$1.04B
$6.23M ﹤0.01%
222,228
+51,340
+30% +$1.43M
TTMI icon
1708
TTM Technologies
TTMI
$12.7B
$6.2M ﹤0.01%
418,429
+3,022
+0.7% +$41.5K
TNC icon
1709
Tennant Co
TNC
$1.5B
$6.19M ﹤0.01%
78,532
+9,581
+14% +$757K
XLV icon
1710
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
$6.17M ﹤0.01%
45,035
+11,065
+33% +$1.46M
THS
1711
DELISTED
Treehouse Foods
THS
$6.16M ﹤0.01%
191,074
-54,212
-22% -$2.04M
ESI icon
1712
Element Solutions
ESI
$9.09B
$6.16M ﹤0.01%
281,161
-15,323
-5% -$353K
UE icon
1713
Urban Edge Properties
UE
$3B
$6.15M ﹤0.01%
322,157
+24,473
+8% +$453K
DLO icon
1714
dLocal
DLO
$4.14B
$6.15M ﹤0.01%
196,767
+4,256
+2% +$128K
CCXI
1715
DELISTED
ChemoCentryx, Inc.
CCXI
$6.11M ﹤0.01%
243,610
-23,150
-9% -$651K
WKC icon
1716
World Kinect Corp
WKC
$1.9B
$6.11M ﹤0.01%
225,788
+41,297
+22% +$1.15M
PCH
1717
DELISTED
PotlatchDeltic
PCH
$6.09M ﹤0.01%
115,575
+15,023
+15% +$820K
ENS icon
1718
EnerSys
ENS
$6.94B
$6.08M ﹤0.01%
81,471
+5,569
+7% +$416K
TNET icon
1719
TriNet
TNET
$2.84B
$6.06M ﹤0.01%
61,610
-13,620
-18% -$1.2M
KELYA icon
1720
Kelly Services Class A
KELYA
$549M
$6.06M ﹤0.01%
279,278
+18,628
+7% +$363K
TOWN icon
1721
Towne Bank
TOWN
$3.37B
$6.06M ﹤0.01%
202,265
+6,151
+3% +$194K
OPP
1722
RiverNorth/DoubleLine Strategic Opportunity Fund
OPP
$192M
$6.04M ﹤0.01%
490,956
-22,989
-4% -$305K
FSLY icon
1723
Fastly Inc
FSLY
$3.3B
$6.03M ﹤0.01%
346,866
+257,235
+287% +$6.01M
UMBF icon
1724
UMB Financial
UMBF
$11.2B
$6.02M ﹤0.01%
61,998
-1,413
-2% -$144K
MAXR
1725
DELISTED
Maxar Technologies Inc. Common Stock
MAXR
$6M ﹤0.01%
152,082
+3,721
+3% +$114K
67 68
69
70 71

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MCM
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PSUF
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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.