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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
ESTC icon
1801
Elastic
ESTC
$6.39B
$5.4M ﹤0.01%
60,674
+4,288
+8% +$383K
STR
1802
DELISTED
Sitio Royalties
STR
$5.39M ﹤0.01%
200,081
+8,426
+4% +$190K
STAA icon
1803
STAAR Surgical
STAA
$1.25B
$5.38M ﹤0.01%
67,327
+10,024
+17% +$747K
UHT
1804
Universal Health Realty Income Trust
UHT
$606M
$5.36M ﹤0.01%
91,828
+8,682
+10% +$503K
HR
1805
DELISTED
Healthcare Realty Trust Incorporated
HR
$5.36M ﹤0.01%
194,991
+3,930
+2% +$116K
JBGS
1806
JBG SMITH
JBGS
$865M
$5.36M ﹤0.01%
183,350
+14,352
+8% +$404K
FORR icon
1807
Forrester Research
FORR
$198M
$5.35M ﹤0.01%
94,866
+13,531
+17% +$730K
IWV icon
1808
iShares Russell 3000 ETF
IWV
$19.7B
$5.35M ﹤0.01%
20,393
-158
-0.8% -$40.9K
CBRL icon
1809
Cracker Barrel
CBRL
$1.17B
$5.34M ﹤0.01%
45,017
+6,813
+18% +$845K
CNR
1810
Core Natural Resources Inc
CNR
$4.16B
$5.34M ﹤0.01%
141,884
+3,932
+3% +$114K
HLNE icon
1811
Hamilton Lane
HLNE
$3.7B
$5.34M ﹤0.01%
69,040
+8,016
+13% +$668K
HA
1812
DELISTED
Hawaiian Holdings, Inc.
HA
$5.33M ﹤0.01%
270,563
-20,925
-7% -$388K
KOF icon
1813
Coca-Cola Femsa
KOF
$21.7B
$5.32M ﹤0.01%
96,891
-7,955
-8% -$425K
BTU icon
1814
Peabody Energy
BTU
$2.71B
$5.32M ﹤0.01%
216,978
-181,103
-45% -$3.07M
HMY icon
1815
Harmony Gold Mining
HMY
$9.08B
$5.32M ﹤0.01%
1,058,029
+77,341
+8% +$330K
WBT
1816
DELISTED
Welbilt, Inc.
WBT
$5.32M ﹤0.01%
223,950
+46,697
+26% +$1.11M
ENV
1817
DELISTED
ENVESTNET, INC.
ENV
$5.32M ﹤0.01%
71,459
-3,415
-5% -$250K
CCRN icon
1818
Cross Country Healthcare
CCRN
$427M
$5.31M ﹤0.01%
245,147
+21,231
+9% +$461K
FCFS icon
1819
FirstCash
FCFS
$9.34B
$5.3M ﹤0.01%
75,310
+2,600
+4% +$184K
KFRC icon
1820
Kforce
KFRC
$1.05B
$5.29M ﹤0.01%
71,585
-1,434
-2% -$102K
PRAA icon
1821
PRA Group
PRAA
$695M
$5.26M ﹤0.01%
116,743
+1,690
+1% +$78.1K
PSFE icon
1822
Paysafe
PSFE
$419M
$5.26M ﹤0.01%
129,211
-33,300
-20% -$1.37M
WAFD icon
1823
WaFd
WAFD
$2.83B
$5.24M ﹤0.01%
159,618
+50,896
+47% +$1.78M
SAFT icon
1824
Safety Insurance
SAFT
$1.1B
$5.23M ﹤0.01%
57,610
+3,245
+6% +$277K
MRTN icon
1825
Marten Transport
MRTN
$1.44B
$5.23M ﹤0.01%
294,641
+872
+0.3% +$15.3K
71 72
73
74 75

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MCM
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PSUF
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IA
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SCC
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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.