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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
UPBD icon
1826
Upbound Group
UPBD
$1.32B
$5.21M ﹤0.01%
206,720
+45,878
+29% +$1.66M
BECN
1827
DELISTED
Beacon Roofing Supply, Inc.
BECN
$5.2M ﹤0.01%
87,714
+3,698
+4% +$212K
SNEX icon
1828
StoneX
SNEX
$8.33B
$5.19M ﹤0.01%
236,058
+87,163
+59% +$1.82M
ECPG icon
1829
Encore Capital Group
ECPG
$1.96B
$5.19M ﹤0.01%
82,671
+5,182
+7% +$338K
NUVA
1830
DELISTED
NuVasive, Inc.
NUVA
$5.18M ﹤0.01%
91,441
+14,745
+19% +$783K
UFCS icon
1831
United Fire Group
UFCS
$1.3B
$5.18M ﹤0.01%
166,833
-12,568
-7% -$334K
LEN.B icon
1832
Lennar Class B
LEN.B
$20.2B
$5.17M ﹤0.01%
79,612
+29,751
+60% +$2.2M
CACC icon
1833
Credit Acceptance
CACC
$6.65B
$5.17M ﹤0.01%
9,389
-1,476
-14% -$804K
UBA
1834
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
$5.17M ﹤0.01%
274,617
+14,836
+6% +$291K
NU icon
1835
Nu Holdings
NU
$65.6B
$5.16M ﹤0.01%
668,707
+658,278
+6,312% +$5.28M
HAE icon
1836
Haemonetics
HAE
$3.54B
$5.15M ﹤0.01%
81,488
+17,441
+27% +$948K
PDD icon
1837
Pinduoduo
PDD
$119B
$5.15M ﹤0.01%
128,303
-16,948
-12% -$871K
MFL
1838
DELISTED
BLACKROCK MUNIHOLDINGS INVESTMENT QUALITY FUND
MFL
$5.13M ﹤0.01%
418,711
+151,724
+57% +$1.99M
CWEN icon
1839
Clearway Energy Class C
CWEN
$5.19B
$5.13M ﹤0.01%
140,489
+5,729
+4% +$195K
VMEO
1840
DELISTED
Vimeo
VMEO
$5.12M ﹤0.01%
431,227
+130,073
+43% +$1.73M
WSBC icon
1841
WesBanco
WSBC
$3.95B
$5.12M ﹤0.01%
148,855
-3,457
-2% -$125K
GNW icon
1842
Genworth Financial
GNW
$3.86B
$5.09M ﹤0.01%
1,347,864
+45,413
+3% +$182K
AFRM icon
1843
Affirm
AFRM
$25.4B
$5.09M ﹤0.01%
109,971
+11,067
+11% +$579K
GDV icon
1844
Gabelli Dividend & Income Trust
GDV
$2.6B
$5.08M ﹤0.01%
+206,125
New +$5.13M
BCH icon
1845
Banco de Chile
BCH
$20.1B
$5.08M ﹤0.01%
236,960
+24,114
+11% +$489K
JWN
1846
DELISTED
Nordstrom
JWN
$5.07M ﹤0.01%
187,147
+28,757
+18% +$673K
CFFN icon
1847
Capitol Federal Financial
CFFN
$1.08B
$5.07M ﹤0.01%
465,974
+108,250
+30% +$1.21M
PAGS icon
1848
PagSeguro Digital
PAGS
$2.53B
$5.07M ﹤0.01%
252,745
-29,543
-10% -$550K
PPC icon
1849
Pilgrim's Pride
PPC
$7B
$5.06M ﹤0.01%
201,455
+12,462
+7% +$323K
WGO icon
1850
Winnebago Industries
WGO
$882M
$5.05M ﹤0.01%
93,519
-2,044
-2% -$132K
72 73
74
75 76

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AF
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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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ACI
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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.