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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
EEMA icon
1951
iShares MSCI Emerging Markets Asia ETF
EEMA
$858M
$4.34M ﹤0.01%
58,730
+21,011
+56% +$1.64M
SXC icon
1952
SunCoke Energy
SXC
$717M
$4.33M ﹤0.01%
486,169
+167,065
+52% +$1.32M
NARI
1953
DELISTED
Inari Medical, Inc. Common Stock
NARI
$4.32M ﹤0.01%
47,691
+11,877
+33% +$972K
MCBC
1954
DELISTED
Macatawa Bank Corp
MCBC
$4.31M ﹤0.01%
478,215
+35,631
+8% +$327K
HTLD icon
1955
Heartland Express
HTLD
$1.19B
$4.31M ﹤0.01%
306,182
+72,513
+31% +$1.08M
SHLS icon
1956
Shoals Technologies Group
SHLS
$1.77B
$4.31M ﹤0.01%
252,719
+216,642
+600% +$3.75M
CX icon
1957
Cemex
CX
$18.9B
$4.3M ﹤0.01%
813,853
-827,826
-50% -$4.69M
LPRO
1958
Open Lending Corp
LPRO
$372M
$4.3M ﹤0.01%
227,307
+70,808
+45% +$1.36M
BRBR icon
1959
BellRing Brands
BRBR
$1.39B
$4.3M ﹤0.01%
186,197
+159,707
+603% +$4.01M
EPAC icon
1960
Enerpac Tool Group
EPAC
$1.81B
$4.29M ﹤0.01%
195,948
+9,127
+5% +$173K
IBOC icon
1961
International Bancshares
IBOC
$4.84B
$4.28M ﹤0.01%
101,410
-5,774
-5% -$248K
DFAU icon
1962
Dimensional US Core Equity Market ETF
DFAU
$12.4B
$4.27M ﹤0.01%
135,354
-50,462
-27% -$1.57M
NMAI icon
1963
Nuveen Multi-Asset Income Fund
NMAI
$472M
$4.26M ﹤0.01%
262,732
+115,544
+79% +$1.96M
CCO icon
1964
Clear Channel Outdoor Holdings
CCO
$1.23B
$4.25M ﹤0.01%
1,227,699
+859,958
+234% +$2.92M
LZB icon
1965
La-Z-Boy
LZB
$1.62B
$4.25M ﹤0.01%
161,007
-34,604
-18% -$1.11M
USNA icon
1966
Usana Health Sciences
USNA
$418M
$4.23M ﹤0.01%
53,273
+7,087
+15% +$639K
GCO icon
1967
Genesco
GCO
$415M
$4.23M ﹤0.01%
66,515
+824
+1% +$53.6K
LKFN icon
1968
Lakeland Financial Corp
LKFN
$1.58B
$4.23M ﹤0.01%
57,961
+6,775
+13% +$541K
SMAR
1969
DELISTED
Smartsheet Inc.
SMAR
$4.23M ﹤0.01%
77,234
-21,194
-22% -$1.21M
TKC icon
1970
Turkcell
TKC
$5.2B
$4.23M ﹤0.01%
1,086,300
+583,735
+116% +$2.09M
RTLR
1971
DELISTED
Rattler Midstream LP Common Units
RTLR
$4.22M ﹤0.01%
302,109
+5,471
+2% +$71K
HLIT icon
1972
Harmonic Inc
HLIT
$1.32B
$4.22M ﹤0.01%
454,107
-173,731
-28% -$1.7M
CALX icon
1973
Calix
CALX
$2.46B
$4.22M ﹤0.01%
98,294
-30,957
-24% -$1.57M
KMT icon
1974
Kennametal
KMT
$2.71B
$4.21M ﹤0.01%
147,329
-26,347
-15% -$866K
SLCA
1975
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$4.21M ﹤0.01%
225,349
-8,228
-4% -$104K
77 78
79
80 81

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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.