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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
CRNC icon
1976
Cerence
CRNC
$418M
$4.2M ﹤0.01%
116,454
+49,837
+75% +$2.45M
ALTR
1977
DELISTED
Altair Engineering Inc
ALTR
$4.2M ﹤0.01%
65,197
+8,244
+14% +$520K
ALG icon
1978
Alamo Group
ALG
$2.02B
$4.2M ﹤0.01%
29,188
+2,280
+8% +$330K
IVH
1979
DELISTED
Delaware Ivy High Income Opportunities Fund
IVH
$4.19M ﹤0.01%
330,996
+108,148
+49% +$1.41M
PRG icon
1980
PROG Holdings
PRG
$1.9B
$4.19M ﹤0.01%
145,515
-152,904
-51% -$5.4M
USMV icon
1981
iShares MSCI USA Min Vol Factor ETF
USMV
$23.2B
$4.18M ﹤0.01%
53,897
+19,407
+56% +$1.47M
NKTR icon
1982
Nektar Therapeutics
NKTR
$2.27B
$4.18M ﹤0.01%
51,700
+16,374
+46% +$2.42M
MCY icon
1983
Mercury Insurance
MCY
$5.95B
$4.17M ﹤0.01%
75,811
+8,100
+12% +$436K
PDFS icon
1984
PDF Solutions
PDFS
$2.17B
$4.17M ﹤0.01%
149,445
+41,180
+38% +$1.15M
UTL icon
1985
Unitil
UTL
$979M
$4.15M ﹤0.01%
83,249
+18,008
+28% +$880K
RAMP icon
1986
LiveRamp
RAMP
$2.31B
$4.14M ﹤0.01%
110,613
+886
+0.8% +$37K
NOMD icon
1987
Nomad Foods
NOMD
$1.64B
$4.13M ﹤0.01%
183,002
-48,211
-21% -$1.17M
HT
1988
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$4.13M ﹤0.01%
455,082
-5,496
-1% -$50.7K
CGNT icon
1989
Cognyte Software
CGNT
$655M
$4.13M ﹤0.01%
364,764
+293,918
+415% +$3.4M
RCM
1990
DELISTED
R1 RCM Inc. Common Stock
RCM
$4.12M ﹤0.01%
154,054
+24,626
+19% +$604K
RPT
1991
Rithm Property Trust
RPT
$83.6M
$4.1M ﹤0.01%
58,281
+3,834
+7% +$279K
OPI
1992
DELISTED
Office Properties Income Trust
OPI
$4.09M ﹤0.01%
158,860
+36,064
+29% +$917K
PGNY icon
1993
Progyny
PGNY
$2.5B
$4.08M ﹤0.01%
79,427
+12,010
+18% +$514K
SEB icon
1994
Seaboard Corp
SEB
$4.4B
$4.08M ﹤0.01%
970
+31
+3% +$120K
TRMK icon
1995
Trustmark
TRMK
$2.79B
$4.08M ﹤0.01%
134,171
+10,796
+9% +$350K
VGR
1996
DELISTED
Vector Group Ltd.
VGR
$4.07M ﹤0.01%
338,103
-65,664
-16% -$730K
PENG
1997
Penguin Solutions Inc
PENG
$3.38B
$4.05M ﹤0.01%
156,985
-4,039
-3% -$114K
CXW icon
1998
CoreCivic
CXW
$3.03B
$4.05M ﹤0.01%
362,650
-4,598
-1% -$45K
GNK icon
1999
Genco Shipping & Trading
GNK
$1.1B
$4.04M ﹤0.01%
171,029
+72,652
+74% +$1.34M
IDCC icon
2000
InterDigital
IDCC
$6.86B
$4.04M ﹤0.01%
63,312
-7,115
-10% -$473K
78 79
80
81 82

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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.