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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

Rank Stock Value
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

Rank Stock Value
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

Rank Sector Weight
1 Technology 24.29%
2 Financials 13.33%
3 Healthcare 12.88%
4 Consumer Discretionary 10.38%
5 Industrials 7.99%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ARGO
2276
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$2.62M ﹤0.01%
63,419
-89,671
-59% -$4.3M
CAL icon
2277
Caleres
CAL
$417M
$2.62M ﹤0.01%
135,285
-772
-0.6% -$16.7K
SEI
2278
Solaris Energy Infrastructure
SEI
$4.52B
$2.61M ﹤0.01%
231,040
+93,020
+67% +$843K
AGL icon
2279
Agilon Health
AGL
$1.49B
$2.6M ﹤0.01%
4,108
-1,175
-22% -$606K
TILE icon
2280
Interface
TILE
$2.02B
$2.6M ﹤0.01%
191,650
+6,340
+3% +$87.4K
FISI icon
2281
Financial Institutions
FISI
$797M
$2.59M ﹤0.01%
86,086
+44
+0.1% +$1.41K
ACWI icon
2282
iShares MSCI ACWI ETF
ACWI
$33B
$2.58M ﹤0.01%
25,857
-11,053
-30% -$1.1M
SGRY icon
2283
Surgery Partners
SGRY
$1.76B
$2.58M ﹤0.01%
46,807
+7,816
+20% +$387K
CMCO icon
2284
Columbus McKinnon
CMCO
$478M
$2.58M ﹤0.01%
60,760
-4,593
-7% -$208K
XRN
2285
Chiron Real Estate Inc
XRN
$473M
$2.57M ﹤0.01%
31,540
+4,326
+16% +$354K
CVI icon
2286
CVR Energy
CVI
$5.38B
$2.57M ﹤0.01%
100,733
-2,253
-2% -$46.8K
IVR icon
2287
Invesco Mortgage Capital
IVR
$718M
$2.57M ﹤0.01%
112,792
-62,090
-36% -$1.53M
CTT
2288
DELISTED
CATCHMARK TIMBER TRUST, INC.
CTT
$2.57M ﹤0.01%
313,592
-131,598
-30% -$1.08M
ADTN icon
2289
Adtran
ADTN
$591M
$2.57M ﹤0.01%
139,301
-28,163
-17% -$558K
CSTL icon
2290
Castle Biosciences
CSTL
$1.09B
$2.56M ﹤0.01%
57,092
+14,120
+33% +$584K
NHC icon
2291
National Healthcare
NHC
$3.51B
$2.56M ﹤0.01%
36,466
-1,446
-4% -$97.2K
CNDT icon
2292
Conduent
CNDT
$255M
$2.56M ﹤0.01%
495,807
+5,943
+1% +$29.2K
NTGR icon
2293
NETGEAR
NTGR
$628M
$2.56M ﹤0.01%
103,595
+22,333
+27% +$596K
ZUMZ icon
2294
Zumiez
ZUMZ
$206M
$2.56M ﹤0.01%
66,930
+3,171
+5% +$138K
OSW icon
2295
OneSpaWorld
OSW
$2.22B
$2.55M ﹤0.01%
249,972
+23,218
+10% +$236K
TCMD icon
2296
Tactile Systems Technology
TCMD
$502M
$2.54M ﹤0.01%
125,889
+46,385
+58% +$811K
NCNO icon
2297
nCino
NCNO
$2.28B
$2.54M ﹤0.01%
+61,911
New +$2.83M
TVTX icon
2298
Travere Therapeutics
TVTX
$6.08B
$2.54M ﹤0.01%
98,367
-10,727
-10% -$285K
IGIB icon
2299
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.6B
$2.53M ﹤0.01%
46,130
– –
FIRY
2300
Firy Inc
FIRY
$171M
$2.53M ﹤0.01%
42,182
+3,617
+9% +$295K
90 91
92
93 94

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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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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.