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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
XYL icon
401
Xylem
XYL
$26B
$80.6M 0.04%
945,554
+370,295
+64% +$35.5M
MPWR icon
402
Monolithic Power Systems
MPWR
$61.7B
$80.5M 0.04%
165,795
+23,513
+17% +$10.2M
JBHT icon
403
JB Hunt Transport Services
JBHT
$24.5B
$80.4M 0.04%
400,270
-16,050
-4% -$3.2M
INFY icon
404
Infosys
INFY
$48.8B
$80.3M 0.04%
3,227,980
+106,484
+3% +$2.52M
NDAQ icon
405
Nasdaq
NDAQ
$55.5B
$80.1M 0.04%
1,348,950
+92,619
+7% +$5.48M
BR icon
406
Broadridge
BR
$20.9B
$80.1M 0.04%
514,193
+13,639
+3% +$2.09M
CNI icon
407
Canadian National Railway
CNI
$76.2B
$79.9M 0.04%
595,995
+42,777
+8% +$5.35M
XYZ
408
Block Inc
XYZ
$50.2B
$79.3M 0.04%
584,780
+146,221
+33% +$17.7M
ETR icon
409
Entergy
ETR
$49.3B
$79.2M 0.04%
1,357,234
+7,072
+0.5% +$387K
LNG icon
410
Cheniere Energy
LNG
$58.3B
$79M 0.04%
570,098
-11,660
-2% -$1.42M
LYV icon
411
Live Nation Entertainment
LYV
$42.3B
$78.5M 0.04%
667,649
+45,792
+7% +$5.23M
JNPR
412
DELISTED
Juniper Networks
JNPR
$78.5M 0.04%
2,112,656
+154,564
+8% +$5.31M
ZBRA icon
413
Zebra Technologies
ZBRA
$16.9B
$78.1M 0.04%
188,763
+1,073
+0.6% +$493K
CRWD icon
414
CrowdStrike
CRWD
$224B
$77.8M 0.04%
1,370,180
+124,332
+10% +$5.79M
LUV icon
415
Southwest Airlines
LUV
$19.4B
$77M 0.04%
1,680,589
+150,133
+10% +$6.6M
FFIV icon
416
F5
FFIV
$22.3B
$76.5M 0.04%
366,101
+7,876
+2% +$1.65M
FTV icon
417
Fortive
FTV
$18B
$76.5M 0.04%
1,666,001
-244,943
-13% -$12.1M
CNP icon
418
CenterPoint Energy
CNP
$25.8B
$76.3M 0.04%
2,489,927
+204,115
+9% +$5.73M
EFV icon
419
iShares MSCI EAFE Value ETF
EFV
$31.6B
$76.3M 0.04%
1,517,468
+121,687
+9% +$6.19M
HRL icon
420
Hormel Foods
HRL
$11.9B
$76.2M 0.04%
1,478,979
+897
+0.1% +$43.9K
PKG icon
421
Packaging Corp of America
PKG
$21.4B
$76.2M 0.04%
488,241
+25,215
+5% +$3.68M
WAT icon
422
Waters Corp
WAT
$40.7B
$76.1M 0.04%
245,132
-4,999
-2% -$1.63M
CAH icon
423
Cardinal Health
CAH
$54.6B
$76M 0.04%
1,340,623
-13,066
-1% -$700K
CDW icon
424
CDW
CDW
$18.5B
$75.9M 0.04%
424,549
+3,873
+0.9% +$709K
RY icon
425
Royal Bank of Canada
RY
$283B
$75.6M 0.04%
685,213
+29,972
+5% +$3.36M
15 16
17
18 19

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MCM
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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.