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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
PWR icon
426
Quanta Services
PWR
$90.6B
$75.3M 0.04%
571,789
-12,500
-2% -$1.39M
SNOW icon
427
Snowflake
SNOW
$114B
$75.2M 0.04%
328,136
-71,175
-18% -$18.4M
NTRS icon
428
Northern Trust
NTRS
$34.2B
$75.1M 0.04%
644,532
+7,531
+1% +$893K
TRGP icon
429
Targa Resources
TRGP
$61.7B
$75.1M 0.04%
994,506
-59,602
-6% -$3.77M
QRVO icon
430
Qorvo
QRVO
$8.36B
$74.8M 0.04%
603,092
+177,067
+42% +$24M
GRMN
431
Garmin
GRMN
$55B
$74.6M 0.04%
629,353
+43,497
+7% +$5.23M
AVY icon
432
Avery Dennison
AVY
$13.5B
$74.2M 0.04%
426,777
+87,498
+26% +$16.3M
RVTY icon
433
Revvity
RVTY
$14.4B
$73.9M 0.04%
423,344
-35,628
-8% -$6.33M
CTLT
434
DELISTED
CATALENT, INC.
CTLT
$73.5M 0.04%
663,107
-33,132
-5% -$3.46M
ABB
435
DELISTED
ABB Ltd
ABB
$73.4M 0.04%
2,268,450
+155,943
+7% +$5.44M
IVZ icon
436
Invesco
IVZ
$14.5B
$73.3M 0.04%
3,178,697
+97,055
+3% +$2.15M
IGR
437
CBRE Global Real Estate Income Fund
IGR
$693M
$73.3M 0.04%
8,105,435
+655,529
+9% +$5.67M
TAP icon
438
Molson Coors Class B
TAP
$7.73B
$73.1M 0.04%
1,370,211
+52,028
+4% +$2.62M
STE icon
439
Steris
STE
$22.8B
$73.1M 0.04%
302,396
+38,200
+14% +$8.86M
WHR icon
440
Whirlpool
WHR
$2.68B
$73.1M 0.04%
423,070
+21,990
+5% +$4.46M
SMFG icon
441
Sumitomo Mitsui Financial
SMFG
$164B
$72.7M 0.04%
11,590,717
-104,052
-0.9% -$741K
DINO icon
442
HF Sinclair
DINO
$17.7B
$72.6M 0.04%
1,821,432
-72,700
-4% -$2.56M
HII icon
443
Huntington Ingalls Industries
HII
$11.6B
$72.3M 0.04%
362,507
+31,924
+10% +$6.23M
XLE icon
444
State Street Energy Select Sector SPDR ETF
XLE
$41.2B
$72.3M 0.04%
1,890,512
+940,182
+99% +$32.6M
AAP icon
445
Advance Auto Parts
AAP
$2.59B
$72.3M 0.04%
349,108
-8,574
-2% -$1.89M
EEM icon
446
iShares MSCI Emerging Markets ETF
EEM
$31.2B
$71.5M 0.04%
1,583,981
-49,272
-3% -$2.33M
TD icon
447
Toronto Dominion Bank
TD
$199B
$71.1M 0.04%
895,738
+32,328
+4% +$2.6M
ALB icon
448
Albemarle
ALB
$16.2B
$71.1M 0.04%
321,479
+13,818
+4% +$2.92M
GHY
449
PGIM Global High Yield Fund
GHY
$476M
$71M 0.04%
5,307,707
+249,173
+5% +$3.49M
UNM icon
450
Unum
UNM
$14.7B
$70.4M 0.04%
2,234,356
-170,048
-7% -$4.75M
16 17
18
19 20

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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.