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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
DPZ icon
551
Domino's
DPZ
$11.6B
$52M 0.03%
127,653
-8,530
-6% -$3.72M
BBVA icon
552
Banco Bilbao Vizcaya Argentaria
BBVA
$160B
$51.6M 0.03%
9,062,954
+522,770
+6% +$3.2M
ABMD
553
DELISTED
Abiomed Inc
ABMD
$51.2M 0.03%
154,618
+10,307
+7% +$3.17M
KIM icon
554
Kimco Realty
KIM
$16B
$51.2M 0.03%
2,073,297
+117,895
+6% +$2.85M
AES icon
555
AES
AES
$10.5B
$50.7M 0.03%
1,970,624
-2,952
-0.1% -$66.7K
MYI icon
556
BlackRock MuniYield Quality Fund III
MYI
$714M
$50.4M 0.03%
4,016,063
+481,604
+14% +$6.42M
ING icon
557
ING
ING
$101B
$50.2M 0.03%
4,814,495
-304,288
-6% -$3.96M
L icon
558
Loews
L
$22.4B
$50.1M 0.03%
773,429
+23,997
+3% +$1.47M
VMW
559
DELISTED
VMware, Inc
VMW
$50.1M 0.03%
439,570
+41,297
+10% +$5M
SHOP icon
560
Shopify
SHOP
$197B
$49.8M 0.03%
736,650
-84,020
-10% -$6.9M
NXST icon
561
Nexstar Media Group
NXST
$5.65B
$49.4M 0.03%
262,317
+15,282
+6% +$2.66M
CSL icon
562
Carlisle Companies
CSL
$14.2B
$49.4M 0.03%
200,795
+8,795
+5% +$2.06M
SEDG icon
563
SolarEdge
SEDG
$1.93B
$49.2M 0.03%
152,656
+61,491
+67% +$16.9M
VEEV icon
564
Veeva Systems
VEEV
$44.8B
$49.1M 0.03%
230,969
-17,571
-7% -$3.81M
VIGI icon
565
Vanguard International Dividend Appreciation ETF
VIGI
$9.21B
$48.9M 0.03%
619,220
+120,042
+24% +$9.57M
IBN icon
566
ICICI Bank
IBN
$107B
$48.9M 0.03%
2,583,756
+169,283
+7% +$3.38M
BG icon
567
Bunge Global
BG
$22.2B
$48.8M 0.03%
440,670
+44,387
+11% +$4.55M
AGCO icon
568
AGCO
AGCO
$7.94B
$48.8M 0.03%
334,170
+15,308
+5% +$1.93M
LEA icon
569
Lear
LEA
$8.26B
$48.5M 0.03%
339,988
+3,881
+1% +$631K
WRK
570
DELISTED
WestRock Company
WRK
$48.3M 0.03%
1,027,550
+54,449
+6% +$2.49M
HST icon
571
Host Hotels & Resorts
HST
$15.3B
$48.3M 0.03%
2,487,049
+283,438
+13% +$5.12M
BIO icon
572
Bio-Rad Laboratories Class A
BIO
$10.4B
$48.3M 0.03%
85,744
-4,853
-5% -$2.93M
BILL icon
573
BILL Holdings
BILL
$5.01B
$48.3M 0.03%
212,792
+50,060
+31% +$10.4M
INVH icon
574
Invitation Homes
INVH
$17.4B
$48.2M 0.03%
1,200,648
+52,811
+5% +$2.16M
AFG icon
575
American Financial Group
AFG
$11.9B
$48.1M 0.03%
330,203
-10,001
-3% -$1.36M
21 22
23
24 25

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MCM
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PSUF
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IA
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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.