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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
CHKP icon
601
Check Point Software Technologies
CHKP
$14.1B
$43.8M 0.02%
316,586
+38,222
+14% +$4.99M
KDP icon
602
Keurig Dr Pepper
KDP
$43.8B
$43.7M 0.02%
1,153,336
+70,379
+6% +$2.67M
WU icon
603
Western Union
WU
$2.26B
$43.7M 0.02%
2,329,628
-450,616
-16% -$8.33M
JBL icon
604
Jabil
JBL
$31.6B
$43.2M 0.02%
699,720
+95,051
+16% +$5.86M
NET icon
605
Cloudflare
NET
$107B
$43.2M 0.02%
360,640
-8,499
-2% -$886K
STEW
606
SRH Total Return Fund
STEW
$1.79B
$43.1M 0.02%
2,907,904
+41,232
+1% +$588K
QGEN icon
607
Qiagen
QGEN
$8.9B
$43M 0.02%
826,609
-99,696
-11% -$5.15M
NCLH icon
608
Norwegian Cruise Line
NCLH
$7.65B
$42.9M 0.02%
1,961,972
+391,462
+25% +$8M
HAS icon
609
Hasbro
HAS
$13.3B
$42.9M 0.02%
523,975
+14,452
+3% +$1.35M
HSIC icon
610
Henry Schein
HSIC
$9.98B
$42.9M 0.02%
492,250
+28,856
+6% +$2.35M
OKTA icon
611
Okta
OKTA
$29.1B
$42.6M 0.02%
282,092
+21,789
+8% +$3.91M
LAD icon
612
Lithia Motors
LAD
$8.14B
$42.6M 0.02%
141,823
+9,918
+8% +$3.1M
TPR icon
613
Tapestry
TPR
$25B
$42.5M 0.02%
1,143,456
+118,495
+12% +$4.54M
THG icon
614
Hanover Insurance
THG
$7.93B
$42.5M 0.02%
284,028
+8,864
+3% +$1.24M
MOH icon
615
Molina Healthcare
MOH
$10.4B
$42.5M 0.02%
127,294
-14,000
-10% -$4.31M
KKR icon
616
KKR & Co
KKR
$97.6B
$42.5M 0.02%
726,050
+48,037
+7% +$3.02M
VNT icon
617
Vontier
VNT
$4.43B
$42.4M 0.02%
1,671,664
+472,476
+39% +$12.5M
TRI icon
618
Thomson Reuters
TRI
$46B
$42.3M 0.02%
369,243
-6,625
-2% -$740K
VWO icon
619
Vanguard FTSE Emerging Markets ETF
VWO
$127B
$42.1M 0.02%
913,626
-67,721
-7% -$3.26M
VNO icon
620
Vornado Realty Trust
VNO
$7.13B
$42.1M 0.02%
928,315
-7,407
-0.8% -$324K
CHT icon
621
Chunghwa Telecom
CHT
$33.3B
$42M 0.02%
944,222
+84,889
+10% +$3.68M
PBCT
622
DELISTED
People's United Financial Inc
PBCT
$41.9M 0.02%
2,096,510
+2,539
+0.1% +$51.8K
TTD icon
623
Trade Desk
TTD
$6.38B
$41.9M 0.02%
604,511
-81,744
-12% -$5.9M
CSGP icon
624
CoStar Group
CSGP
$13.1B
$41.8M 0.02%
627,185
-32,166
-5% -$2.14M
AOS icon
625
A.O. Smith
AOS
$8.21B
$41.6M 0.02%
651,668
+16,907
+3% +$1.23M
23 24
25
26 27

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MCM
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PSUF
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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.