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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
PTEN icon
676
Patterson-UTI
PTEN
$4.74B
$36.5M 0.02%
2,358,596
+190,093
+9% +$2.4M
LW icon
677
Lamb Weston
LW
$7.56B
$36.3M 0.02%
605,905
+35,018
+6% +$2.18M
KSS icon
678
Kohl's
KSS
$1.98B
$36M 0.02%
595,231
-18,663
-3% -$1.05M
JRI icon
679
Nuveen Real Asset Income & Growth Fund
JRI
$339M
$35.8M 0.02%
2,344,353
-14,824
-0.6% -$224K
EQH icon
680
Equitable Holdings
EQH
$13.7B
$35.8M 0.02%
1,157,816
+13,690
+1% +$451K
MORN icon
681
Morningstar
MORN
$8.16B
$35.7M 0.02%
130,746
+15,374
+13% +$4.34M
CPB icon
682
Campbell Soup
CPB
$6.98B
$35.7M 0.02%
800,512
+38,986
+5% +$1.72M
NWL icon
683
Newell Brands
NWL
$2.63B
$35.7M 0.02%
1,666,049
+132,801
+9% +$3.07M
CRH icon
684
CRH
CRH
$63.8B
$35.6M 0.02%
889,242
-283,074
-24% -$13.5M
SPLK
685
DELISTED
Splunk Inc
SPLK
$35.4M 0.02%
238,466
+57,109
+31% +$6.99M
VTRS icon
686
Viatris
VTRS
$18.8B
$35.4M 0.02%
3,252,587
-170,973
-5% -$2.25M
TTM
687
DELISTED
Tata Motors Limited
TTM
$35.3M 0.02%
1,261,541
-2,439
-0.2% -$75.3K
ZS icon
688
Zscaler
ZS
$29.8B
$35.1M 0.02%
145,388
+1,066
+0.7% +$262K
CM icon
689
Canadian Imperial Bank of Commerce
CM
$104B
$35M 0.02%
575,916
+38,942
+7% +$2.46M
MDB icon
690
MongoDB
MDB
$35.9B
$35M 0.02%
78,788
+5,975
+8% +$2.34M
UMPQ
691
DELISTED
Umpqua Holdings Corp
UMPQ
$34.7M 0.02%
1,837,625
-158,763
-8% -$3.25M
GXO icon
692
GXO Logistics
GXO
$5.46B
$34.6M 0.02%
485,504
+130,149
+37% +$10.4M
AWF
693
AllianceBernstein Global High Income Fund
AWF
$876M
$34.6M 0.02%
3,097,634
+175,131
+6% +$1.96M
SLM icon
694
SLM Corp
SLM
$4.97B
$34.6M 0.02%
1,885,558
-6,074
-0.3% -$115K
AFB
695
AllianceBernstein National Municipal Income Fund
AFB
$313M
$34.6M 0.02%
2,747,154
+106,334
+4% +$1.42M
FNF icon
696
Fidelity National Financial
FNF
$12.8B
$34.6M 0.02%
735,759
+58,142
+9% +$2.78M
CCEP icon
697
Coca-Cola Europacific Partners
CCEP
$48.2B
$34.5M 0.02%
710,380
-26,800
-4% -$1.44M
HOG icon
698
Harley-Davidson
HOG
$2.92B
$34.5M 0.02%
876,020
-3,235
-0.4% -$125K
RRC icon
699
Range Resources
RRC
$9.69B
$34.5M 0.02%
1,134,350
-273,400
-19% -$6.24M
FRT icon
700
Federal Realty Investment Trust
FRT
$10.1B
$34.5M 0.02%
+282,282
New +$34.8M
26 27
28
29 30

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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.