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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
WSM icon
701
Williams-Sonoma
WSM
$27.7B
$34.4M 0.02%
474,658
+5,864
+1% +$444K
YUMC icon
702
Yum China
YUMC
$15.3B
$34.3M 0.02%
826,838
+73,539
+10% +$3.46M
RGLD icon
703
Royal Gold
RGLD
$22.3B
$34.3M 0.02%
242,955
-3,851
-2% -$450K
HP icon
704
Helmerich & Payne
HP
$4.25B
$34.3M 0.02%
801,121
-73,006
-8% -$2.52M
RPM icon
705
RPM International
RPM
$13.6B
$34.1M 0.02%
419,267
+22,792
+6% +$1.96M
CBOE icon
706
Cboe Global Markets
CBOE
$32.4B
$34.1M 0.02%
298,297
-19,061
-6% -$2.26M
GWRE icon
707
Guidewire Software
GWRE
$17.1B
$34M 0.02%
358,819
+15,495
+5% +$1.48M
WCC
708
WESCO International
WCC
$16.4B
$33.9M 0.02%
260,614
-12,144
-4% -$1.52M
MBB icon
709
iShares MBS ETF
MBB
$39B
$33.9M 0.02%
332,432
+308,305
+1,278% +$32.2M
XPO icon
710
XPO
XPO
$22.1B
$33.9M 0.02%
782,891
+272,826
+53% +$11.4M
DISCK
711
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$33.7M 0.02%
1,350,345
+207,588
+18% +$5.64M
NYT icon
712
New York Times
NYT
$11B
$33.7M 0.02%
735,190
+23,907
+3% +$1.04M
HUBB icon
713
Hubbell
HUBB
$24.3B
$33.6M 0.02%
182,948
+12,916
+8% +$2.42M
NOK icon
714
Nokia
NOK
$57.2B
$33.6M 0.02%
6,147,287
-34,923
-0.6% -$193K
SLGN icon
715
Silgan Holdings
SLGN
$4.45B
$33.5M 0.02%
724,949
+84,877
+13% +$3.68M
DAR icon
716
Darling Ingredients
DAR
$10.1B
$33.5M 0.02%
416,648
+25,433
+7% +$1.77M
B
717
Barrick Mining
B
$75.1B
$33.5M 0.02%
1,364,668
-697
-0.1% -$15K
GLPI icon
718
Gaming and Leisure Properties
GLPI
$12.4B
$33.5M 0.02%
712,885
-17,188
-2% -$773K
NVR icon
719
NVR
NVR
$17B
$33.4M 0.02%
7,471
+169
+2% +$861K
WF icon
720
Woori Financial
WF
$17.8B
$33.2M 0.02%
881,310
+10,111
+1% +$365K
ERIC icon
721
Ericsson
ERIC
$32.5B
$33.2M 0.02%
3,628,276
-274,529
-7% -$2.86M
AEL
722
DELISTED
American Equity Investment Life Holding Company
AEL
$33M 0.02%
825,780
+20,908
+3% +$842K
ZD icon
723
Ziff Davis
ZD
$1.91B
$32.9M 0.02%
339,569
+14,233
+4% +$1.46M
ALLE icon
724
Allegion
ALLE
$13.4B
$32.8M 0.02%
298,601
+8,271
+3% +$981K
JAZZ icon
725
Jazz Pharmaceuticals
JAZZ
$15.9B
$32.6M 0.02%
209,386
-2,239
-1% -$325K
27 28
29
30 31

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NIPH
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AF
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MCM
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PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
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SCC
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BAM
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ACI
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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.