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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
PTC icon
776
PTC
PTC
$17.1B
$29M 0.02%
269,663
+29,634
+12% +$3.33M
GNTX icon
777
Gentex
GNTX
$4.78B
$29M 0.02%
995,169
+172,064
+21% +$5.35M
EXPO icon
778
Exponent
EXPO
$3.4B
$29M 0.02%
268,626
+31,220
+13% +$3.01M
MUR icon
779
Murphy Oil
MUR
$5.11B
$29M 0.02%
717,220
+18,005
+3% +$617K
RGA icon
780
Reinsurance Group of America
RGA
$16B
$28.9M 0.02%
264,271
+20,417
+8% +$2.26M
HXL icon
781
Hexcel
HXL
$7.17B
$28.9M 0.02%
485,712
+57,102
+13% +$3.15M
STWD icon
782
Starwood Property Trust
STWD
$5.85B
$28.9M 0.02%
1,195,079
+77,096
+7% +$1.86M
CBT icon
783
Cabot Corp
CBT
$4.32B
$28.8M 0.02%
420,461
+13,720
+3% +$905K
CNO icon
784
CNO Financial Group
CNO
$5.12B
$28.6M 0.02%
1,141,288
+2,976
+0.3% +$73.8K
M icon
785
Macy's
M
$5.79B
$28.6M 0.02%
1,173,192
-91,552
-7% -$2.35M
WEX icon
786
WEX
WEX
$6.72B
$28.5M 0.02%
159,788
+8,802
+6% +$1.44M
SNN icon
787
Smith & Nephew
SNN
$12.1B
$28.5M 0.02%
892,490
+82,487
+10% +$2.77M
NDSN icon
788
Nordson
NDSN
$18.1B
$28.4M 0.02%
125,284
-728
-0.6% -$167K
NVST icon
789
Envista
NVST
$4.36B
$28.4M 0.01%
582,477
+76,351
+15% +$3.52M
ROL icon
790
Rollins
ROL
$17.5B
$28.3M 0.01%
808,219
+230,861
+40% +$7.49M
MTDR icon
791
Matador Resources
MTDR
$6.98B
$28.3M 0.01%
533,877
-26,621
-5% -$1.26M
WOLF icon
792
Wolfspeed
WOLF
$1.34B
$28.2M 0.01%
247,804
+52,109
+27% +$5.25M
GT icon
793
Goodyear
GT
$1.83B
$28.2M 0.01%
1,972,158
-89,353
-4% -$1.59M
AEG icon
794
Aegon
AEG
$13.6B
$28.1M 0.01%
5,546,174
+289,185
+6% +$1.46M
POR icon
795
Portland General Electric
POR
$5.83B
$28M 0.01%
507,099
+11,893
+2% +$626K
CXT icon
796
Crane NXT
CXT
$2.89B
$27.7M 0.01%
735,481
-36,537
-5% -$1.32M
AMG icon
797
Affiliated Managers Group
AMG
$9.59B
$27.6M 0.01%
195,882
+10,539
+6% +$1.51M
RRX icon
798
Regal Rexnord
RRX
$10.5B
$27.6M 0.01%
185,205
+13,544
+8% +$2.17M
DELL icon
799
Dell
DELL
$295B
$27.4M 0.01%
545,907
+41,330
+8% +$2.31M
OC icon
800
Owens Corning
OC
$11.3B
$27.4M 0.01%
299,224
+2,494
+0.8% +$229K
30 31
32
33 34

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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.