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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
NLSN
801
DELISTED
Nielsen Holdings plc
NLSN
$27.3M 0.01%
1,003,363
+206,592
+26% +$4.1M
SPOT icon
802
Spotify
SPOT
$113B
$27.1M 0.01%
179,569
+33,508
+23% +$5.72M
EWBC icon
803
East-West Bancorp
EWBC
$17.7B
$27.1M 0.01%
342,765
+26,601
+8% +$2.24M
ZNGA
804
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$27.1M 0.01%
2,928,370
+745,949
+34% +$6.55M
RSP icon
805
Invesco S&P 500 Equal Weight ETF
RSP
$99.5B
$26.8M 0.01%
170,133
+22,870
+16% +$3.57M
SEIC icon
806
SEI Investments
SEIC
$13.4B
$26.8M 0.01%
444,370
+20,063
+5% +$1.19M
INDA icon
807
iShares MSCI India ETF
INDA
$6.61B
$26.7M 0.01%
598,400
+40,708
+7% +$1.82M
SR icon
808
Spire
SR
$4.88B
$26.7M 0.01%
371,666
+17,790
+5% +$1.18M
ZM icon
809
Zoom
ZM
$28.7B
$26.7M 0.01%
227,349
+80,504
+55% +$10.9M
AAL icon
810
American Airlines Group
AAL
$9.03B
$26.6M 0.01%
1,460,020
-73,360
-5% -$1.25M
ACM icon
811
Aecom
ACM
$8.9B
$26.5M 0.01%
344,521
+6,643
+2% +$488K
TGNA
812
DELISTED
TEGNA Inc
TGNA
$26.2M 0.01%
1,169,881
-44,256
-4% -$930K
ENSG icon
813
The Ensign Group
ENSG
$10.1B
$26.1M 0.01%
289,444
+18,771
+7% +$1.52M
IGD
814
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$516M
$26M 0.01%
4,433,899
-318,427
-7% -$1.89M
MGA icon
815
Magna International
MGA
$17.6B
$25.9M 0.01%
403,153
-37,356
-8% -$2.77M
CS
816
DELISTED
Credit Suisse Group
CS
$25.9M 0.01%
3,301,860
-448,634
-12% -$3.98M
BLDR icon
817
Builders FirstSource
BLDR
$7.29B
$25.9M 0.01%
401,169
+15,133
+4% +$1.1M
MATX icon
818
Matsons
MATX
$6.71B
$25.9M 0.01%
214,400
-2,508
-1% -$253K
X
819
DELISTED
US Steel
X
$25.8M 0.01%
684,853
+56,839
+9% +$1.54M
UAA icon
820
Under Armour
UAA
$2.18B
$25.8M 0.01%
1,516,762
+743,274
+96% +$13.3M
CZR icon
821
Caesars Entertainment
CZR
$6.06B
$25.8M 0.01%
333,677
-16,517
-5% -$1.33M
SYNH
822
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
$25.8M 0.01%
318,390
+10,611
+3% +$898K
SON icon
823
Sonoco
SON
$5.58B
$25.7M 0.01%
410,647
+18,507
+5% +$1.07M
MMS icon
824
Maximus
MMS
$3.13B
$25.6M 0.01%
341,674
+16,329
+5% +$1.25M
TECK icon
825
Teck Resources
TECK
$34B
$25.6M 0.01%
632,779
+29,847
+5% +$1.07M
31 32
33
34 35

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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.