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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
FCNCA icon
826
First Citizens BancShares
FCNCA
$24.8B
$25.4M 0.01%
38,235
+26,343
+222% +$20.5M
AMH icon
827
American Homes 4 Rent
AMH
$12.1B
$25.4M 0.01%
635,385
+12,252
+2% +$483K
SLG icon
828
SL Green Realty
SLG
$4.08B
$25.4M 0.01%
+312,396
New +$24.6M
LPLA icon
829
LPL Financial
LPLA
$29.2B
$25.3M 0.01%
138,754
+10,343
+8% +$1.8M
AER icon
830
AerCap
AER
$23.2B
$25.3M 0.01%
503,951
-1,557
-0.3% -$93.4K
RGEN icon
831
Repligen
RGEN
$9.95B
$25.3M 0.01%
134,617
-4,750
-3% -$902K
LII icon
832
Lennox International
LII
$13.6B
$25.3M 0.01%
98,169
+10,250
+12% +$2.81M
WH icon
833
Wyndham Hotels & Resorts
WH
$5.64B
$25.3M 0.01%
298,288
+7,996
+3% +$681K
SIMO icon
834
Silicon Motion
SIMO
$8.33B
$25.2M 0.01%
377,399
-27,111
-7% -$2.11M
CLF icon
835
Cleveland-Cliffs
CLF
$6.63B
$25.2M 0.01%
782,575
+81,862
+12% +$1.87M
SLF icon
836
Sun Life Financial
SLF
$43.8B
$25.1M 0.01%
449,486
+7,131
+2% +$393K
WIX icon
837
WIX.com
WIX
$3.67B
$25M 0.01%
239,769
+60,995
+34% +$6.66M
Y
838
DELISTED
Alleghany Corp
Y
$25M 0.01%
29,548
+1,041
+4% +$721K
VTV icon
839
Vanguard Morningstar Value ETF
VTV
$192B
$24.9M 0.01%
168,719
+27,571
+20% +$4.02M
PVH icon
840
PVH
PVH
$3.49B
$24.9M 0.01%
325,072
+68,583
+27% +$6.35M
POWI icon
841
Power Integrations
POWI
$2.88B
$24.7M 0.01%
266,778
+1,283
+0.5% +$112K
ACIW icon
842
ACI Worldwide
ACIW
$5.43B
$24.7M 0.01%
785,116
+25,260
+3% +$843K
OMCL icon
843
Omnicell
OMCL
$1.51B
$24.7M 0.01%
190,664
-12,470
-6% -$1.8M
NFG icon
844
National Fuel Gas
NFG
$7.89B
$24.7M 0.01%
359,053
+7,836
+2% +$496K
GTLS
845
DELISTED
Chart Industries
GTLS
$24.6M 0.01%
143,198
-1,147
-0.8% -$161K
BJ icon
846
BJs Wholesale Club
BJ
$11.4B
$24.6M 0.01%
363,216
+112,126
+45% +$7.04M
ZEN
847
DELISTED
ZENDESK INC
ZEN
$24.5M 0.01%
203,852
+27,988
+16% +$3.04M
CACI icon
848
CACI
CACI
$13.9B
$24.5M 0.01%
81,271
+3,122
+4% +$862K
HE icon
849
Hawaiian Electric Industries
HE
$1.97B
$24.4M 0.01%
577,814
+39,006
+7% +$1.62M
WTRG icon
850
Essential Utilities
WTRG
$11.7B
$24.4M 0.01%
477,659
-22,667
-5% -$1.09M
32 33
34
35 36

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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.