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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
CC icon
1076
Chemours
CC
$2.35B
$16.4M 0.01%
522,438
+77,049
+17% +$2.41M
AXON
1077
Axon Enterprise
AXON
$48.8B
$16.4M 0.01%
119,313
+16,012
+16% +$2.2M
NSIT icon
1078
Insight Enterprises
NSIT
$4.57B
$16.4M 0.01%
152,863
+11,735
+8% +$1.19M
MMSI icon
1079
Merit Medical Systems
MMSI
$5.4B
$16.4M 0.01%
245,960
+4,805
+2% +$289K
EWC icon
1080
iShares MSCI Canada ETF
EWC
$6.85B
$16.3M 0.01%
405,213
+24,271
+6% +$938K
SCHF icon
1081
Schwab International Equity ETF
SCHF
$69.3B
$16.3M 0.01%
887,478
+29,864
+3% +$555K
FMS icon
1082
Fresenius Medical Care
FMS
$12.3B
$16.3M 0.01%
483,395
+81,992
+20% +$2.7M
PDCO
1083
DELISTED
Patterson Companies, Inc.
PDCO
$16.3M 0.01%
502,359
+19,816
+4% +$588K
IRDM icon
1084
Iridium Communications
IRDM
$4.94B
$16.2M 0.01%
402,863
-47,629
-11% -$1.79M
AYI icon
1085
Acuity Brands
AYI
$10B
$16.2M 0.01%
85,609
+356
+0.4% +$68.4K
MC icon
1086
Moelis & Co
MC
$5.07B
$16.2M 0.01%
344,263
+40,086
+13% +$2.08M
AIT icon
1087
Applied Industrial Technologies
AIT
$11.8B
$16.1M 0.01%
157,319
+11,634
+8% +$1.16M
FHB icon
1088
First Hawaiian
FHB
$3.14B
$16.1M 0.01%
578,751
+32,751
+6% +$946K
SKM icon
1089
SK Telecom
SKM
$15.1B
$16.1M 0.01%
628,410
-52,143
-8% -$1.35M
LGF.A
1090
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
$16M 0.01%
986,520
+3,138
+0.3% +$49.1K
PFGC icon
1091
Performance Food Group
PFGC
$15.8B
$16M 0.01%
314,347
+112,030
+55% +$5.49M
TTC icon
1092
Toro Company
TTC
$9.43B
$15.9M 0.01%
186,199
+6,095
+3% +$567K
NCZ
1093
Virtus Convertible & Income Fund II
NCZ
$295M
$15.9M 0.01%
917,909
+374,875
+69% +$6.74M
COLM icon
1094
Columbia Sportswear
COLM
$2.97B
$15.9M 0.01%
175,351
+9,277
+6% +$858K
ASB icon
1095
Associated Banc-Corp
ASB
$5.84B
$15.8M 0.01%
696,168
-52,385
-7% -$1.27M
TOL icon
1096
Toll Brothers
TOL
$13.5B
$15.8M 0.01%
336,821
+45,957
+16% +$2.58M
LECO icon
1097
Lincoln Electric
LECO
$15.5B
$15.8M 0.01%
114,914
-696
-0.6% -$91.1K
ATKR icon
1098
Atkore
ATKR
$3.16B
$15.8M 0.01%
160,626
-15,455
-9% -$1.6M
SCHA icon
1099
Schwab U.S Small- Cap ETF
SCHA
$22.7B
$15.8M 0.01%
666,562
+185,290
+39% +$4.37M
OLN icon
1100
Olin
OLN
$1.95B
$15.7M 0.01%
301,055
-16,458
-5% -$842K
42 43
44
45 46

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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.