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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
TWTR
301
DELISTED
Twitter, Inc.
TWTR
$117M 0.06%
3,036,791
+1,134,994
+60% +$41.5M
ES icon
302
Eversource Energy
ES
$26.7B
$117M 0.06%
1,325,883
+7,930
+0.6% +$678K
XOP icon
303
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.78B
$117M 0.06%
868,086
-67,211
-7% -$7.74M
MKC icon
304
McCormick & Company Non-Voting
MKC
$14.9B
$117M 0.06%
1,167,530
+77,758
+7% +$7.6M
DLR icon
305
Digital Realty Trust
DLR
$68.8B
$116M 0.06%
818,929
-52,074
-6% -$7.52M
CTRA
306
DELISTED
Coterra Energy
CTRA
$116M 0.06%
4,300,235
-99,219
-2% -$2.32M
DLTR icon
307
Dollar Tree
DLTR
$24.1B
$116M 0.06%
722,400
+96,695
+15% +$13.7M
ANET icon
308
Arista Networks
ANET
$246B
$115M 0.06%
3,321,364
+293,652
+10% +$9.28M
AWK icon
309
American Water Works
AWK
$27.5B
$115M 0.06%
696,786
+1,561
+0.2% +$247K
DHI icon
310
D.R. Horton
DHI
$41.2B
$115M 0.06%
1,546,444
-42,773
-3% -$3.71M
RMD icon
311
ResMed
RMD
$34.7B
$115M 0.06%
472,500
+14,222
+3% +$3.44M
ZBH icon
312
Zimmer Biomet
ZBH
$19.2B
$114M 0.06%
890,035
+219,475
+33% +$26.5M
DOC icon
313
Healthpeak Properties
DOC
$14.5B
$114M 0.06%
3,307,653
+74,476
+2% +$2.51M
TXT icon
314
Textron
TXT
$14.3B
$114M 0.06%
1,526,366
-59,402
-4% -$4.29M
OMC icon
315
Omnicom Group
OMC
$24.2B
$113M 0.06%
1,336,811
-34,129
-2% -$2.74M
NXPI icon
316
NXP Semiconductors
NXPI
$56.4B
$113M 0.06%
613,035
+14,440
+2% +$2.85M
CPRT icon
317
Copart
CPRT
$30.5B
$113M 0.06%
3,598,504
+458,668
+15% +$14.6M
VMRK
318
Vivmark Residential
VMRK
$26.1B
$113M 0.06%
1,255,004
+105,044
+9% +$9.27M
WST icon
319
West Pharmaceutical
WST
$23.7B
$112M 0.06%
271,511
+16,292
+6% +$6.38M
NFJ
320
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.45B
$111M 0.06%
7,748,300
-108,603
-1% -$1.57M
EIX icon
321
Edison International
EIX
$27B
$110M 0.06%
1,576,302
-827
-0.1% -$52.8K
CAG icon
322
Conagra Brands
CAG
$7.72B
$110M 0.06%
3,278,809
-46,186
-1% -$1.57M
IT icon
323
Gartner
IT
$12.5B
$110M 0.06%
369,041
+21,207
+6% +$6.14M
FMC icon
324
FMC
FMC
$1.42B
$109M 0.06%
830,893
-62,402
-7% -$7.34M
HIG icon
325
Hartford Financial Services
HIG
$37.5B
$109M 0.06%
1,519,410
+46,267
+3% +$3.26M
11 12
13
14 15

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MCM
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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.