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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
MAA icon
326
Mid-America Apartment Communities
MAA
$15B
$109M 0.06%
520,158
+5,383
+1% +$1.13M
SWK icon
327
Stanley Black & Decker
SWK
$14.8B
$109M 0.06%
779,179
+5,512
+0.7% +$910K
PFG icon
328
Principal Financial Group
PFG
$23.9B
$108M 0.06%
1,474,968
+19,727
+1% +$1.43M
AOD
329
abrdn Total Dynamic Dividend Fund
AOD
$1.14B
$108M 0.06%
11,256,601
-492,507
-4% -$4.78M
AVB
330
DELISTED
AvalonBay Communities
AVB
$108M 0.06%
435,249
+20,275
+5% +$4.95M
HPE icon
331
Hewlett Packard
HPE
$69.3B
$107M 0.06%
6,417,446
+113,285
+2% +$1.9M
EXPD icon
332
Expeditors International
EXPD
$24.8B
$107M 0.06%
1,039,422
+78,488
+8% +$8.65M
HBAN icon
333
Huntington Bancshares
HBAN
$34.2B
$107M 0.06%
7,323,737
-22,278
-0.3% -$349K
VMC icon
334
Vulcan Materials
VMC
$35.6B
$106M 0.06%
575,201
+21,336
+4% +$3.98M
AJG icon
335
Arthur J. Gallagher & Co
AJG
$68.6B
$105M 0.06%
600,469
+38,496
+7% +$6.14M
RSG icon
336
Republic Services
RSG
$68B
$105M 0.06%
789,430
+17,729
+2% +$2.25M
BIIB icon
337
Biogen
BIIB
$32.3B
$104M 0.05%
494,999
+8,925
+2% +$1.94M
PANW icon
338
Palo Alto Networks
PANW
$303B
$104M 0.05%
1,004,664
+62,430
+7% +$5.59M
O icon
339
Realty Income
O
$58.6B
$104M 0.05%
1,500,475
+145,431
+11% +$9.89M
DOV icon
340
Dover
DOV
$26.8B
$104M 0.05%
661,511
+63,732
+11% +$10.5M
SPLV icon
341
Invesco S&P 500 Low Volatility ETF
SPLV
$7.03B
$103M 0.05%
1,539,150
+1,530,768
+18,263% +$99.6M
GPC icon
342
Genuine Parts
GPC
$19B
$103M 0.05%
819,049
+28,422
+4% +$3.68M
ODFL icon
343
Old Dominion Freight Line
ODFL
$41.2B
$103M 0.05%
690,886
+50,960
+8% +$7.93M
RELX icon
344
RELX
RELX
$63.6B
$103M 0.05%
3,301,381
+169,082
+5% +$5.12M
SJM icon
345
J.M. Smucker
SJM
$14.1B
$103M 0.05%
757,781
+2,257
+0.3% +$308K
FE icon
346
FirstEnergy
FE
$26.5B
$102M 0.05%
2,226,167
+44,600
+2% +$1.89M
WTW icon
347
Willis Towers Watson
WTW
$31.9B
$101M 0.05%
427,847
+23,892
+6% +$5.47M
UBS icon
348
UBS Group
UBS
$168B
$101M 0.05%
5,161,025
+275,414
+6% +$5.21M
EXPE icon
349
Expedia Group
EXPE
$39.5B
$100M 0.05%
511,723
+42,577
+9% +$7.97M
STX icon
350
Seagate
STX
$188B
$100M 0.05%
1,112,959
-17,738
-2% -$1.82M
12 13
14
15 16

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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.