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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
STLD icon
351
Steel Dynamics
STLD
$33.6B
$99.9M 0.05%
1,197,527
-54,994
-4% -$3.71M
APTV icon
352
Aptiv
APTV
$9.5B
$98.3M 0.05%
821,324
-12,798
-2% -$1.7M
XME icon
353
State Street SPDR S&P Metals & Mining ETF
XME
$4.74B
$97.1M 0.05%
1,584,124
+334,224
+27% +$17M
LH icon
354
Labcorp
LH
$27.2B
$97M 0.05%
428,197
-4,674
-1% -$1.1M
HES
355
DELISTED
Hess
HES
$96.7M 0.05%
903,858
+36,615
+4% +$3.47M
MTB icon
356
M&T Bank
MTB
$34.3B
$96.7M 0.05%
570,401
+17,063
+3% +$3.01M
AKAM icon
357
Akamai
AKAM
$15.4B
$95.9M 0.05%
802,896
-8,116
-1% -$910K
BTI icon
358
British American Tobacco
BTI
$121B
$95.5M 0.05%
2,264,353
+225,176
+11% +$9.6M
ANSS
359
DELISTED
Ansys
ANSS
$95.4M 0.05%
300,234
-2,940
-1% -$960K
IP icon
360
International Paper
IP
$20.8B
$95.2M 0.05%
2,062,790
+98,700
+5% +$4.54M
EFX icon
361
Equifax
EFX
$22.8B
$95.2M 0.05%
401,397
+1,275
+0.3% +$300K
LEN icon
362
Lennar Class A
LEN
$20.8B
$95M 0.05%
1,208,697
-102,127
-8% -$9.2M
CHRW icon
363
C.H. Robinson
CHRW
$17.6B
$94.7M 0.05%
879,502
+57,583
+7% +$5.85M
CMS icon
364
CMS Energy
CMS
$21.4B
$94.4M 0.05%
1,350,384
-63,387
-4% -$4.11M
RCL icon
365
Royal Caribbean
RCL
$74.7B
$92.8M 0.05%
1,107,787
+33,227
+3% +$2.62M
GGG icon
366
Graco
GGG
$12.8B
$92.5M 0.05%
1,326,507
+73,289
+6% +$5.28M
CF icon
367
CF Industries
CF
$19B
$91.3M 0.05%
886,176
+70,941
+9% +$5.73M
PPG icon
368
PPG Industries
PPG
$25.4B
$91M 0.05%
694,030
-38,038
-5% -$5.53M
ENPH icon
369
Enphase Energy
ENPH
$4.92B
$90.7M 0.05%
449,570
+24,803
+6% +$3.9M
MLM icon
370
Martin Marietta Materials
MLM
$37.7B
$90.5M 0.05%
235,171
+1,851
+0.8% +$717K
VFC icon
371
VF Corp
VFC
$5.37B
$90.5M 0.05%
1,591,020
+219,923
+16% +$13.6M
SYF icon
372
Synchrony
SYF
$25.4B
$90.3M 0.05%
2,594,095
+18,160
+0.7% +$760K
MTCH icon
373
Match Group
MTCH
$9.54B
$89.9M 0.05%
826,449
+273,851
+50% +$30.2M
SWKS icon
374
Skyworks Solutions
SWKS
$9.9B
$89.7M 0.05%
673,058
+147,659
+28% +$20.7M
DTE icon
375
DTE Energy
DTE
$28.3B
$89.7M 0.05%
678,237
-6,794
-1% -$829K
13 14
15
16 17

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MCM
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PSUF
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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.