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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
BF.B icon
476
Brown-Forman Class B
BF.B
$12.5B
$65.8M 0.03%
981,390
-60,463
-6% -$4.03M
LNT icon
477
Alliant Energy
LNT
$17.6B
$65.6M 0.03%
1,050,111
+6,273
+0.6% +$373K
CNQ icon
478
Canadian Natural Resources
CNQ
$101B
$65.6M 0.03%
2,160,111
-128,471
-6% -$3.42M
DXC icon
479
DXC Technology
DXC
$1.79B
$65.1M 0.03%
1,993,660
+1,316
+0.1% +$43.5K
ULTA icon
480
Ulta Beauty
ULTA
$22.1B
$64.6M 0.03%
162,280
+16,062
+11% +$6.05M
CEG icon
481
Constellation Energy
CEG
$98.1B
$64.5M 0.03%
+1,145,934
New +$55.9M
LBRDK
482
DELISTED
Liberty Broadband Class C
LBRDK
$64.2M 0.03%
474,623
-3,389
-0.7% -$493K
FHN icon
483
First Horizon
FHN
$11.7B
$63.8M 0.03%
2,716,957
+44,000
+2% +$878K
FOXA icon
484
Fox Class A
FOXA
$28.8B
$63.7M 0.03%
1,615,586
+122,262
+8% +$4.96M
IFF icon
485
International Flavors & Fragrances
IFF
$22.4B
$63.6M 0.03%
484,100
-30,584
-6% -$4.06M
EMD
486
Western Asset Emerging Markets Debt Fund
EMD
$613M
$63.4M 0.03%
5,910,763
+815,759
+16% +$9.21M
PAYC icon
487
Paycom
PAYC
$10.8B
$63.4M 0.03%
183,097
+57,376
+46% +$19.2M
DDOG icon
488
Datadog
DDOG
$85.1B
$62.7M 0.03%
413,672
+47,644
+13% +$6.97M
COO icon
489
Cooper Companies
COO
$13.9B
$62.6M 0.03%
599,576
+18,396
+3% +$1.85M
LDOS icon
490
Leidos
LDOS
$17.7B
$62.5M 0.03%
578,316
+48,070
+9% +$4.63M
EVRG icon
491
Evergy
EVRG
$18.6B
$62.5M 0.03%
913,829
+4,503
+0.5% +$290K
LKQ icon
492
LKQ Corp
LKQ
$6.46B
$62.5M 0.03%
1,375,275
+272,047
+25% +$13.9M
NRG icon
493
NRG Energy
NRG
$23.4B
$62.2M 0.03%
1,621,678
+7,794
+0.5% +$304K
FERG icon
494
Ferguson
FERG
$44.2B
$61.9M 0.03%
461,309
+40,388
+10% +$6.23M
MXI icon
495
iShares Global Materials ETF
MXI
$377M
$61.8M 0.03%
657,741
-173
-0% -$15.5K
FICO icon
496
Fair Isaac
FICO
$24.9B
$61.5M 0.03%
131,893
+15,168
+13% +$7.16M
BUD icon
497
AB InBev
BUD
$158B
$61.2M 0.03%
1,019,067
+135,140
+15% +$8.33M
VOD icon
498
Vodafone
VOD
$37.1B
$61.1M 0.03%
3,677,171
+631,467
+21% +$10.8M
TAK icon
499
Takeda Pharmaceutical
TAK
$57.6B
$61M 0.03%
4,256,356
+861,118
+25% +$12.6M
WDAY icon
500
Workday
WDAY
$49.3B
$60.7M 0.03%
253,529
-13,127
-5% -$3.13M
18 19
20
21 22

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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.