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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
WBD icon
751
Warner Bros
WBD
$72.1B
$30.8M 0.02%
1,234,372
+111,313
+10% +$3.05M
SNV
752
DELISTED
Synovus
SNV
$30.7M 0.02%
627,503
+8,301
+1% +$420K
ORI icon
753
Old Republic International
ORI
$10.2B
$30.7M 0.02%
1,188,155
+59,943
+5% +$1.55M
SGEN
754
DELISTED
Seagen Inc. Common Stock
SGEN
$30.7M 0.02%
213,180
-21,304
-9% -$2.88M
STLA icon
755
Stellantis
STLA
$20.4B
$30.7M 0.02%
1,885,693
-983,765
-34% -$18M
CMC icon
756
Commercial Metals
CMC
$7.48B
$30.6M 0.02%
734,664
+2,634
+0.4% +$98.9K
MFC icon
757
Manulife Financial
MFC
$70.9B
$30.5M 0.02%
1,429,473
-8,265
-0.6% -$169K
AM icon
758
Antero Midstream
AM
$10.6B
$30.5M 0.02%
2,805,881
-12,256
-0.4% -$124K
WIT icon
759
Wipro
WIT
$18B
$30.5M 0.02%
7,901,210
+584,298
+8% +$2.3M
OGE icon
760
OGE Energy
OGE
$9.45B
$30.5M 0.02%
746,847
+31,817
+4% +$1.21M
HBI
761
DELISTED
Hanesbrands
HBI
$30.3M 0.02%
2,032,417
+711
+0% +$11.2K
ICL icon
762
ICL Group
ICL
$7.23B
$30.3M 0.02%
2,506,432
+6,970
+0.3% +$73.8K
PNR icon
763
Pentair
PNR
$9.84B
$30.2M 0.02%
556,585
+16,297
+3% +$986K
OSK icon
764
Oshkosh
OSK
$9.51B
$30.1M 0.02%
298,895
-24,303
-8% -$2.73M
ALLY icon
765
Ally Financial
ALLY
$12.8B
$30.1M 0.02%
691,582
-37,791
-5% -$1.78M
BBWI icon
766
Bath & Body Works
BBWI
$3.88B
$30.1M 0.02%
628,668
-34,313
-5% -$1.85M
GMAB icon
767
Genmab
GMAB
$20.4B
$29.8M 0.02%
823,618
+88,263
+12% +$3.03M
OGN icon
768
Organon & Co
OGN
$3.61B
$29.7M 0.02%
849,347
+56,995
+7% +$1.95M
LOGI icon
769
Logitech
LOGI
$14B
$29.6M 0.02%
401,431
+15,256
+4% +$1.18M
PKX icon
770
POSCO
PKX
$18.2B
$29.6M 0.02%
499,278
+60,297
+14% +$3.56M
PHG icon
771
Philips
PHG
$26.1B
$29.4M 0.02%
1,167,021
+307,860
+36% +$8.41M
LYG icon
772
Lloyds Banking Group
LYG
$85.7B
$29.4M 0.02%
12,201,562
+2,557,088
+27% +$6.8M
WMS icon
773
Advanced Drainage Systems
WMS
$10.3B
$29.3M 0.02%
246,709
+31,403
+15% +$3.73M
MGY icon
774
Magnolia Oil & Gas
MGY
$6.22B
$29.2M 0.02%
1,235,390
+13,259
+1% +$291K
EGP icon
775
EastGroup Properties
EGP
$10.8B
$29.1M 0.02%
143,103
-2,382
-2% -$471K
29 30
31
32 33

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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.