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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
CCI icon
101
Crown Castle
CCI
$32.3B
$317M 0.17%
1,716,687
+53,533
+3% +$9.53M
IBM icon
102
IBM
IBM
$224B
$313M 0.16%
2,408,630
+317,377
+15% +$41.4M
AZN icon
103
AstraZeneca
AZN
$252B
$309M 0.16%
2,330,195
+120,885
+5% +$14.5M
C icon
104
Citigroup
C
$222B
$309M 0.16%
5,787,682
-67,789
-1% -$4.19M
CI icon
105
Cigna
CI
$73.9B
$305M 0.16%
1,274,435
+88,440
+7% +$20.7M
CSX icon
106
CSX Corp
CSX
$94.6B
$305M 0.16%
8,138,130
+438,492
+6% +$15.5M
EW icon
107
Edwards Lifesciences
EW
$51.9B
$301M 0.16%
2,554,434
+130,672
+5% +$14.7M
BKNG icon
108
Booking.com
BKNG
$156B
$298M 0.16%
3,173,700
+298,850
+10% +$27.9M
DG icon
109
Dollar General
DG
$27B
$296M 0.16%
1,330,360
-27,580
-2% -$5.86M
TFC icon
110
Truist Financial
TFC
$61.4B
$296M 0.16%
5,223,341
+301,911
+6% +$18.6M
LRCX icon
111
Lam Research
LRCX
$387B
$293M 0.15%
5,446,960
-156,060
-3% -$9.08M
PNC icon
112
PNC Financial Services
PNC
$96.9B
$292M 0.15%
1,584,572
+30,002
+2% +$6.07M
MMM icon
113
3M
MMM
$89.7B
$291M 0.15%
2,335,673
-380,390
-14% -$50.6M
ITW icon
114
Illinois Tool Works
ITW
$79.3B
$290M 0.15%
1,385,543
-48,964
-3% -$11M
SHW icon
115
Sherwin-Williams
SHW
$83.5B
$288M 0.15%
1,154,939
-38,363
-3% -$10.6M
NOC icon
116
Northrop Grumman
NOC
$77.3B
$287M 0.15%
642,858
+38,979
+6% +$16.1M
CHTR icon
117
Charter Communications
CHTR
$18.3B
$284M 0.15%
520,901
-21,539
-4% -$12.6M
TJX icon
118
TJX Companies
TJX
$149B
$281M 0.15%
4,636,405
-408,907
-8% -$27.4M
NEM icon
119
Newmont
NEM
$136B
$279M 0.15%
3,508,032
+171,615
+5% +$11.6M
IEFA icon
120
iShares Core MSCI EAFE ETF
IEFA
$195B
$278M 0.15%
4,005,563
+284,838
+8% +$20.1M
PGR icon
121
Progressive
PGR
$127B
$277M 0.15%
2,431,055
+149,953
+7% +$16.2M
USB icon
122
US Bancorp
USB
$97.3B
$275M 0.14%
5,175,835
+15,914
+0.3% +$914K
NVO
123
Novo Nordisk
NVO
$203B
$274M 0.14%
4,937,738
+79,958
+2% +$4.1M
BA icon
124
Boeing
BA
$164B
$273M 0.14%
1,426,550
+38,758
+3% +$7.78M
NSC icon
125
Norfolk Southern
NSC
$77.9B
$271M 0.14%
951,572
+28,944
+3% +$7.97M
3 4
5
6 7

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MCM
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PSUF
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IA
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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.