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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
DEO icon
176
Diageo
DEO
$51.7B
$206M 0.11%
1,015,207
+29,874
+3% +$5.99M
FITB
177
Fifth Third Bancorp
FITB
$49.5B
$204M 0.11%
4,731,155
-60,973
-1% -$2.85M
WMB icon
178
Williams Companies
WMB
$90.2B
$204M 0.11%
6,093,771
-43,322
-0.7% -$1.32M
ADM icon
179
Archer Daniels Midland
ADM
$39.3B
$203M 0.11%
2,250,004
+117,877
+6% +$9.18M
JCI icon
180
Johnson Controls International
JCI
$84.6B
$203M 0.11%
3,095,286
-33,548
-1% -$2.31M
TM icon
181
Toyota
TM
$230B
$203M 0.11%
1,125,586
-4,687
-0.4% -$876K
COF icon
182
Capital One
COF
$132B
$202M 0.11%
1,535,325
-19,876
-1% -$2.9M
VLO icon
183
Valero Energy
VLO
$101B
$199M 0.1%
1,957,649
-47,001
-2% -$4.08M
SLB icon
184
SLB Ltd
SLB
$85.1B
$199M 0.1%
4,809,046
+112,091
+2% +$4.39M
DOW icon
185
Dow Inc
DOW
$22B
$199M 0.1%
3,117,433
+333,931
+12% +$20.1M
SPG icon
186
Simon Property Group
SPG
$69.4B
$198M 0.1%
1,503,809
+58,923
+4% +$8.39M
FTNT icon
187
Fortinet
FTNT
$122B
$196M 0.1%
2,862,280
+190,725
+7% +$11.9M
BSX icon
188
Boston Scientific
BSX
$67.9B
$195M 0.1%
4,399,316
+560,736
+15% +$24.3M
MSI icon
189
Motorola Solutions
MSI
$80.4B
$194M 0.1%
799,093
+29,772
+4% +$6.92M
FANG icon
190
Diamondback Energy
FANG
$55.4B
$192M 0.1%
1,398,019
-50,768
-4% -$6.6M
ECL icon
191
Ecolab
ECL
$80.4B
$189M 0.1%
1,073,239
-20,092
-2% -$3.77M
PXD
192
DELISTED
Pioneer Natural Resource Co.
PXD
$188M 0.1%
752,855
+28,805
+4% +$6.51M
DFS
193
DELISTED
Discover Financial Services
DFS
$186M 0.1%
1,691,168
+108,134
+7% +$12.7M
FDX icon
194
FedEx
FDX
$78.3B
$186M 0.1%
804,293
-13,983
-2% -$3.29M
EBAY icon
195
eBay
EBAY
$47B
$185M 0.1%
3,238,804
+70,375
+2% +$4.1M
ADSK icon
196
Autodesk
ADSK
$55B
$184M 0.1%
859,873
+33,461
+4% +$7.71M
TROW icon
197
T. Rowe Price
TROW
$23.7B
$184M 0.1%
1,218,507
+225,645
+23% +$34.8M
AFL icon
198
Aflac
AFL
$58.4B
$183M 0.1%
2,836,012
+75,087
+3% +$4.7M
AIG icon
199
American International
AIG
$40.2B
$182M 0.1%
2,901,501
+214,689
+8% +$12.9M
MSCI icon
200
MSCI
MSCI
$41.5B
$182M 0.1%
361,317
-3,745
-1% -$1.94M
6 7
8
9 10

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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.