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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
Avg Time Held
21.7 quarters
Top 10 Avg Time Held
15.7 quarters
Top 20 Avg Time Held
17.5 quarters

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 icon
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 Held Since
DEO icon
176
Diageo
DEO
$49.3B
$206M 0.11%
1,015,207
+29,874
+3% +$5.99M
2013 Q2
35 quarters
FITB icon
177
Fifth Third Bancorp
FITB
$46.1B
$204M 0.11%
4,731,155
-60,973
-1% -$2.85M
2013 Q2
35 quarters
WMB icon
178
Williams Companies
WMB
$90.7B
$204M 0.11%
6,093,771
-43,322
-0.7% -$1.32M
2013 Q2
35 quarters
ADM icon
179
Archer Daniels Midland
ADM
$38.8B
$203M 0.11%
2,250,004
+117,877
+6% +$9.18M
2013 Q2
35 quarters
JCI icon
180
Johnson Controls International
JCI
$94.1B
$203M 0.11%
3,095,286
-33,548
-1% -$2.31M
2013 Q2
35 quarters
TM icon
181
Toyota
TM
$219B
$203M 0.11%
1,125,586
-4,687
-0.4% -$876K
2013 Q2
35 quarters
COF icon
182
Capital One
COF
$123B
$202M 0.11%
1,535,325
-19,876
-1% -$2.9M
2013 Q2
35 quarters
VLO icon
183
Valero Energy
VLO
$126B
$199M 0.1%
1,957,649
-47,001
-2% -$4.08M
2013 Q2
35 quarters
SLB icon
184
SLB Ltd
SLB
$72.4B
$199M 0.1%
4,809,046
+112,091
+2% +$4.39M
2013 Q2
35 quarters
DOW icon
185
Dow Inc
DOW
$20.3B
$199M 0.1%
3,117,433
+333,931
+12% +$20.1M
2019 Q2
11 quarters
SPG icon
186
Simon Property Group
SPG
$65.2B
$198M 0.1%
1,503,809
+58,923
+4% +$8.39M
2013 Q2
35 quarters
FTNT icon
187
Fortinet
FTNT
$142B
$196M 0.1%
2,862,280
+190,725
+7% +$11.9M
2013 Q2
35 quarters
BSX icon
188
Boston Scientific
BSX
$63.5B
$195M 0.1%
4,399,316
+560,736
+15% +$24.3M
2013 Q2
35 quarters
MSI icon
189
Motorola Solutions
MSI
$73.9B
$194M 0.1%
799,093
+29,772
+4% +$6.92M
2013 Q2
35 quarters
FANG icon
190
Diamondback Energy
FANG
$54.6B
$192M 0.1%
1,398,019
-50,768
-4% -$6.6M
2014 Q2
31 quarters
ECL icon
191
Ecolab
ECL
$79.7B
$189M 0.1%
1,073,239
-20,092
-2% -$3.77M
2013 Q2
35 quarters
PXD icon
192
DELISTED
Pioneer Natural Resource Co.
PXD
$188M 0.1%
752,855
+28,805
+4% +$6.51M
2013 Q2
35 quarters
DFS icon
193
DELISTED
Discover Financial Services
DFS
$186M 0.1%
1,691,168
+108,134
+7% +$12.7M
2013 Q2
35 quarters
FDX icon
194
FedEx
FDX
$69.2B
$186M 0.1%
804,293
-13,983
-2% -$3.29M
2013 Q2
35 quarters
EBAY icon
195
eBay
EBAY
$51B
$185M 0.1%
3,238,804
+70,375
+2% +$4.1M
2013 Q2
35 quarters
ADSK icon
196
Autodesk
ADSK
$48.8B
$184M 0.1%
859,873
+33,461
+4% +$7.71M
2013 Q2
35 quarters
TROW icon
197
T. Rowe Price
TROW
$22.2B
$184M 0.1%
1,218,507
+225,645
+23% +$34.8M
2013 Q2
35 quarters
AFL icon
198
Aflac
AFL
$58.1B
$183M 0.1%
2,836,012
+75,087
+3% +$4.7M
2013 Q2
35 quarters
AIG icon
199
American International
AIG
$40.6B
$182M 0.1%
2,901,501
+214,689
+8% +$12.9M
2013 Q2
35 quarters
MSCI icon
200
MSCI
MSCI
$41.3B
$182M 0.1%
361,317
-3,745
-1% -$1.94M
2013 Q2
35 quarters
6 7
8
9 10

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MCM
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PSUF
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IA
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SCC
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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.