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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
GIS icon
201
General Mills
GIS
$22.2B
$182M 0.1%
2,681,572
+87,806
+3% +$5.89M
CTSH icon
202
Cognizant
CTSH
$28.8B
$181M 0.1%
2,024,016
+149,466
+8% +$13.1M
CDNS icon
203
Cadence Design Systems
CDNS
$93.7B
$181M 0.1%
1,102,906
+57,521
+6% +$8.82M
AEP icon
204
American Electric Power
AEP
$66.6B
$181M 0.1%
1,816,658
+38,437
+2% +$3.51M
NUE icon
205
Nucor
NUE
$56.8B
$180M 0.09%
1,212,830
+7,476
+0.6% +$917K
MET icon
206
MetLife
MET
$61.3B
$178M 0.09%
2,537,395
+130,876
+5% +$8.85M
MAR icon
207
Marriott International
MAR
$91.6B
$178M 0.09%
1,012,804
+69,687
+7% +$11.6M
SNPS icon
208
Synopsys
SNPS
$84.9B
$175M 0.09%
524,193
+66,822
+15% +$20.9M
SONY icon
209
Sony
SONY
$145B
$174M 0.09%
8,493,570
+158,525
+2% +$3.45M
GPN icon
210
Global Payments
GPN
$24.3B
$174M 0.09%
1,273,561
+154,741
+14% +$21.6M
OXY icon
211
Occidental Petroleum
OXY
$59.1B
$174M 0.09%
3,069,175
+134,209
+5% +$5.93M
A icon
212
Agilent Technologies
A
$43.4B
$173M 0.09%
1,307,353
+112,907
+9% +$15.5M
GM icon
213
General Motors
GM
$75.7B
$173M 0.09%
3,951,469
-218,036
-5% -$10.9M
BAX icon
214
Baxter International
BAX
$13.5B
$173M 0.09%
2,228,501
+203,583
+10% +$17M
CNC icon
215
Centene
CNC
$32B
$172M 0.09%
2,042,685
+94,280
+5% +$7.73M
CMI icon
216
Cummins
CMI
$77.7B
$170M 0.09%
829,264
+16,399
+2% +$3.55M
PSX icon
217
Phillips 66
PSX
$97.4B
$170M 0.09%
1,968,735
+96,045
+5% +$8.08M
OKE icon
218
Oneok
OKE
$59.7B
$170M 0.09%
2,405,762
-133,739
-5% -$8.56M
CTVA icon
219
Corteva
CTVA
$56B
$169M 0.09%
2,940,012
-50,965
-2% -$2.61M
SNY icon
220
Sanofi
SNY
$107B
$169M 0.09%
3,282,682
+285,439
+10% +$14.7M
SYY icon
221
Sysco
SYY
$39.2B
$168M 0.09%
2,060,267
+262,980
+15% +$21.3M
RF icon
222
Regions Financial
RF
$25.8B
$168M 0.09%
7,549,092
+167,388
+2% +$3.94M
COR icon
223
Cencora
COR
$61.4B
$168M 0.09%
1,085,866
+21,094
+2% +$2.99M
DXCM icon
224
DexCom
DXCM
$34.3B
$167M 0.09%
1,309,264
+8,876
+0.7% +$971K
KMB icon
225
Kimberly-Clark
KMB
$36.4B
$166M 0.09%
1,349,156
-217,216
-14% -$28.7M
7 8
9
10 11

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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.