We are live on ! Find out more
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
FIS icon
226
Fidelity National Information Services
FIS
$21.4B
$164M 0.09%
1,633,680
-227,157
-12% -$23.8M
EXC icon
227
Exelon
EXC
$45.3B
$164M 0.09%
3,441,026
-1,303,022
-27% -$55.2M
CMG icon
228
Chipotle Mexican Grill
CMG
$48.1B
$164M 0.09%
5,168,950
+1,096,900
+27% +$33M
BNY
229
Bank of New York Mellon
BNY
$110B
$163M 0.09%
3,282,438
+22,658
+0.7% +$1.29M
IWD icon
230
iShares Russell 1000 Value ETF
IWD
$84.3B
$161M 0.08%
969,758
+19,957
+2% +$3.28M
SRE icon
231
Sempra
SRE
$55.1B
$159M 0.08%
1,887,622
+133,656
+8% +$9.6M
FAST icon
232
Fastenal
FAST
$57.1B
$159M 0.08%
5,342,448
+103,164
+2% +$2.88M
PH icon
233
Parker-Hannifin
PH
$125B
$158M 0.08%
556,764
-14,333
-3% -$4.32M
IEMG icon
234
iShares Core MSCI Emerging Markets ETF
IEMG
$160B
$158M 0.08%
2,837,869
+93,047
+3% +$5.38M
SBAC icon
235
SBA Communications
SBAC
$20.3B
$157M 0.08%
455,970
+11,420
+3% +$3.7M
PARA
236
DELISTED
Paramount Global Class B
PARA
$157M 0.08%
4,139,687
+380,733
+10% +$13M
CARR icon
237
Carrier Global
CARR
$48.5B
$156M 0.08%
3,409,312
-84,372
-2% -$3.97M
STT icon
238
State Street
STT
$53.1B
$156M 0.08%
1,794,854
+5,844
+0.3% +$541K
GWW icon
239
W.W. Grainger
GWW
$61.5B
$156M 0.08%
302,079
-2,443
-0.8% -$1.2M
CFG icon
240
Citizens Financial Group
CFG
$29.4B
$155M 0.08%
3,420,786
-94,990
-3% -$4.88M
KEY icon
241
KeyCorp
KEY
$23.4B
$154M 0.08%
6,865,676
-95,897
-1% -$2.38M
SPY icon
242
State Street SPDR S&P 500 ETF Trust
SPY
$825B
$153M 0.08%
338,963
+34,178
+11% +$15.2M
SAP icon
243
SAP
SAP
$256B
$153M 0.08%
1,374,449
+87,321
+7% +$10.6M
STZ icon
244
Constellation Brands
STZ
$22.3B
$152M 0.08%
661,302
+39,272
+6% +$9.07M
ILMN icon
245
Illumina
ILMN
$32.6B
$152M 0.08%
447,208
-21,220
-5% -$7.17M
TSN icon
246
Tyson Foods
TSN
$19.5B
$148M 0.08%
1,652,621
+21,313
+1% +$1.94M
HSY icon
247
Hershey
HSY
$36B
$148M 0.08%
683,296
+108,837
+19% +$22.1M
VRSN icon
248
VeriSign
VRSN
$26.4B
$146M 0.08%
656,079
+35,269
+6% +$7.69M
WEC icon
249
WEC Energy
WEC
$34.6B
$146M 0.08%
1,460,556
+14,761
+1% +$1.39M
HAL icon
250
Halliburton
HAL
$30.1B
$143M 0.08%
3,765,872
-98,857
-3% -$3.2M
8 9
10
11 12

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.