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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
FIS icon
226
Fidelity National Information Services
FIS
$17.7B
$164M 0.09%
1,633,680
-227,157
-12% -$23.8M
2013 Q2
35 quarters
EXC icon
227
Exelon
EXC
$43.4B
$164M 0.09%
3,441,026
-1,303,022
-27% -$55.2M
2013 Q2
35 quarters
CMG icon
228
Chipotle Mexican Grill
CMG
$38.5B
$164M 0.09%
5,168,950
+1,096,900
+27% +$33M
2013 Q2
35 quarters
BNY icon
229
Bank of New York Mellon
BNY
$96.9B
$163M 0.09%
3,282,438
+22,658
+0.7% +$1.29M
2013 Q2
35 quarters
IWD icon
230
iShares Russell 1000 Value ETF
IWD
$83.2B
$161M 0.08%
969,758
+19,957
+2% +$3.28M
2014 Q4
29 quarters
SRE icon
231
Sempra
SRE
$53.5B
$159M 0.08%
1,887,622
+133,656
+8% +$9.6M
2013 Q2
35 quarters
FAST icon
232
Fastenal
FAST
$59.1B
$159M 0.08%
5,342,448
+103,164
+2% +$2.88M
2013 Q2
35 quarters
PH icon
233
Parker-Hannifin
PH
$121B
$158M 0.08%
556,764
-14,333
-3% -$4.32M
2013 Q2
35 quarters
IEMG icon
234
iShares Core MSCI Emerging Markets ETF
IEMG
$159B
$158M 0.08%
2,837,869
+93,047
+3% +$5.38M
2015 Q3
26 quarters
SBAC icon
235
SBA Communications
SBAC
$19.5B
$157M 0.08%
455,970
+11,420
+3% +$3.7M
2013 Q2
35 quarters
PARA icon
236
DELISTED
Paramount Global Class B
PARA
$157M 0.08%
4,139,687
+380,733
+10% +$13M
2013 Q2
35 quarters
CARR icon
237
Carrier Global
CARR
$45.7B
$156M 0.08%
3,409,312
-84,372
-2% -$3.97M
2020 Q2
7 quarters
STT icon
238
State Street
STT
$48.1B
$156M 0.08%
1,794,854
+5,844
+0.3% +$541K
2013 Q2
35 quarters
GWW icon
239
W.W. Grainger
GWW
$61.5B
$156M 0.08%
302,079
-2,443
-0.8% -$1.2M
2013 Q2
35 quarters
CFG icon
240
Citizens Financial Group
CFG
$26.9B
$155M 0.08%
3,420,786
-94,990
-3% -$4.88M
2014 Q3
30 quarters
KEY icon
241
KeyCorp
KEY
$21.4B
$154M 0.08%
6,865,676
-95,897
-1% -$2.38M
2013 Q2
35 quarters
SPY icon
242
State Street SPDR S&P 500 ETF Trust
SPY
$822B
$153M 0.08%
338,963
+34,178
+11% +$15.2M
2013 Q2
35 quarters
SAP icon
243
SAP
SAP
$251B
$153M 0.08%
1,374,449
+87,321
+7% +$10.6M
2013 Q2
35 quarters
STZ icon
244
Constellation Brands
STZ
$21.4B
$152M 0.08%
661,302
+39,272
+6% +$9.07M
2013 Q2
35 quarters
ILMN icon
245
Illumina
ILMN
$41.8B
$152M 0.08%
447,208
-21,220
-5% -$7.17M
2013 Q2
35 quarters
TSN icon
246
Tyson Foods
TSN
$18.8B
$148M 0.08%
1,652,621
+21,313
+1% +$1.94M
2013 Q2
35 quarters
HSY icon
247
Hershey
HSY
$32.9B
$148M 0.08%
683,296
+108,837
+19% +$22.1M
2013 Q2
35 quarters
VRSN icon
248
VeriSign
VRSN
$27.4B
$146M 0.08%
656,079
+35,269
+6% +$7.69M
2013 Q2
35 quarters
WEC icon
249
WEC Energy
WEC
$34.2B
$146M 0.08%
1,460,556
+14,761
+1% +$1.39M
2013 Q2
35 quarters
HAL icon
250
Halliburton
HAL
$27.2B
$143M 0.08%
3,765,872
-98,857
-3% -$3.2M
2013 Q2
35 quarters
8 9
10
11 12

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AF
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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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ACI
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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.