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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
EA icon
251
DELISTED
Electronic Arts
EA
$143M 0.08%
1,127,144
+92,643
+9% +$12.1M
2013 Q2
35 quarters
CTAS icon
252
Cintas
CTAS
$81.5B
$142M 0.07%
1,331,640
-21,876
-2% -$2.13M
2013 Q2
35 quarters
CHD icon
253
Church & Dwight Co
CHD
$23.7B
$141M 0.07%
1,416,976
+61,462
+5% +$6.12M
2013 Q2
35 quarters
PCAR icon
254
PACCAR
PCAR
$56.9B
$140M 0.07%
2,389,212
+68,670
+3% +$4.19M
2013 Q2
35 quarters
MRNA icon
255
Moderna
MRNA
$85.3B
$138M 0.07%
799,388
+82,470
+12% +$13.9M
2019 Q2
11 quarters
PEG icon
256
Public Service Enterprise Group
PEG
$35.3B
$136M 0.07%
1,944,320
+21,735
+1% +$1.44M
2013 Q2
35 quarters
BKR icon
257
Baker Hughes
BKR
$55.8B
$136M 0.07%
3,721,816
-388,998
-9% -$11.8M
2017 Q3
18 quarters
LNC icon
258
Lincoln National
LNC
$7.75B
$135M 0.07%
2,067,508
-34,530
-2% -$2.36M
2013 Q2
35 quarters
YUM icon
259
Yum! Brands
YUM
$40B
$135M 0.07%
1,139,105
-36,000
-3% -$4.44M
2013 Q2
35 quarters
ROST icon
260
Ross Stores
ROST
$72.1B
$134M 0.07%
1,486,450
+103,290
+7% +$9.84M
2013 Q2
35 quarters
CMA icon
261
DELISTED
Comerica
CMA
$134M 0.07%
1,483,729
-37,882
-2% -$3.57M
2013 Q2
35 quarters
KHC icon
262
The Kraft Heinz Company
KHC
$26.6B
$134M 0.07%
3,393,607
+190,213
+6% +$7.12M
2015 Q3
26 quarters
ZION icon
263
Zions Bancorporation
ZION
$9.15B
$134M 0.07%
2,038,855
-77,642
-4% -$5.31M
2013 Q2
35 quarters
WBA icon
264
DELISTED
Walgreens Boots Alliance
WBA
$134M 0.07%
2,982,290
+153,792
+5% +$7.56M
2013 Q2
35 quarters
SIVB
265
DELISTED
SVB Financial Group
SIVB
$133M 0.07%
238,609
+8,407
+4% +$5.1M
2013 Q2
35 quarters
TT icon
266
Trane Technologies
TT
$105B
$133M 0.07%
872,416
-38,430
-4% -$6.29M
2013 Q2
35 quarters
URI icon
267
United Rentals
URI
$65.8B
$132M 0.07%
372,386
+5,234
+1% +$1.71M
2013 Q2
35 quarters
MNST icon
268
Monster Beverage
MNST
$85.7B
$132M 0.07%
6,601,668
-46,864
-0.7% -$983K
2013 Q2
35 quarters
FRC
269
DELISTED
First Republic Bank
FRC
$132M 0.07%
812,721
-17,399
-2% -$3.04M
2013 Q2
35 quarters
WELL icon
270
Welltower
WELL
$166B
$132M 0.07%
1,368,717
-161,935
-11% -$14.1M
2013 Q2
35 quarters
AME icon
271
Ametek
AME
$57.3B
$131M 0.07%
982,129
+24,533
+3% +$3.3M
2013 Q2
35 quarters
GLW icon
272
Corning
GLW
$127B
$131M 0.07%
3,542,542
+63,398
+2% +$2.47M
2013 Q2
35 quarters
MOS icon
273
The Mosaic Company
MOS
$5.99B
$130M 0.07%
1,957,119
+109,509
+6% +$5.48M
2013 Q2
35 quarters
ROK icon
274
Rockwell Automation
ROK
$48.2B
$129M 0.07%
460,069
+36,749
+9% +$10.6M
2013 Q2
35 quarters
UL icon
275
Unilever
UL
$136B
$129M 0.07%
2,512,559
-1,324,235
-35% -$73.7M
2013 Q2
35 quarters
9 10
11
12 13

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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.