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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
BX icon
276
Blackstone
BX
$86.2B
$128M 0.07%
1,012,273
+166,839
+20% +$20.3M
2013 Q4
33 quarters
RIO icon
277
Rio Tinto
RIO
$153B
$128M 0.07%
1,595,973
+112,224
+8% +$8.52M
2013 Q2
35 quarters
ED icon
278
Consolidated Edison
ED
$39.6B
$128M 0.07%
1,353,026
+61,295
+5% +$5.3M
2013 Q2
35 quarters
MRVL icon
279
Marvell Technology
MRVL
$239B
$127M 0.07%
1,776,522
-27,464
-2% -$1.98M
2013 Q2
35 quarters
IQV icon
280
IQVIA
IQV
$43.2B
$127M 0.07%
550,042
-40,373
-7% -$9.56M
2013 Q2
35 quarters
BBY icon
281
Best Buy
BBY
$18.2B
$127M 0.07%
1,395,049
+50,500
+4% +$5M
2013 Q2
35 quarters
ALGN icon
282
Align Technology
ALGN
$9.98B
$125M 0.07%
287,663
-24,043
-8% -$11.7M
2013 Q2
35 quarters
CERN
283
DELISTED
Cerner Corp
CERN
$125M 0.07%
1,337,473
+93,932
+8% +$8.69M
2013 Q2
35 quarters
XEL icon
284
Xcel Energy
XEL
$46.3B
$125M 0.07%
1,731,965
+20,849
+1% +$1.43M
2013 Q2
35 quarters
HSBC icon
285
HSBC
HSBC
$323B
$125M 0.07%
3,650,653
+448,879
+14% +$15.5M
2013 Q2
35 quarters
TSCO icon
286
Tractor Supply
TSCO
$17.4B
$125M 0.07%
2,674,225
+105,140
+4% +$4.65M
2013 Q2
35 quarters
CP icon
287
Canadian Pacific Kansas City
CP
$75.2B
$124M 0.07%
1,500,698
-258,917
-15% -$19.5M
2013 Q2
35 quarters
TTE icon
288
TotalEnergies
TTE
$195B
$124M 0.07%
2,449,586
+119,652
+5% +$6.48M
2013 Q2
35 quarters
TEL icon
289
TE Connectivity
TEL
$62.9B
$123M 0.06%
941,133
-25,785
-3% -$3.69M
2013 Q2
35 quarters
VRSK icon
290
Verisk Analytics
VRSK
$23.1B
$123M 0.06%
573,530
+8,271
+1% +$1.63M
2013 Q2
35 quarters
GSK icon
291
GSK
GSK
$94B
$122M 0.06%
2,242,426
+76,403
+4% +$4.15M
2013 Q2
35 quarters
LYB icon
292
LyondellBasell Industries
LYB
$19.2B
$122M 0.06%
1,186,054
+89,304
+8% +$8.9M
2013 Q2
35 quarters
HLT icon
293
Hilton Worldwide
HLT
$73.7B
$121M 0.06%
799,464
+75,144
+10% +$11.1M
2013 Q4
33 quarters
BALL icon
294
Ball Corp
BALL
$15.7B
$121M 0.06%
1,346,156
+44,400
+3% +$4.04M
2013 Q2
35 quarters
EMN icon
295
Eastman Chemical
EMN
$7.1B
$120M 0.06%
1,073,656
-8,296
-0.8% -$972K
2013 Q2
35 quarters
KEYS icon
296
Keysight
KEYS
$64.3B
$120M 0.06%
760,452
+22,919
+3% +$3.82M
2014 Q4
29 quarters
BP icon
297
BP
BP
$120B
$119M 0.06%
4,063,747
+58,140
+1% +$1.77M
2013 Q2
35 quarters
IWN icon
298
iShares Russell 2000 Value ETF
IWN
$13.8B
$119M 0.06%
739,206
-28,097
-4% -$4.48M
2020 Q3
6 quarters
CBRE icon
299
CBRE Group
CBRE
$37.9B
$119M 0.06%
1,302,920
+8,427
+0.7% +$821K
2013 Q2
35 quarters
KMI icon
300
Kinder Morgan
KMI
$73.7B
$119M 0.06%
6,286,042
+84,294
+1% +$1.48M
2013 Q2
35 quarters
10 11
12
13 14

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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.