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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
BX icon
276
Blackstone
BX
$107B
$128M 0.07%
1,012,273
+166,839
+20% +$20.3M
RIO icon
277
Rio Tinto
RIO
$168B
$128M 0.07%
1,595,973
+112,224
+8% +$8.52M
ED icon
278
Consolidated Edison
ED
$39.8B
$128M 0.07%
1,353,026
+61,295
+5% +$5.3M
MRVL icon
279
Marvell Technology
MRVL
$195B
$127M 0.07%
1,776,522
-27,464
-2% -$1.98M
IQV icon
280
IQVIA
IQV
$43.1B
$127M 0.07%
550,042
-40,373
-7% -$9.56M
BBY icon
281
Best Buy
BBY
$17.4B
$127M 0.07%
1,395,049
+50,500
+4% +$5M
ALGN icon
282
Align Technology
ALGN
$11.2B
$125M 0.07%
287,663
-24,043
-8% -$11.7M
CERN
283
DELISTED
Cerner Corp
CERN
$125M 0.07%
1,337,473
+93,932
+8% +$8.69M
XEL icon
284
Xcel Energy
XEL
$47.8B
$125M 0.07%
1,731,965
+20,849
+1% +$1.43M
HSBC icon
285
HSBC
HSBC
$355B
$125M 0.07%
3,650,653
+448,879
+14% +$15.5M
TSCO icon
286
Tractor Supply
TSCO
$18.1B
$125M 0.07%
2,674,225
+105,140
+4% +$4.65M
CP icon
287
Canadian Pacific Kansas City
CP
$82.7B
$124M 0.07%
1,500,698
-258,917
-15% -$19.5M
TTE icon
288
TotalEnergies
TTE
$191B
$124M 0.07%
2,449,586
+119,652
+5% +$6.48M
TEL icon
289
TE Connectivity
TEL
$58.7B
$123M 0.06%
941,133
-25,785
-3% -$3.69M
VRSK icon
290
Verisk Analytics
VRSK
$25B
$123M 0.06%
573,530
+8,271
+1% +$1.63M
GSK icon
291
GSK
GSK
$102B
$122M 0.06%
2,242,426
+76,403
+4% +$4.15M
LYB icon
292
LyondellBasell Industries
LYB
$20.6B
$122M 0.06%
1,186,054
+89,304
+8% +$8.9M
HLT icon
293
Hilton Worldwide
HLT
$72.4B
$121M 0.06%
799,464
+75,144
+10% +$11.1M
BALL icon
294
Ball Corp
BALL
$16.9B
$121M 0.06%
1,346,156
+44,400
+3% +$4.04M
EMN icon
295
Eastman Chemical
EMN
$8.35B
$120M 0.06%
1,073,656
-8,296
-0.8% -$972K
KEYS icon
296
Keysight
KEYS
$54.5B
$120M 0.06%
760,452
+22,919
+3% +$3.82M
BP icon
297
BP
BP
$109B
$119M 0.06%
4,063,747
+58,140
+1% +$1.77M
IWN icon
298
iShares Russell 2000 Value ETF
IWN
$14.5B
$119M 0.06%
739,206
-28,097
-4% -$4.48M
CBRE icon
299
CBRE Group
CBRE
$43.7B
$119M 0.06%
1,302,920
+8,427
+0.7% +$821K
KMI icon
300
Kinder Morgan
KMI
$70.3B
$119M 0.06%
6,286,042
+84,294
+1% +$1.48M
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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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.