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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
TWTR
301
DELISTED
Twitter, Inc.
TWTR
$117M 0.06%
3,036,791
+1,134,994
+60% +$41.5M
2014 Q1
32 quarters
ES icon
302
Eversource Energy
ES
$24.9B
$117M 0.06%
1,325,883
+7,930
+0.6% +$678K
2013 Q2
35 quarters
XOP icon
303
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.19B
$117M 0.06%
868,086
-67,211
-7% -$7.74M
2018 Q3
14 quarters
MKC icon
304
McCormick & Company Non-Voting
MKC
$12.3B
$117M 0.06%
1,167,530
+77,758
+7% +$7.6M
2013 Q2
35 quarters
DLR icon
305
Digital Realty Trust
DLR
$66.8B
$116M 0.06%
818,929
-52,074
-6% -$7.52M
2013 Q2
35 quarters
CTRA icon
306
DELISTED
Coterra Energy
CTRA
$116M 0.06%
4,300,235
-99,219
-2% -$2.32M
2013 Q2
35 quarters
DLTR icon
307
Dollar Tree
DLTR
$22.1B
$116M 0.06%
722,400
+96,695
+15% +$13.7M
2013 Q2
35 quarters
ANET icon
308
Arista Networks
ANET
$266B
$115M 0.06%
3,321,364
+293,652
+10% +$9.28M
2015 Q1
28 quarters
AWK icon
309
American Water Works
AWK
$25.7B
$115M 0.06%
696,786
+1,561
+0.2% +$247K
2013 Q2
35 quarters
DHI icon
310
D.R. Horton
DHI
$37.6B
$115M 0.06%
1,546,444
-42,773
-3% -$3.71M
2013 Q2
35 quarters
RMD icon
311
ResMed
RMD
$33B
$115M 0.06%
472,500
+14,222
+3% +$3.44M
2013 Q2
35 quarters
ZBH icon
312
Zimmer Biomet
ZBH
$17.6B
$114M 0.06%
890,035
+219,475
+33% +$26.5M
2013 Q2
35 quarters
DOC icon
313
Healthpeak Properties
DOC
$13.1B
$114M 0.06%
3,307,653
+74,476
+2% +$2.51M
2013 Q2
35 quarters
TXT icon
314
Textron
TXT
$13B
$114M 0.06%
1,526,366
-59,402
-4% -$4.29M
2013 Q2
35 quarters
OMC icon
315
Omnicom Group
OMC
$21.1B
$113M 0.06%
1,336,811
-34,129
-2% -$2.74M
2013 Q2
35 quarters
NXPI icon
316
NXP Semiconductors
NXPI
$56.8B
$113M 0.06%
613,035
+14,440
+2% +$2.85M
2013 Q2
35 quarters
CPRT icon
317
Copart
CPRT
$24.5B
$113M 0.06%
3,598,504
+458,668
+15% +$14.6M
2013 Q2
35 quarters
VMRK icon
318
Vivmark Residential
VMRK
$47.4B
$113M 0.06%
1,255,004
+105,044
+9% +$9.27M
2013 Q2
35 quarters
WST icon
319
West Pharmaceutical
WST
$25.9B
$112M 0.06%
271,511
+16,292
+6% +$6.38M
2013 Q2
35 quarters
NFJ icon
320
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.39B
$111M 0.06%
7,748,300
-108,603
-1% -$1.57M
2017 Q2
19 quarters
EIX icon
321
Edison International
EIX
$21.4B
$110M 0.06%
1,576,302
-827
-0.1% -$52.8K
2013 Q2
35 quarters
CAG icon
322
Conagra Brands
CAG
$6.53B
$110M 0.06%
3,278,809
-46,186
-1% -$1.57M
2013 Q2
35 quarters
IT icon
323
Gartner
IT
$12.3B
$110M 0.06%
369,041
+21,207
+6% +$6.14M
2013 Q2
35 quarters
FMC icon
324
FMC
FMC
$1.29B
$109M 0.06%
830,893
-62,402
-7% -$7.34M
2013 Q2
35 quarters
HIG icon
325
Hartford Financial Services
HIG
$35.3B
$109M 0.06%
1,519,410
+46,267
+3% +$3.26M
2013 Q2
35 quarters
11 12
13
14 15

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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.