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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
OTIS icon
376
Otis Worldwide
OTIS
$27.3B
$89.4M 0.05%
1,161,389
-128,619
-10% -$10.3M
CLX icon
377
Clorox
CLX
$12.4B
$89.2M 0.05%
641,607
-49,099
-7% -$7.52M
DGX icon
378
Quest Diagnostics
DGX
$26.8B
$89M 0.05%
650,628
-28,030
-4% -$3.91M
WY icon
379
Weyerhaeuser
WY
$17B
$88.9M 0.05%
2,345,320
+235,185
+11% +$9.33M
NGG icon
380
National Grid
NGG
$79.8B
$87.7M 0.05%
1,267,886
+69,598
+6% +$4.61M
PHM icon
381
Pultegroup
PHM
$24.5B
$87.3M 0.05%
2,083,577
+3,989
+0.2% +$198K
CINF icon
382
Cincinnati Financial
CINF
$26.4B
$87.2M 0.05%
641,532
+2,904
+0.5% +$357K
CE icon
383
Celanese
CE
$4.94B
$87.1M 0.05%
609,910
-1,334
-0.2% -$204K
ARE icon
384
Alexandria Real Estate Equities
ARE
$8.87B
$87M 0.05%
432,101
+44,807
+12% +$8.74M
MGM icon
385
MGM Resorts International
MGM
$10.6B
$86.4M 0.05%
2,061,220
+185,946
+10% +$8M
DAL icon
386
Delta Air Lines
DAL
$52.7B
$86.2M 0.05%
2,179,204
+211,647
+11% +$8.24M
PPL
387
PPL Corp
PPL
$25.7B
$85.1M 0.04%
2,980,934
-394,957
-12% -$11.1M
NI icon
388
NiSource
NI
$19.5B
$84.9M 0.04%
2,670,295
+34,909
+1% +$1.01M
EXR icon
389
Extra Space Storage
EXR
$30.2B
$84.5M 0.04%
411,080
+32,694
+9% +$6.5M
TER icon
390
Teradyne
TER
$55.5B
$84.5M 0.04%
714,671
+120,781
+20% +$15.3M
CCL icon
391
Carnival Corporation Ltd
CCL
$33.9B
$83.6M 0.04%
4,132,176
+238,152
+6% +$4.81M
UBER icon
392
Uber
UBER
$161B
$83.4M 0.04%
2,336,427
+182,866
+8% +$6.57M
WAB icon
393
Wabtec
WAB
$49.4B
$82.7M 0.04%
860,390
+48,873
+6% +$4.53M
VTR icon
394
Ventas
VTR
$47.1B
$82.7M 0.04%
1,338,821
+127,826
+11% +$6.98M
RHI icon
395
Robert Half
RHI
$4.64B
$82.5M 0.04%
722,505
+85,684
+13% +$9.88M
BABA icon
396
Alibaba
BABA
$296B
$82.2M 0.04%
755,791
+174,210
+30% +$20.1M
LULU icon
397
lululemon athletica
LULU
$13.7B
$82.2M 0.04%
224,996
+3,081
+1% +$1M
BRK.A icon
398
Berkshire Hathaway Class A
BRK.A
$1.08T
$82M 0.04%
155
-15
-9% -$7.28M
NTAP icon
399
NetApp
NTAP
$36.7B
$81.4M 0.04%
980,235
-13,044
-1% -$1.13M
AEE icon
400
Ameren
AEE
$29.4B
$80.8M 0.04%
861,431
+4,413
+0.5% +$386K
14 15
16
17 18

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MCM
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PSUF
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IA
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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.