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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
GIS icon
201
General Mills
GIS
$17.5B
$182M 0.1%
2,681,572
+87,806
+3% +$5.89M
2013 Q2
35 quarters
CTSH icon
202
Cognizant
CTSH
$26.9B
$181M 0.1%
2,024,016
+149,466
+8% +$13.1M
2013 Q2
35 quarters
CDNS icon
203
Cadence Design Systems
CDNS
$96B
$181M 0.1%
1,102,906
+57,521
+6% +$8.82M
2013 Q2
35 quarters
AEP icon
204
American Electric Power
AEP
$67.6B
$181M 0.1%
1,816,658
+38,437
+2% +$3.51M
2013 Q2
35 quarters
NUE icon
205
Nucor
NUE
$57.1B
$180M 0.09%
1,212,830
+7,476
+0.6% +$917K
2013 Q2
35 quarters
MET icon
206
MetLife
MET
$63.7B
$178M 0.09%
2,537,395
+130,876
+5% +$8.85M
2013 Q2
35 quarters
MAR icon
207
Marriott International
MAR
$96.3B
$178M 0.09%
1,012,804
+69,687
+7% +$11.6M
2013 Q2
35 quarters
SNPS icon
208
Synopsys
SNPS
$96.3B
$175M 0.09%
524,193
+66,822
+15% +$20.9M
2013 Q2
35 quarters
SONY icon
209
Sony
SONY
$142B
$174M 0.09%
8,493,570
+158,525
+2% +$3.45M
2013 Q2
35 quarters
GPN icon
210
Global Payments
GPN
$21.7B
$174M 0.09%
1,273,561
+154,741
+14% +$21.6M
2013 Q2
35 quarters
OXY icon
211
Occidental Petroleum
OXY
$61.1B
$174M 0.09%
3,069,175
+134,209
+5% +$5.93M
2013 Q2
35 quarters
A icon
212
Agilent Technologies
A
$48.3B
$173M 0.09%
1,307,353
+112,907
+9% +$15.5M
2013 Q2
35 quarters
GM icon
213
General Motors
GM
$72.3B
$173M 0.09%
3,951,469
-218,036
-5% -$10.9M
2013 Q2
35 quarters
BAX icon
214
Baxter International
BAX
$12.8B
$173M 0.09%
2,228,501
+203,583
+10% +$17M
2013 Q2
35 quarters
CNC icon
215
Centene
CNC
$33.1B
$172M 0.09%
2,042,685
+94,280
+5% +$7.73M
2013 Q2
35 quarters
CMI icon
216
Cummins
CMI
$72.7B
$170M 0.09%
829,264
+16,399
+2% +$3.55M
2013 Q2
35 quarters
PSX icon
217
Phillips 66
PSX
$112B
$170M 0.09%
1,968,735
+96,045
+5% +$8.08M
2013 Q2
35 quarters
OKE icon
218
Oneok
OKE
$58B
$170M 0.09%
2,405,762
-133,739
-5% -$8.56M
2013 Q2
35 quarters
CTVA icon
219
Corteva
CTVA
$8.87B
$169M 0.09%
2,940,012
-50,965
-2% -$2.61M
2019 Q2
11 quarters
SNY icon
220
Sanofi
SNY
$95.2B
$169M 0.09%
3,282,682
+285,439
+10% +$14.7M
2013 Q2
35 quarters
SYY icon
221
Sysco
SYY
$38.7B
$168M 0.09%
2,060,267
+262,980
+15% +$21.3M
2013 Q2
35 quarters
RF icon
222
Regions Financial
RF
$23.3B
$168M 0.09%
7,549,092
+167,388
+2% +$3.94M
2013 Q2
35 quarters
COR icon
223
Cencora
COR
$62B
$168M 0.09%
1,085,866
+21,094
+2% +$2.99M
2013 Q2
35 quarters
DXCM icon
224
DexCom
DXCM
$32.4B
$167M 0.09%
1,309,264
+8,876
+0.7% +$971K
2013 Q2
35 quarters
KMB icon
225
Kimberly-Clark
KMB
$32.8B
$166M 0.09%
1,349,156
-217,216
-14% -$28.7M
2013 Q2
35 quarters
7 8
9
10 11

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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.