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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
XOM icon
26
ExxonMobil
XOM
$708B
$946M 0.5%
11,453,009
+1,339,621
+13% +$104M
2013 Q2
35 quarters
ADBE icon
27
Adobe
ADBE
$92.7B
$944M 0.5%
2,070,828
-98,898
-5% -$47.6M
2013 Q2
35 quarters
LLY icon
28
Eli Lilly
LLY
$1.05T
$928M 0.49%
3,239,243
+50,684
+2% +$13M
2013 Q2
35 quarters
TMO icon
29
Thermo Fisher Scientific
TMO
$245B
$915M 0.48%
1,549,040
-4,120
-0.3% -$2.37M
2013 Q2
35 quarters
MRK icon
30
Merck
MRK
$359B
$903M 0.48%
11,010,555
+625,453
+6% +$49.3M
2013 Q2
35 quarters
KO icon
31
Coca-Cola
KO
$386B
$897M 0.47%
14,466,430
+761,866
+6% +$46.3M
2013 Q2
35 quarters
DIS icon
32
Walt Disney
DIS
$187B
$852M 0.45%
6,213,432
+567,572
+10% +$82.1M
2013 Q2
35 quarters
ACN icon
33
Accenture
ACN
$131B
$834M 0.44%
2,472,136
-34,746
-1% -$11.7M
2013 Q2
35 quarters
WMT icon
34
Walmart Inc
WMT
$897B
$825M 0.43%
16,629,537
+738,678
+5% +$34.7M
2013 Q2
35 quarters
ORCL icon
35
Oracle
ORCL
$416B
$816M 0.43%
9,864,996
-196,765
-2% -$15.9M
2013 Q2
35 quarters
ABT icon
36
Abbott
ABT
$176B
$798M 0.42%
6,744,540
-123,848
-2% -$15.4M
2013 Q2
35 quarters
CMCSA icon
37
Comcast
CMCSA
$73.4B
$790M 0.42%
16,874,894
+595,243
+4% +$28.7M
2013 Q2
35 quarters
VZ icon
38
Verizon
VZ
$178B
$790M 0.42%
15,504,915
+1,514,254
+11% +$80.2M
2013 Q2
35 quarters
UNP icon
39
Union Pacific
UNP
$167B
$789M 0.41%
2,887,396
+128,150
+5% +$32.4M
2013 Q2
35 quarters
IVV icon
40
iShares Core S&P 500 ETF
IVV
$897B
$770M 0.4%
1,696,404
-1,519,079
-47% -$679M
2013 Q2
35 quarters
BMY icon
41
Bristol-Myers Squibb
BMY
$118B
$762M 0.4%
10,436,143
+712,002
+7% +$47.8M
2013 Q2
35 quarters
INTC icon
42
Intel
INTC
$536B
$755M 0.4%
15,230,983
+226,078
+2% +$11.2M
2013 Q2
35 quarters
TXN icon
43
Texas Instruments
TXN
$257B
$754M 0.4%
4,109,612
-101,861
-2% -$18M
2013 Q2
35 quarters
DHR icon
44
Danaher
DHR
$156B
$752M 0.4%
2,893,070
-27,925
-1% -$6.99M
2013 Q2
35 quarters
MCD icon
45
McDonald's
MCD
$167B
$728M 0.38%
2,944,879
+26,889
+0.9% +$6.7M
2013 Q2
35 quarters
NKE icon
46
Nike
NKE
$52.5B
$722M 0.38%
5,368,269
-153,748
-3% -$21.6M
2013 Q2
35 quarters
NEE icon
47
NextEra Energy
NEE
$164B
$698M 0.37%
8,241,329
-521,941
-6% -$41.8M
2013 Q2
35 quarters
CRM icon
48
Salesforce
CRM
$193B
$688M 0.36%
3,242,730
-150,706
-4% -$32.4M
2013 Q2
35 quarters
INTU icon
49
Intuit
INTU
$81.8B
$682M 0.36%
1,418,161
+11,202
+0.8% +$5.74M
2013 Q2
35 quarters
LOW icon
50
Lowe's Companies
LOW
$104B
$674M 0.35%
3,333,307
+70,902
+2% +$16.3M
2013 Q2
35 quarters
1
2
3 4 5

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MCM
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PSUF
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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.