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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
AMD icon
51
Advanced Micro Devices
AMD
$770B
$669M 0.35%
6,120,201
+1,722,206
+39% +$206M
QCOM icon
52
Qualcomm
QCOM
$175B
$651M 0.34%
4,258,274
-49,671
-1% -$8.33M
AMGN icon
53
Amgen
AMGN
$234B
$628M 0.33%
2,595,883
+172,109
+7% +$39.5M
UPS icon
54
United Parcel Service
UPS
$89.8B
$620M 0.33%
2,889,947
+276,550
+11% +$58.8M
SPGI icon
55
S&P Global
SPGI
$131B
$608M 0.32%
1,483,332
+350,447
+31% +$143M
CVS icon
56
CVS Health
CVS
$120B
$604M 0.32%
5,963,843
+179,104
+3% +$18.8M
TGT icon
57
Target
TGT
$74.6B
$570M 0.3%
2,687,973
+86,346
+3% +$18.7M
MDT icon
58
Medtronic
MDT
$117B
$545M 0.29%
4,911,466
+717,441
+17% +$75.8M
RTX icon
59
RTX Corp
RTX
$284B
$542M 0.28%
5,466,502
+431,964
+9% +$40.9M
NFLX icon
60
Netflix
NFLX
$342B
$540M 0.28%
14,402,890
-952,540
-6% -$39.7M
AMAT icon
61
Applied Materials
AMAT
$372B
$522M 0.27%
3,964,106
-139,187
-3% -$19.2M
HON icon
62
Honeywell
HON
$68.4B
$496M 0.26%
2,704,605
-1,953
-0.1% -$361K
WFC icon
63
Wells Fargo
WFC
$261B
$495M 0.26%
10,220,799
+375,381
+4% +$20.1M
AXP icon
64
American Express
AXP
$225B
$487M 0.26%
2,601,845
+216,696
+9% +$39.1M
SCHW
65
Charles Schwab
SCHW
$191B
$477M 0.25%
5,660,726
+280,735
+5% +$24.7M
PYPL icon
66
PayPal
PYPL
$46.5B
$477M 0.25%
4,124,284
+70,442
+2% +$9.37M
LIN icon
67
Linde
LIN
$225B
$477M 0.25%
1,492,201
+2,882
+0.2% +$891K
PLD icon
68
Prologis
PLD
$134B
$476M 0.25%
2,948,435
+168,500
+6% +$25.7M
ELV icon
69
Elevance Health
ELV
$86.3B
$468M 0.25%
952,086
+49,162
+5% +$22.5M
DE icon
70
Deere & Co
DE
$167B
$466M 0.24%
1,120,765
+70,142
+7% +$26.9M
COP icon
71
ConocoPhillips
COP
$156B
$460M 0.24%
4,599,438
+234,514
+5% +$21.6M
AMT icon
72
American Tower
AMT
$82B
$459M 0.24%
1,826,558
+72,929
+4% +$17.8M
PM icon
73
Philip Morris
PM
$299B
$446M 0.23%
4,747,052
+15,724
+0.3% +$1.57M
ADP icon
74
Automatic Data Processing
ADP
$114B
$435M 0.23%
1,913,734
-109,166
-5% -$23.4M
BLK icon
75
Blackrock
BLK
$182B
$431M 0.23%
564,558
+2,027
+0.4% +$1.58M
1 2
3
4 5

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MCM
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PSUF
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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.