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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
AMD icon
51
Advanced Micro Devices
AMD
$970B
$669M 0.35%
6,120,201
+1,722,206
+39% +$206M
2013 Q2
35 quarters
QCOM icon
52
Qualcomm
QCOM
$186B
$651M 0.34%
4,258,274
-49,671
-1% -$8.33M
2013 Q2
35 quarters
AMGN icon
53
Amgen
AMGN
$226B
$628M 0.33%
2,595,883
+172,109
+7% +$39.5M
2013 Q2
35 quarters
UPS icon
54
United Parcel Service
UPS
$81.1B
$620M 0.33%
2,889,947
+276,550
+11% +$58.8M
2013 Q2
35 quarters
SPGI icon
55
S&P Global
SPGI
$122B
$608M 0.32%
1,483,332
+350,447
+31% +$143M
2016 Q2
23 quarters
CVS icon
56
CVS Health
CVS
$112B
$604M 0.32%
5,963,843
+179,104
+3% +$18.8M
2013 Q2
35 quarters
TGT icon
57
Target
TGT
$69.8B
$570M 0.3%
2,687,973
+86,346
+3% +$18.7M
2013 Q2
35 quarters
MDT icon
58
Medtronic
MDT
$118B
$545M 0.29%
4,911,466
+717,441
+17% +$75.8M
2013 Q2
35 quarters
RTX icon
59
RTX Corp
RTX
$252B
$542M 0.28%
5,466,502
+431,964
+9% +$40.9M
2013 Q2
35 quarters
NFLX icon
60
Netflix
NFLX
$294B
$540M 0.28%
14,402,890
-952,540
-6% -$39.7M
2013 Q2
35 quarters
AMAT icon
61
Applied Materials
AMAT
$395B
$522M 0.27%
3,964,106
-139,187
-3% -$19.2M
2013 Q2
35 quarters
HON icon
62
Honeywell
HON
$66.4B
$496M 0.26%
2,704,605
-1,953
-0.1% -$361K
2013 Q2
35 quarters
WFC icon
63
Wells Fargo
WFC
$252B
$495M 0.26%
10,220,799
+375,381
+4% +$20.1M
2013 Q2
35 quarters
AXP icon
64
American Express
AXP
$210B
$487M 0.26%
2,601,845
+216,696
+9% +$39.1M
2013 Q2
35 quarters
SCHW icon
65
Charles Schwab
SCHW
$168B
$477M 0.25%
5,660,726
+280,735
+5% +$24.7M
2013 Q2
35 quarters
PYPL icon
66
PayPal
PYPL
$47.9B
$477M 0.25%
4,124,284
+70,442
+2% +$9.37M
2015 Q3
26 quarters
LIN icon
67
Linde
LIN
$225B
$477M 0.25%
1,492,201
+2,882
+0.2% +$891K
2018 Q4
13 quarters
PLD icon
68
Prologis
PLD
$126B
$476M 0.25%
2,948,435
+168,500
+6% +$25.7M
2013 Q2
35 quarters
ELV icon
69
Elevance Health
ELV
$91.5B
$468M 0.25%
952,086
+49,162
+5% +$22.5M
2013 Q2
35 quarters
DE icon
70
Deere & Co
DE
$171B
$466M 0.24%
1,120,765
+70,142
+7% +$26.9M
2013 Q2
35 quarters
COP icon
71
ConocoPhillips
COP
$165B
$460M 0.24%
4,599,438
+234,514
+5% +$21.6M
2013 Q2
35 quarters
AMT icon
72
American Tower
AMT
$85.1B
$459M 0.24%
1,826,558
+72,929
+4% +$17.8M
2013 Q2
35 quarters
PM icon
73
Philip Morris
PM
$315B
$446M 0.23%
4,747,052
+15,724
+0.3% +$1.57M
2013 Q2
35 quarters
ADP icon
74
Automatic Data Processing
ADP
$108B
$435M 0.23%
1,913,734
-109,166
-5% -$23.4M
2013 Q2
35 quarters
BLK icon
75
Blackrock
BLK
$168B
$431M 0.23%
564,558
+2,027
+0.4% +$1.58M
2013 Q2
35 quarters
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.