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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
CCI icon
101
Crown Castle
CCI
$34.5B
$317M 0.17%
1,716,687
+53,533
+3% +$9.53M
2013 Q2
35 quarters
IBM icon
102
IBM
IBM
$214B
$313M 0.16%
2,408,630
+317,377
+15% +$41.4M
2013 Q2
35 quarters
AZN icon
103
AstraZeneca
AZN
$246B
$309M 0.16%
2,330,195
+120,885
+5% +$14.5M
2013 Q2
35 quarters
C icon
104
Citigroup
C
$221B
$309M 0.16%
5,787,682
-67,789
-1% -$4.19M
2013 Q2
35 quarters
CI icon
105
Cigna
CI
$74.9B
$305M 0.16%
1,274,435
+88,440
+7% +$20.7M
2013 Q2
35 quarters
CSX icon
106
CSX Corp
CSX
$88.5B
$305M 0.16%
8,138,130
+438,492
+6% +$15.5M
2013 Q2
35 quarters
EW icon
107
Edwards Lifesciences
EW
$49.8B
$301M 0.16%
2,554,434
+130,672
+5% +$14.7M
2013 Q2
35 quarters
BKNG icon
108
Booking.com
BKNG
$119B
$298M 0.16%
3,173,700
+298,850
+10% +$27.9M
2013 Q2
35 quarters
DG icon
109
Dollar General
DG
$27.9B
$296M 0.16%
1,330,360
-27,580
-2% -$5.86M
2013 Q2
35 quarters
TFC icon
110
Truist Financial
TFC
$57B
$296M 0.16%
5,223,341
+301,911
+6% +$18.6M
2013 Q2
35 quarters
LRCX icon
111
Lam Research
LRCX
$387B
$293M 0.15%
5,446,960
-156,060
-3% -$9.08M
2013 Q2
35 quarters
PNC icon
112
PNC Financial Services
PNC
$88.3B
$292M 0.15%
1,584,572
+30,002
+2% +$6.07M
2013 Q2
35 quarters
MMM icon
113
3M
MMM
$83B
$291M 0.15%
2,335,673
-380,390
-14% -$50.6M
2013 Q2
35 quarters
ITW icon
114
Illinois Tool Works
ITW
$75.5B
$290M 0.15%
1,385,543
-48,964
-3% -$11M
2013 Q2
35 quarters
SHW icon
115
Sherwin-Williams
SHW
$77.7B
$288M 0.15%
1,154,939
-38,363
-3% -$10.6M
2013 Q2
35 quarters
NOC icon
116
Northrop Grumman
NOC
$68.9B
$287M 0.15%
642,858
+38,979
+6% +$16.1M
2013 Q2
35 quarters
CHTR icon
117
Charter Communications
CHTR
$11.7B
$284M 0.15%
520,901
-21,539
-4% -$12.6M
2013 Q2
35 quarters
TJX icon
118
TJX Companies
TJX
$156B
$281M 0.15%
4,636,405
-408,907
-8% -$27.4M
2013 Q2
35 quarters
NEM icon
119
Newmont
NEM
$123B
$279M 0.15%
3,508,032
+171,615
+5% +$11.6M
2013 Q2
35 quarters
IEFA icon
120
iShares Core MSCI EAFE ETF
IEFA
$189B
$278M 0.15%
4,005,563
+284,838
+8% +$20.1M
2015 Q3
26 quarters
PGR icon
121
Progressive
PGR
$128B
$277M 0.15%
2,431,055
+149,953
+7% +$16.2M
2013 Q2
35 quarters
USB icon
122
US Bancorp
USB
$89.5B
$275M 0.14%
5,175,835
+15,914
+0.3% +$914K
2013 Q2
35 quarters
NVO icon
123
Novo Nordisk
NVO
$170B
$274M 0.14%
4,937,738
+79,958
+2% +$4.1M
2013 Q2
35 quarters
BA icon
124
Boeing
BA
$150B
$273M 0.14%
1,426,550
+38,758
+3% +$7.78M
2013 Q2
35 quarters
NSC icon
125
Norfolk Southern
NSC
$71.7B
$271M 0.14%
951,572
+28,944
+3% +$7.97M
2013 Q2
35 quarters
3 4
5
6 7

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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.