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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
AON icon
126
Aon
AON
$58.3B
$270M 0.14%
828,990
+35,797
+5% +$10.4M
2013 Q2
35 quarters
VNQ icon
127
Vanguard Real Estate ETF
VNQ
$36.6B
$266M 0.14%
2,453,137
-4,209
-0.2% -$445K
2013 Q2
35 quarters
SO icon
128
Southern Company
SO
$100B
$262M 0.14%
3,610,783
+99,809
+3% +$6.76M
2013 Q2
35 quarters
MPC icon
129
Marathon Petroleum
MPC
$129B
$262M 0.14%
3,060,786
-27,118
-0.9% -$2.06M
2013 Q2
35 quarters
HCA icon
130
HCA Healthcare
HCA
$99.3B
$261M 0.14%
1,043,148
+1,233
+0.1% +$310K
2013 Q2
35 quarters
VTI icon
131
Vanguard Morningstar Total Stock Market ETF
VTI
$703B
$261M 0.14%
1,147,914
-55,697
-5% -$12.5M
2017 Q1
20 quarters
APD icon
132
Air Products & Chemicals
APD
$63.2B
$261M 0.14%
1,042,734
+11,138
+1% +$2.86M
2013 Q2
35 quarters
VRTX icon
133
Vertex Pharmaceuticals
VRTX
$129B
$255M 0.13%
978,372
+101,365
+12% +$24.1M
2013 Q2
35 quarters
AMP icon
134
Ameriprise Financial
AMP
$44.2B
$255M 0.13%
849,745
+31,879
+4% +$9.64M
2013 Q2
35 quarters
HUM icon
135
Humana
HUM
$52.1B
$252M 0.13%
579,228
-10,169
-2% -$4.25M
2013 Q2
35 quarters
NVS icon
136
Novartis
NVS
$273B
$251M 0.13%
2,854,907
+331,574
+13% +$28.7M
2013 Q2
35 quarters
TMUS icon
137
T-Mobile US
TMUS
$163B
$249M 0.13%
1,940,480
+159,967
+9% +$19.1M
2013 Q2
35 quarters
PRU icon
138
Prudential Financial
PRU
$39.1B
$246M 0.13%
2,081,513
+72,942
+4% +$8.29M
2013 Q2
35 quarters
WM icon
139
Waste Management
WM
$84.4B
$246M 0.13%
1,550,539
+26,679
+2% +$4.04M
2013 Q2
35 quarters
ITOT icon
140
iShares Core S&P Total US Stock Market ETF
ITOT
$97.9B
$245M 0.13%
2,423,234
+89,625
+4% +$8.94M
2017 Q2
19 quarters
FCX icon
141
Freeport-McMoran
FCX
$105B
$244M 0.13%
4,899,007
+303,065
+7% +$13.4M
2013 Q2
35 quarters
AZO icon
142
AutoZone
AZO
$46.9B
$243M 0.13%
118,680
+6,001
+5% +$11.7M
2013 Q2
35 quarters
GE icon
143
GE Aerospace
GE
$320B
$242M 0.13%
4,246,595
+522,673
+14% +$31.2M
2021 Q3
2 quarters
TDG icon
144
TransDigm Group
TDG
$61.9B
$242M 0.13%
371,317
+54,747
+17% +$35.2M
2013 Q2
35 quarters
ROP icon
145
Roper Technologies
ROP
$36.3B
$241M 0.13%
509,984
+5,053
+1% +$2.27M
2013 Q2
35 quarters
EL icon
146
Estee Lauder
EL
$36.2B
$240M 0.13%
882,176
-40,740
-4% -$12.3M
2013 Q2
35 quarters
TRV icon
147
Travelers Companies
TRV
$77.5B
$238M 0.13%
1,303,830
+38,002
+3% +$6.51M
2013 Q2
35 quarters
EQIX icon
148
Equinix
EQIX
$102B
$238M 0.13%
320,781
+775
+0.2% +$558K
2013 Q2
35 quarters
F icon
149
Ford
F
$47.9B
$235M 0.12%
13,892,114
-345,224
-2% -$6.56M
2013 Q2
35 quarters
MCK icon
150
McKesson
MCK
$111B
$230M 0.12%
752,316
+11,843
+2% +$3.22M
2013 Q2
35 quarters
4 5
6
7 8

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AF
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MCM
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PSUF
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IA
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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.