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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
CL icon
151
Colgate-Palmolive
CL
$71.7B
$229M 0.12%
3,022,070
-10
-0% -$792
2013 Q2
35 quarters
ATVI
152
DELISTED
Activision Blizzard
ATVI
$229M 0.12%
2,855,717
+629,537
+28% +$49M
2013 Q2
35 quarters
REGN icon
153
Regeneron Pharmaceuticals
REGN
$78.5B
$228M 0.12%
326,954
+26,077
+9% +$16.5M
2013 Q2
35 quarters
ORLY icon
154
O'Reilly Automotive
ORLY
$70.1B
$227M 0.12%
4,981,710
+459,465
+10% +$20.5M
2013 Q2
35 quarters
BHP icon
155
BHP
BHP
$220B
$227M 0.12%
3,299,250
+1,036,034
+46% +$62.9M
2013 Q2
35 quarters
SHEL icon
156
Shell
SHEL
$289B
$226M 0.12%
+4,108,679
New +$218M
2022 Q1
0 quarters
D icon
157
Dominion Energy
D
$54.9B
$224M 0.12%
2,633,985
+94,649
+4% +$7.6M
2013 Q2
35 quarters
EOG icon
158
EOG Resources
EOG
$78.9B
$224M 0.12%
1,875,157
+89,970
+5% +$10M
2013 Q2
35 quarters
MCHP icon
159
Microchip Technology
MCHP
$40.1B
$223M 0.12%
2,964,315
+141,571
+5% +$10.7M
2013 Q2
35 quarters
EMR icon
160
Emerson Electric
EMR
$90.6B
$223M 0.12%
2,269,566
+279,902
+14% +$26.5M
2013 Q2
35 quarters
KLAC icon
161
KLA
KLAC
$248B
$221M 0.12%
6,025,170
+152,820
+3% +$5.72M
2013 Q2
35 quarters
MTD icon
162
Mettler-Toledo International
MTD
$31.3B
$219M 0.11%
159,200
+2,938
+2% +$4.24M
2013 Q2
35 quarters
APH icon
163
Amphenol
APH
$213B
$218M 0.11%
11,580,760
+1,500,504
+15% +$29.1M
2013 Q2
35 quarters
GD icon
164
General Dynamics
GD
$90.8B
$218M 0.11%
903,817
+30,857
+4% +$6.85M
2013 Q2
35 quarters
LHX icon
165
L3Harris
LHX
$44.4B
$215M 0.11%
865,391
+18,201
+2% +$4.24M
2013 Q2
35 quarters
ALL icon
166
Allstate
ALL
$58.8B
$214M 0.11%
1,543,002
+123,300
+9% +$15.5M
2013 Q2
35 quarters
HPQ icon
167
HP
HPQ
$26.9B
$213M 0.11%
5,856,708
+19,379
+0.3% +$716K
2013 Q2
35 quarters
DD icon
168
DuPont de Nemours
DD
$17.5B
$212M 0.11%
2,293,276
+71,026
+3% +$6.93M
2013 Q2
35 quarters
FISV icon
169
Fiserv Inc
FISV
$24.5B
$211M 0.11%
2,084,269
+156,090
+8% +$15.8M
2013 Q2
35 quarters
PAYX icon
170
Paychex
PAYX
$37.2B
$210M 0.11%
1,541,464
+137,936
+10% +$16.9M
2013 Q2
35 quarters
GILD icon
171
Gilead Sciences
GILD
$187B
$210M 0.11%
3,534,074
-756,092
-18% -$48.3M
2013 Q2
35 quarters
PSA icon
172
Public Storage
PSA
$54B
$208M 0.11%
532,869
+50,052
+10% +$18.2M
2013 Q2
35 quarters
TSM icon
173
TSMC
TSM
$2.3T
$208M 0.11%
1,991,681
-28,101
-1% -$3.29M
2013 Q2
35 quarters
MRO icon
174
DELISTED
Marathon Oil Corporation
MRO
$207M 0.11%
8,252,723
-642,571
-7% -$13.8M
2013 Q2
35 quarters
IDXX icon
175
Idexx Laboratories
IDXX
$41.3B
$206M 0.11%
377,450
+17,897
+5% +$9.41M
2013 Q2
35 quarters
5 6
7
8 9

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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.