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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
SBUX icon
76
Starbucks
SBUX
$105B
$430M 0.23%
4,726,845
-67,715
-1% -$6.39M
2013 Q2
35 quarters
MS icon
77
Morgan Stanley
MS
$298B
$424M 0.22%
4,854,015
-215,794
-4% -$20.8M
2013 Q2
35 quarters
CAT icon
78
Caterpillar
CAT
$367B
$413M 0.22%
1,854,135
+87,248
+5% +$18.3M
2013 Q2
35 quarters
T icon
79
AT&T
T
$154B
$404M 0.21%
22,623,339
+3,713,766
+20% +$68.7M
2013 Q2
35 quarters
NOW icon
80
ServiceNow
NOW
$145B
$401M 0.21%
3,603,550
+154,645
+4% +$17.3M
2013 Q2
35 quarters
ISRG icon
81
Intuitive Surgical
ISRG
$151B
$391M 0.21%
1,296,211
-17,250
-1% -$5.04M
2013 Q2
35 quarters
ASML icon
82
ASML
ASML
$672B
$389M 0.2%
581,796
+24,377
+4% +$16.3M
2013 Q2
35 quarters
GS icon
83
Goldman Sachs
GS
$260B
$388M 0.2%
1,176,540
+288
+0% +$102K
2013 Q2
35 quarters
MRSH icon
84
Marsh
MRSH
$84.2B
$382M 0.2%
2,243,050
+63,564
+3% +$10M
2013 Q2
35 quarters
ZTS icon
85
Zoetis
ZTS
$31.3B
$379M 0.2%
2,012,071
+45,304
+2% +$8.96M
2013 Q2
35 quarters
LMT icon
86
Lockheed Martin
LMT
$118B
$377M 0.2%
853,935
+78,172
+10% +$31.7M
2013 Q2
35 quarters
MCO icon
87
Moody's
MCO
$81.5B
$375M 0.2%
1,112,181
+17,423
+2% +$5.86M
2013 Q2
35 quarters
KR icon
88
Kroger
KR
$36.9B
$366M 0.19%
6,371,880
-192,760
-3% -$9.57M
2013 Q2
35 quarters
MDLZ icon
89
Mondelez International
MDLZ
$78.9B
$355M 0.19%
5,657,920
+86,163
+2% +$5.61M
2013 Q2
35 quarters
ADI icon
90
Analog Devices
ADI
$197B
$354M 0.19%
2,143,983
+1,616
+0.1% +$262K
2013 Q2
35 quarters
MU icon
91
Micron Technology
MU
$1.12T
$345M 0.18%
4,434,518
+186,373
+4% +$15.9M
2013 Q2
35 quarters
DUK icon
92
Duke Energy
DUK
$91.8B
$342M 0.18%
3,065,302
+52,320
+2% +$5.43M
2013 Q2
35 quarters
DVN icon
93
Devon Energy
DVN
$53.9B
$342M 0.18%
5,775,767
-451,286
-7% -$24.4M
2013 Q2
35 quarters
ETN icon
94
Eaton
ETN
$166B
$335M 0.18%
2,205,648
+62,173
+3% +$9.73M
2013 Q2
35 quarters
MO icon
95
Altria Group
MO
$120B
$335M 0.18%
6,402,838
+207,247
+3% +$10.6M
2013 Q2
35 quarters
CME icon
96
CME Group
CME
$99.7B
$333M 0.18%
1,401,501
+141,659
+11% +$33.3M
2013 Q2
35 quarters
SYK icon
97
Stryker
SYK
$108B
$327M 0.17%
1,224,736
+90,121
+8% +$23.3M
2013 Q2
35 quarters
CB icon
98
Chubb
CB
$133B
$322M 0.17%
1,504,509
+110,024
+8% +$22.4M
2013 Q2
35 quarters
ICE icon
99
Intercontinental Exchange
ICE
$88.4B
$321M 0.17%
2,429,570
+125,142
+5% +$16.2M
2013 Q2
35 quarters
BDX icon
100
Becton Dickinson
BDX
$51.5B
$319M 0.17%
1,230,765
+57,014
+5% +$14.7M
2013 Q2
35 quarters
2 3
4
5 6

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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.