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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

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
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
SBUX icon
76
Starbucks
SBUX
$123B
$430M 0.23%
4,726,845
-67,715
-1% -$6.39M
MS icon
77
Morgan Stanley
MS
$338B
$424M 0.22%
4,854,015
-215,794
-4% -$20.8M
CAT icon
78
Caterpillar
CAT
$369B
$413M 0.22%
1,854,135
+87,248
+5% +$18.3M
T icon
79
AT&T
T
$178B
$404M 0.21%
22,623,339
+3,713,766
+20% +$68.7M
NOW icon
80
ServiceNow
NOW
$149B
$401M 0.21%
3,603,550
+154,645
+4% +$17.3M
ISRG icon
81
Intuitive Surgical
ISRG
$131B
$391M 0.21%
1,296,211
-17,250
-1% -$5.04M
ASML icon
82
ASML
ASML
$660B
$389M 0.2%
581,796
+24,377
+4% +$16.3M
GS icon
83
Goldman Sachs
GS
$303B
$388M 0.2%
1,176,540
+288
+0% +$102K
MRSH
84
Marsh
MRSH
$92.4B
$382M 0.2%
2,243,050
+63,564
+3% +$10M
ZTS icon
85
Zoetis
ZTS
$31.7B
$379M 0.2%
2,012,071
+45,304
+2% +$8.96M
LMT icon
86
Lockheed Martin
LMT
$130B
$377M 0.2%
853,935
+78,172
+10% +$31.7M
MCO icon
87
Moody's
MCO
$89.3B
$375M 0.2%
1,112,181
+17,423
+2% +$5.86M
KR icon
88
Kroger
KR
$35.4B
$366M 0.19%
6,371,880
-192,760
-3% -$9.57M
MDLZ icon
89
Mondelez International
MDLZ
$79.8B
$355M 0.19%
5,657,920
+86,163
+2% +$5.61M
ADI icon
90
Analog Devices
ADI
$176B
$354M 0.19%
2,143,983
+1,616
+0.1% +$262K
MU icon
91
Micron Technology
MU
$1.05T
$345M 0.18%
4,434,518
+186,373
+4% +$15.9M
DUK icon
92
Duke Energy
DUK
$94.1B
$342M 0.18%
3,065,302
+52,320
+2% +$5.43M
DVN icon
93
Devon Energy
DVN
$51.4B
$342M 0.18%
5,775,767
-451,286
-7% -$24.4M
ETN icon
94
Eaton
ETN
$158B
$335M 0.18%
2,205,648
+62,173
+3% +$9.73M
MO icon
95
Altria Group
MO
$114B
$335M 0.18%
6,402,838
+207,247
+3% +$10.6M
CME icon
96
CME Group
CME
$102B
$333M 0.18%
1,401,501
+141,659
+11% +$33.3M
SYK icon
97
Stryker
SYK
$126B
$327M 0.17%
1,224,736
+90,121
+8% +$23.3M
CB icon
98
Chubb
CB
$131B
$322M 0.17%
1,504,509
+110,024
+8% +$22.4M
ICE icon
99
Intercontinental Exchange
ICE
$91.3B
$321M 0.17%
2,429,570
+125,142
+5% +$16.2M
BDX icon
100
Becton Dickinson
BDX
$51.6B
$319M 0.17%
1,230,765
+57,014
+5% +$14.7M
2 3
4
5 6

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MCM
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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.