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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
MSFT icon
1
Microsoft
MSFT
$4.01T
$10.8B 5.68%
35,041,978
+1,094,854
+3% +$329M
2013 Q2
35 quarters
AAPL icon
2
Apple
AAPL
$4.98T
$9.93B 5.22%
56,891,567
+1,280,613
+2% +$215M
2013 Q2
35 quarters
AMZN icon
3
Amazon
AMZN
$2.82T
$4.96B 2.61%
30,454,380
+356,740
+1% +$55.1M
2013 Q2
35 quarters
VOO icon
4
Vanguard S&P 500 ETF
VOO
$1.05T
$3.57B 1.87%
8,587,471
-513,702
-6% -$210M
2013 Q2
35 quarters
GOOGL icon
5
Alphabet (Google) Class A
GOOGL
$4.33T
$3.38B 1.78%
24,325,020
+788,720
+3% +$107M
2015 Q4
25 quarters
TSLA icon
6
Tesla
TSLA
$1.5T
$2.79B 1.47%
7,769,988
+235,389
+3% +$73.3M
2013 Q2
35 quarters
GOOG icon
7
Alphabet (Google) Class C
GOOG
$4.29T
$2.73B 1.43%
19,534,860
+381,260
+2% +$51.8M
2013 Q2
35 quarters
NVDA icon
8
NVIDIA
NVDA
$5.44T
$2.48B 1.3%
90,755,220
+2,627,050
+3% +$65.9M
2013 Q2
35 quarters
BRK.B icon
9
Berkshire Hathaway Class B
BRK.B
$1.11T
$2.18B 1.14%
6,165,975
+471,558
+8% +$153M
2013 Q2
35 quarters
UNH icon
10
UnitedHealth
UNH
$339B
$2.16B 1.13%
4,228,437
+126,956
+3% +$61.2M
2013 Q2
35 quarters
JNJ icon
11
Johnson & Johnson
JNJ
$631B
$2.01B 1.06%
11,359,738
+422,206
+4% +$71.8M
2013 Q2
35 quarters
META icon
12
Meta Platforms (Facebook)
META
$1.9T
$1.95B 1.03%
8,776,905
-710,359
-7% -$178M
2013 Q2
35 quarters
V icon
13
Visa
V
$732B
$1.64B 0.86%
7,417,380
+503,235
+7% +$109M
2013 Q2
35 quarters
JPM icon
14
JPMorgan Chase
JPM
$889B
$1.51B 0.79%
11,052,296
-224,426
-2% -$33.1M
2013 Q2
35 quarters
PG icon
15
Procter & Gamble
PG
$355B
$1.44B 0.76%
9,415,163
+246,129
+3% +$38.5M
2013 Q2
35 quarters
MA icon
16
Mastercard
MA
$522B
$1.32B 0.69%
3,692,517
+213,698
+6% +$76.8M
2013 Q2
35 quarters
HD icon
17
Home Depot
HD
$292B
$1.27B 0.67%
4,226,397
-11,961
-0.3% -$4.15M
2013 Q2
35 quarters
ABBV icon
18
AbbVie
ABBV
$493B
$1.15B 0.6%
7,078,339
+352,169
+5% +$51.2M
2013 Q2
35 quarters
PFE icon
19
Pfizer
PFE
$161B
$1.13B 0.6%
21,908,327
+217,479
+1% +$11.3M
2013 Q2
35 quarters
BAC icon
20
Bank of America
BAC
$381B
$1.08B 0.57%
26,093,995
+165,561
+0.6% +$7.47M
2013 Q2
35 quarters
COST icon
21
Costco
COST
$422B
$1.05B 0.55%
1,826,321
+59,955
+3% +$31.5M
2013 Q2
35 quarters
CVX icon
22
Chevron
CVX
$420B
$1.05B 0.55%
6,443,068
+399,505
+7% +$57.3M
2013 Q2
35 quarters
CSCO icon
23
Cisco
CSCO
$453B
$1.03B 0.54%
18,488,142
+901,664
+5% +$51M
2013 Q2
35 quarters
PEP icon
24
PepsiCo
PEP
$172B
$1.02B 0.53%
6,067,697
+228,901
+4% +$38.4M
2013 Q2
35 quarters
AVGO icon
25
Broadcom
AVGO
$1.7T
$974M 0.51%
15,467,180
+783,940
+5% +$46.6M
2013 Q2
35 quarters
1
2 3 4 5

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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.