We are live on ! Find out more
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
MSFT icon
1
Microsoft
MSFT
$3.75T
$10.8B 5.68%
35,041,978
+1,094,854
+3% +$329M
AAPL icon
2
Apple
AAPL
$4.59T
$9.93B 5.22%
56,891,567
+1,280,613
+2% +$215M
AMZN icon
3
Amazon
AMZN
$2.76T
$4.96B 2.61%
30,454,380
+356,740
+1% +$55.1M
VOO icon
4
Vanguard S&P 500 ETF
VOO
$1.03T
$3.57B 1.87%
8,587,471
-513,702
-6% -$210M
GOOGL icon
5
Alphabet (Google) Class A
GOOGL
$4.17T
$3.38B 1.78%
24,325,020
+788,720
+3% +$107M
TSLA icon
6
Tesla
TSLA
$1.4T
$2.79B 1.47%
7,769,988
+235,389
+3% +$73.3M
GOOG icon
7
Alphabet (Google) Class C
GOOG
$4.13T
$2.73B 1.43%
19,534,860
+381,260
+2% +$51.8M
NVDA icon
8
NVIDIA
NVDA
$5.51T
$2.48B 1.3%
90,755,220
+2,627,050
+3% +$65.9M
BRK.B icon
9
Berkshire Hathaway Class B
BRK.B
$1.08T
$2.18B 1.14%
6,165,975
+471,558
+8% +$153M
UNH icon
10
UnitedHealth
UNH
$355B
$2.16B 1.13%
4,228,437
+126,956
+3% +$61.2M
JNJ icon
11
Johnson & Johnson
JNJ
$640B
$2.01B 1.06%
11,359,738
+422,206
+4% +$71.8M
META icon
12
Meta Platforms (Facebook)
META
$1.45T
$1.95B 1.03%
8,776,905
-710,359
-7% -$178M
V icon
13
Visa
V
$709B
$1.64B 0.86%
7,417,380
+503,235
+7% +$109M
JPM icon
14
JPMorgan Chase
JPM
$942B
$1.51B 0.79%
11,052,296
-224,426
-2% -$33.1M
PG icon
15
Procter & Gamble
PG
$333B
$1.44B 0.76%
9,415,163
+246,129
+3% +$38.5M
MA icon
16
Mastercard
MA
$518B
$1.32B 0.69%
3,692,517
+213,698
+6% +$76.8M
HD icon
17
Home Depot
HD
$328B
$1.27B 0.67%
4,226,397
-11,961
-0.3% -$4.15M
ABBV icon
18
AbbVie
ABBV
$456B
$1.15B 0.6%
7,078,339
+352,169
+5% +$51.2M
PFE icon
19
Pfizer
PFE
$160B
$1.13B 0.6%
21,908,327
+217,479
+1% +$11.3M
BAC icon
20
Bank of America
BAC
$428B
$1.08B 0.57%
26,093,995
+165,561
+0.6% +$7.47M
COST icon
21
Costco
COST
$415B
$1.05B 0.55%
1,826,321
+59,955
+3% +$31.5M
CVX icon
22
Chevron
CVX
$392B
$1.05B 0.55%
6,443,068
+399,505
+7% +$57.3M
CSCO icon
23
Cisco
CSCO
$442B
$1.03B 0.54%
18,488,142
+901,664
+5% +$51M
PEP icon
24
PepsiCo
PEP
$191B
$1.02B 0.53%
6,067,697
+228,901
+4% +$38.4M
AVGO icon
25
Broadcom
AVGO
$1.77T
$974M 0.51%
15,467,180
+783,940
+5% +$46.6M
1
2 3 4 5

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.