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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

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

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

1 Technology 24.28%
2 Financials 13.19%
3 Healthcare 12.81%
4 Consumer Discretionary 10.38%
5 Industrials 7.97%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
GTM
2001
ZoomInfo Technologies
GTM
$922M
$4.04M ﹤0.01%
67,552
+44,032
+187% +$2.36M
MODV
2002
DELISTED
ModivCare
MODV
$4.03M ﹤0.01%
34,916
+2,169
+7% +$250K
ICHR icon
2003
Ichor Holdings
ICHR
$2.92B
$4.03M ﹤0.01%
113,054
+5,772
+5% +$225K
AAN
2004
DELISTED
The Aaron's Company Inc
AAN
$4.02M ﹤0.01%
200,288
+11,879
+6% +$260K
DOCN icon
2005
DigitalOcean
DOCN
$12.2B
$4.01M ﹤0.01%
69,407
+11,574
+20% +$676K
SHO icon
2006
Sunstone Hotel Investors
SHO
$2.15B
$4.01M ﹤0.01%
340,816
+15,118
+5% +$172K
DQ
2007
Daqo New Energy
DQ
$807M
$4.01M ﹤0.01%
97,154
+26,296
+37% +$1.11M
BHE icon
2008
Benchmark Electronics
BHE
$2.78B
$4.01M ﹤0.01%
160,086
+6,353
+4% +$162K
ADEA icon
2009
Adeia
ADEA
$2.86B
$4.01M ﹤0.01%
874,227
+1,958
+0.2% +$8.91K
NVRI icon
2010
Enviri
NVRI
$641M
$4M ﹤0.01%
326,400
-2,411
-0.7% -$35.4K
VRE
2011
DELISTED
Veris Residential
VRE
$3.99M ﹤0.01%
229,685
+21,913
+11% +$380K
RWT
2012
Redwood Trust
RWT
$652M
$3.99M ﹤0.01%
379,178
-46,640
-11% -$531K
SHEN icon
2013
Shenandoah Telecom
SHEN
$679M
$3.99M ﹤0.01%
169,036
+95,075
+129% +$2.15M
PDM
2014
Piedmont Realty Trust
PDM
$1.24B
$3.98M ﹤0.01%
231,062
-2,279
-1% -$40K
VRRM icon
2015
Verra Mobility
VRRM
$647M
$3.98M ﹤0.01%
244,236
+25,577
+12% +$412K
NTUS
2016
DELISTED
Natus Medical Inc
NTUS
$3.97M ﹤0.01%
151,111
+12,664
+9% +$309K
EIG icon
2017
Employers Holdings
EIG
$909M
$3.96M ﹤0.01%
96,645
+1,825
+2% +$73K
HTH icon
2018
Hilltop Holdings
HTH
$2.31B
$3.96M ﹤0.01%
134,720
-11,054
-8% -$362K
FIGS icon
2019
FIGS
FIGS
$1.72B
$3.96M ﹤0.01%
184,018
+172,280
+1,468% +$3.43M
FBK icon
2020
FB Financial Corp
FBK
$3.02B
$3.94M ﹤0.01%
88,711
+2,863
+3% +$128K
HWKN icon
2021
Hawkins
HWKN
$2.99B
$3.94M ﹤0.01%
85,863
+3,555
+4% +$150K
HTO
2022
H2O America
HTO
$2.69B
$3.94M ﹤0.01%
56,585
-466
-0.8% -$31.4K
RNST icon
2023
Renasant Corp
RNST
$4.08B
$3.93M ﹤0.01%
117,460
+319
+0.3% +$11.7K
FARO
2024
DELISTED
Faro Technologies
FARO
$3.93M ﹤0.01%
75,614
+22,464
+42% +$1.26M
ADUS icon
2025
Addus HomeCare
ADUS
$2.12B
$3.92M ﹤0.01%
41,980
-807
-2% -$64.9K
79 80
81
82 83

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AF
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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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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.