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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
ICPT
2576
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$1.49M ﹤0.01%
91,263
+5,395
+6% +$84.5K
IRMD icon
2577
iRadimed
IRMD
$1.11B
$1.47M ﹤0.01%
32,866
-3,346
-9% -$155K
CDE icon
2578
Coeur Mining
CDE
$21.7B
$1.47M ﹤0.01%
330,376
-132,604
-29% -$632K
GLBE icon
2579
Global E Online
GLBE
$6.71B
$1.47M ﹤0.01%
43,516
+9,798
+29% +$370K
ECHO
2580
EchoStar
ECHO
$25.2B
$1.47M ﹤0.01%
60,280
+116
+0.2% +$2.86K
SRCE icon
2581
1st Source
SRCE
$2.08B
$1.47M ﹤0.01%
31,668
+5,843
+23% +$289K
EMLP icon
2582
First Trust North American Energy Infrastructure Fund
EMLP
$4.15B
$1.46M ﹤0.01%
52,748
-3,696
-7% -$95.6K
BJRI icon
2583
BJ's Restaurants
BJRI
$1.39B
$1.46M ﹤0.01%
51,599
-3,994
-7% -$122K
IPI icon
2584
Intrepid Potash
IPI
$506M
$1.46M ﹤0.01%
17,779
+9,002
+103% +$496K
SRTS icon
2585
Sensus Healthcare
SRTS
$57.9M
$1.46M ﹤0.01%
+144,210
New +$1.32M
AXSM icon
2586
Axsome Therapeutics
AXSM
$10.4B
$1.46M ﹤0.01%
35,194
-10,984
-24% -$340K
RIDE
2587
DELISTED
Lordstown Motors Corp. Class A Common Stock
RIDE
$1.46M ﹤0.01%
28,473
+23,451
+467% +$1.02M
IDT icon
2588
IDT Corp
IDT
$1.72B
$1.45M ﹤0.01%
42,655
-1,265
-3% -$47K
IJJ icon
2589
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.83B
$1.45M ﹤0.01%
13,256
-939
-7% -$101K
KNTK icon
2590
Kinetik
KNTK
$4.33B
$1.45M ﹤0.01%
44,704
+24,266
+119% +$792K
RIGL icon
2591
Rigel Pharmaceuticals
RIGL
$868M
$1.45M ﹤0.01%
48,564
+31,546
+185% +$854K
FORG
2592
DELISTED
ForgeRock, Inc.
FORG
$1.45M ﹤0.01%
66,224
+48,651
+277% +$821K
MERC icon
2593
Mercer International
MERC
$25.9M
$1.45M ﹤0.01%
103,888
-9,014
-8% -$116K
CONN
2594
DELISTED
Conn's Inc.
CONN
$1.44M ﹤0.01%
93,506
-2,362
-2% -$50.9K
HFRO
2595
Highland Opportunities and Income Fund
HFRO
$409M
$1.44M ﹤0.01%
+120,587
New +$1.38M
TELL
2596
DELISTED
Tellurian Inc.
TELL
$1.44M ﹤0.01%
270,824
+115,970
+75% +$391K
HSTM icon
2597
HealthStream
HSTM
$859M
$1.43M ﹤0.01%
71,919
-24,019
-25% -$543K
SLQT icon
2598
SelectQuote
SLQT
$91.8M
$1.43M ﹤0.01%
513,334
+239,449
+87% +$1.15M
AERI
2599
DELISTED
Aerie Pharmaceuticals
AERI
$1.43M ﹤0.01%
157,013
+56,724
+57% +$437K
FLWS icon
2600
1-800-Flowers.com
FLWS
$239M
$1.43M ﹤0.01%
111,728
+8,547
+8% +$147K
102 103
104
105 106

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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.