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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
+7.87%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$174B
AUM Growth
+$14.1B
Cap. Flow
+$3.62B
Cap. Flow %
2.08%
Top 10 Hldgs %
19.28%
Holding
4,167
New
180
Increased
2,404
Reduced
1,428
Closed
125

Top Buys

Rank Stock Value
1
AMZN icon
Amazon
AMZN
+$125M
2
TSLA icon
Tesla
TSLA
+$115M
3
MSFT icon
Microsoft
MSFT
+$109M
4
EWY icon
iShares MSCI South Korea ETF
EWY
+$80.1M
5
PSX icon
Phillips 66
PSX
+$74.3M

Top Sells

Rank Stock Value
1
VOO icon
Vanguard S&P 500 ETF
VOO
+$734M
2
IVV icon
iShares Core S&P 500 ETF
IVV
+$351M
3
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$167M
4
GLD icon
SPDR Gold Trust
GLD
+$63.6M
5
GME icon
GameStop
GME
+$59.1M

Sector Composition

Rank Sector Weight
1 Technology 20.47%
2 Financials 12.45%
3 Healthcare 11.58%
4 Consumer Discretionary 10.26%
5 Industrials 7.97%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
INGN icon
2101
Inogen
INGN
$174M
$3.25M ﹤0.01%
61,875
+2,128
+4% +$106K
INVA icon
2102
Innoviva
INVA
$1.57B
$3.25M ﹤0.01%
271,745
-45,675
-14% -$552K
QNST icon
2103
QuinStreet
QNST
$890M
$3.24M ﹤0.01%
159,759
+60,646
+61% +$1.36M
TROX icon
2104
Tronox
TROX
$999M
$3.24M ﹤0.01%
177,101
+15,534
+10% +$271K
JELD icon
2105
JELD-WEN Holding
JELD
$117M
$3.24M ﹤0.01%
117,012
+3,423
+3% +$95.1K
GPMT
2106
Granite Point Mortgage Trust
GPMT
$64.7M
$3.24M ﹤0.01%
270,456
-7,209
-3% -$77.9K
BND icon
2107
Vanguard Total Bond Market
BND
$158B
$3.23M ﹤0.01%
38,166
+10,767
+39% +$929K
LBRT icon
2108
Liberty Energy
LBRT
$2.93B
$3.23M ﹤0.01%
285,965
-4,977
-2% -$59.8K
MBIN icon
2109
Merchants Bancorp
MBIN
$2.55B
$3.23M ﹤0.01%
115,460
-1,948
-2% -$45.2K
UIS icon
2110
Unisys
UIS
$230M
$3.21M ﹤0.01%
126,412
-12,070
-9% -$298K
BFS
2111
Saul Centers
BFS
$850M
$3.21M ﹤0.01%
79,997
+15,207
+23% +$540K
INSM icon
2112
Insmed
INSM
$22B
$3.19M ﹤0.01%
93,725
+6,749
+8% +$258K
EXTR icon
2113
Extreme Networks
EXTR
$3.9B
$3.19M ﹤0.01%
364,641
+168,373
+86% +$1.47M
AHCO icon
2114
AdaptHealth
AHCO
$1.45B
$3.19M ﹤0.01%
86,723
-23,080
-21% -$815K
GCO icon
2115
Genesco
GCO
$429M
$3.18M ﹤0.01%
67,024
-13,081
-16% -$562K
UFI icon
2116
UNIFI
UFI
$114M
$3.18M ﹤0.01%
115,435
+62,806
+119% +$1.52M
VNET
2117
VNET Group
VNET
$2.08B
$3.18M ﹤0.01%
98,420
+59,992
+156% +$2.21M
DX
2118
Dynex Capital
DX
$3.18B
$3.18M ﹤0.01%
167,823
+5,801
+4% +$107K
TIP icon
2119
iShares TIPS Bond ETF
TIP
$14.5B
$3.17M ﹤0.01%
25,279
+3,300
+15% +$418K
ENVA icon
2120
Enova International
ENVA
$6.31B
$3.17M ﹤0.01%
89,404
+7,621
+9% +$228K
CBB
2121
DELISTED
Cincinnati Bell Inc.
CBB
$3.17M ﹤0.01%
206,352
+42,843
+26% +$656K
DHF
2122
BNY Mellon High Yield Strategies Fund
DHF
$170M
$3.17M ﹤0.01%
1,024,920
+900,649
+725% +$2.72M
SSP icon
2123
E.W. Scripps
SSP
$259M
$3.15M ﹤0.01%
163,722
+39,616
+32% +$729K
HPF
2124
John Hancock Preferred Income Fund II
HPF
$343M
$3.15M ﹤0.01%
151,515
+120,700
+392% +$2.29M
BPFH
2125
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
$3.15M ﹤0.01%
236,402
-3,497
-1% -$46.6K
83 84
85
86 87

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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 2021 Portfolio in Review

As of Q1 2021, Parametric Portfolio Associates held 4,167 positions worth $174B, up 8.8% from $160B the previous quarter. Its ten largest holdings account for 19% of the portfolio.

Parametric Portfolio Associates's Q1 2021 filing shows 180 new, 2,404 increased, 1,428 reduced and 125 closed positions. Its largest new stake was iShares MSCI EAFE Value ETF: 1,389,523 shares worth $70.8M. The largest sale was Vanguard S&P 500 ETF, an estimated $734M.

By sector, the portfolio is most concentrated in Technology at 20% of assets, down from 21% a quarter earlier, followed by Financials and Healthcare.

  • Parametric Portfolio Associates's largest Q1 2021 buy was iShares MSCI EAFE Value ETF: 1,389,523 shares worth $70.8M.
  • Parametric Portfolio Associates added most to Amazon in Q1 2021, an estimated $125M increase.
  • Parametric Portfolio Associates's biggest Q1 2021 reduction was Vanguard S&P 500 ETF, cutting an estimated $734M.
  • Parametric Portfolio Associates fully exited Tiffany & Co. in Q1 2021, selling an estimated $55M.
  • Parametric Portfolio Associates's ten largest holdings make up 19% of its $174B portfolio in Q1 2021.
  • Parametric Portfolio Associates opened 180 new positions and closed 125 in Q1 2021.
  • Parametric Portfolio Associates's portfolio value rose 8.8% quarter-over-quarter to $174B.

Based on Parametric Portfolio Associates's 13F filing for Q1 2021, filed 17 May 2021.