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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
ATHM icon
2001
Autohome
ATHM
$2.63B
$3.79M ﹤0.01%
40,610
+4,828
+13% +$536K
GRPN icon
2002
Groupon
GRPN
$1.06B
$3.78M ﹤0.01%
74,857
+45,490
+155% +$1.97M
MNR
2003
DELISTED
Monmouth Real Estate Investment Corp
MNR
$3.78M ﹤0.01%
213,802
-3,513
-2% -$62K
HIO
2004
Western Asset High Income Opportunity Fund
HIO
$334M
$3.78M ﹤0.01%
744,060
+5,843
+0.8% +$29.1K
BGB
2005
Blackstone Strategic Credit 2027 Term Fund
BGB
$499M
$3.78M ﹤0.01%
283,463
+194,020
+217% +$2.54M
ENIA
2006
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$3.78M ﹤0.01%
445,409
+65,879
+17% +$525K
HNI icon
2007
HNI Corp
HNI
$3.14B
$3.77M ﹤0.01%
95,344
+3,612
+4% +$132K
GLUU
2008
DELISTED
Glu Mobile Inc.
GLUU
$3.77M ﹤0.01%
302,224
-141,036
-32% -$1.57M
LBAI
2009
DELISTED
Lakeland Bancorp Inc
LBAI
$3.77M ﹤0.01%
215,995
+23,184
+12% +$359K
ECOM
2010
DELISTED
CHANNELADVISOR CORPORATION
ECOM
$3.77M ﹤0.01%
159,872
+16,812
+12% +$371K
CMD
2011
DELISTED
Cantel Medical Corporation
CMD
$3.76M ﹤0.01%
47,131
-3,636
-7% -$284K
EPAC icon
2012
Enerpac Tool Group
EPAC
$1.86B
$3.75M ﹤0.01%
143,707
+561
+0.4% +$13.3K
ECOL
2013
DELISTED
US Ecology, Inc.
ECOL
$3.75M ﹤0.01%
90,069
+8,853
+11% +$344K
ENV
2014
DELISTED
ENVESTNET, INC.
ENV
$3.72M ﹤0.01%
51,548
-2
-0% -$156
INVX
2015
Innovex International
INVX
$1.85B
$3.72M ﹤0.01%
111,942
+807
+0.7% +$27.7K
MNTV
2016
DELISTED
Momentive Global Inc. Common Stock
MNTV
$3.72M ﹤0.01%
202,991
+50,535
+33% +$1.14M
CWST icon
2017
Casella Waste Systems
CWST
$5.69B
$3.72M ﹤0.01%
58,473
+2,958
+5% +$179K
NHC icon
2018
National Healthcare
NHC
$3.58B
$3.71M ﹤0.01%
47,627
-469
-1% -$33.2K
SASR
2019
DELISTED
Sandy Spring Bancorp Inc
SASR
$3.71M ﹤0.01%
85,348
+14,221
+20% +$541K
ABCM
2020
DELISTED
Abcam PLC
ABCM
$3.7M ﹤0.01%
192,280
-82,038
-30% -$1.81M
FCFS icon
2021
FirstCash
FCFS
$8.76B
$3.69M ﹤0.01%
56,218
-3,815
-6% -$242K
ICHR icon
2022
Ichor Holdings
ICHR
$2.61B
$3.69M ﹤0.01%
68,629
-2,560
-4% -$109K
TRUP icon
2023
Trupanion
TRUP
$1.07B
$3.69M ﹤0.01%
48,354
-36,326
-43% -$3.73M
OPI
2024
DELISTED
Office Properties Income Trust
OPI
$3.68M ﹤0.01%
133,872
+7,356
+6% +$191K
FSP
2025
Franklin Street Properties
FSP
$48.1M
$3.68M ﹤0.01%
674,902
+40,754
+6% +$203K
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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ACI
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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.