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
+2.06%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$61.9B
AUM Growth
+$3.26B
Cap. Flow
+$2.79B
Cap. Flow %
4.51%
Top 10 Hldgs %
13.35%
Holding
4,156
New
210
Increased
2,489
Reduced
1,252
Closed
182

Top Buys

Rank Stock Value
1
VOO icon
Vanguard S&P 500 ETF
VOO
+$130M
2
MSFT icon
Microsoft
MSFT
+$90.6M
3
META icon
Meta Platforms (Facebook)
META
+$58.2M
4
M icon
Macy's
M
+$56.4M
5
AVGO icon
Broadcom
AVGO
+$53.6M

Top Sells

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$109M
2
CB
CHUBB CORPORATION
CB
+$76M
3
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$54.2M
4
PCP
PRECISION CASTPARTS CORP
PCP
+$51.2M
5
BRCM
BROADCOM CORP CL-A
BRCM
+$48.8M

Sector Composition

Rank Sector Weight
1 Financials 12.89%
2 Technology 12.57%
3 Healthcare 11.91%
4 Industrials 9.11%
5 Consumer Discretionary 8.87%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EFA icon
251
iShares MSCI EAFE ETF
EFA
$76.3B
$46.8M 0.08%
818,091
-473,909
-37% -$26.1M
CMG icon
252
Chipotle Mexican Grill
CMG
$43.7B
$46.7M 0.08%
4,959,650
+763,550
+18% +$7.26M
TTE icon
253
TotalEnergies
TTE
$192B
$46.7M 0.08%
1,027,206
+93,940
+10% +$4.14M
DFJ icon
254
WisdomTree Japan SmallCap Dividend Fund
DFJ
$374M
$46.6M 0.08%
+846,902
New +$45.1M
ADM icon
255
Archer Daniels Midland
ADM
$39.4B
$46.6M 0.08%
1,284,336
+167,315
+15% +$5.82M
APA icon
256
APA Corp
APA
$12.8B
$46.5M 0.08%
952,279
+160,529
+20% +$6.67M
ES icon
257
Eversource Energy
ES
$28.3B
$46.3M 0.07%
792,877
+38,698
+5% +$2.11M
TV icon
258
Televisa
TV
$1.48B
$45.7M 0.07%
1,665,598
+86,645
+5% +$2.27M
SBAC icon
259
SBA Communications
SBAC
$18.9B
$45.7M 0.07%
455,935
+146,702
+47% +$14M
GSK icon
260
GSK
GSK
$105B
$45.7M 0.07%
900,786
+137,941
+18% +$6.87M
K
261
DELISTED
Kellanova
K
$45.6M 0.07%
634,269
+6,411
+1% +$443K
PCG icon
262
PG&E
PCG
$39.2B
$45.4M 0.07%
759,734
+17,576
+2% +$979K
RF icon
263
Regions Financial
RF
$26.6B
$45M 0.07%
5,736,989
+956,412
+20% +$7.69M
TGI
264
DELISTED
Triumph Group
TGI
$44.8M 0.07%
1,424,508
+761,842
+115% +$23.1M
HYG icon
265
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$44.8M 0.07%
548,120
-32,065
-6% -$2.55M
PLD icon
266
Prologis
PLD
$134B
$44.7M 0.07%
1,012,520
+17,321
+2% +$695K
FIS icon
267
Fidelity National Information Services
FIS
$23.7B
$44.5M 0.07%
703,434
+7,070
+1% +$424K
CAG icon
268
Conagra Brands
CAG
$7.45B
$44.4M 0.07%
1,279,441
+15,763
+1% +$512K
PBF icon
269
PBF Energy
PBF
$7.44B
$44.4M 0.07%
1,337,871
+355,483
+36% +$11.4M
SRCL
270
DELISTED
Stericycle Inc
SRCL
$44.4M 0.07%
351,867
-12,395
-3% -$1.44M
DOX icon
271
Amdocs
DOX
$6.02B
$43.7M 0.07%
722,871
+1,625
+0.2% +$91K
FITB
272
Fifth Third Bancorp
FITB
$52.1B
$43.4M 0.07%
2,601,769
+159,583
+7% +$2.62M
GWW icon
273
W.W. Grainger
GWW
$64.5B
$43.3M 0.07%
185,446
-132,422
-42% -$27.7M
TFC icon
274
Truist Financial
TFC
$64.8B
$43.2M 0.07%
1,297,038
+1,629
+0.1% +$54.1K
ALXN
275
DELISTED
Alexion Pharmaceuticals
ALXN
$43.1M 0.07%
309,664
-78,323
-20% -$11.5M
9 10
11
12 13

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 2016 Portfolio in Review

As of Q1 2016, Parametric Portfolio Associates held 4,156 positions worth $61.9B, up 5.6% from $58.6B the previous quarter. Its ten largest holdings account for 13% of the portfolio.

Parametric Portfolio Associates deployed $2.79B of net new capital in Q1 2016, opening 210 new positions and adding to 2,489 existing holdings. Its largest new stake was WisdomTree Japan SmallCap Dividend Fund: 846,902 shares worth $46.6M.

By sector, the portfolio is most concentrated in Financials at 13% of assets, down from 14% a quarter earlier, followed by Technology and Healthcare.

On the sell side, the largest reduction was iShares Core S&P 500 ETF, an estimated $109M trimmed.

  • Parametric Portfolio Associates's largest Q1 2016 buy was WisdomTree Japan SmallCap Dividend Fund: 846,902 shares worth $46.6M.
  • Parametric Portfolio Associates added most to Vanguard S&P 500 ETF in Q1 2016, an estimated $130M increase.
  • Parametric Portfolio Associates's biggest Q1 2016 reduction was iShares Core S&P 500 ETF, cutting an estimated $109M.
  • Parametric Portfolio Associates fully exited CHUBB CORPORATION in Q1 2016, selling an estimated $76M.
  • Parametric Portfolio Associates's ten largest holdings make up 13% of its $61.9B portfolio in Q1 2016.
  • Parametric Portfolio Associates opened 210 new positions and closed 182 in Q1 2016.
  • Parametric Portfolio Associates's portfolio value rose 5.6% quarter-over-quarter to $61.9B.

Based on Parametric Portfolio Associates's 13F filing for Q1 2016, filed 13 May 2016.