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
GAS
576
DELISTED
AGL Resources Inc
GAS
$17.4M 0.03%
267,516
-25,228
-9% -$1.62M
CFR icon
577
Cullen/Frost Bankers
CFR
$10.5B
$17.4M 0.03%
316,117
-102,736
-25% -$5.32M
CHKP icon
578
Check Point Software Technologies
CHKP
$14.3B
$17.2M 0.03%
197,028
-16,478
-8% -$1.32M
BERY
579
DELISTED
Berry Global Group, Inc.
BERY
$17.2M 0.03%
519,159
+283,203
+120% +$8.25M
SNPS icon
580
Synopsys
SNPS
$71.6B
$17.1M 0.03%
353,135
+1,647
+0.5% +$72.7K
ASML icon
581
ASML
ASML
$596B
$17.1M 0.03%
170,019
+12,379
+8% +$1.12M
PMO
582
Franklin Municipal Opportunities Trust
PMO
$282M
$17.1M 0.03%
1,342,661
+70,835
+6% +$884K
ANZ
583
DELISTED
AUSTRALIA & NW ZEAL ADS(RP5 SH
ANZ
$17M 0.03%
951,724
-4,214
-0.4% -$75.5K
AWK icon
584
American Water Works
AWK
$27B
$17M 0.03%
247,091
+24,487
+11% +$1.59M
BF
585
DELISTED
BASF AKTIENGESELLT ADS(RP1 ORD
BF
$17M 0.03%
225,336
-21
-0% -$1.59K
PBCT
586
DELISTED
People's United Financial Inc
PBCT
$16.9M 0.03%
1,062,671
+76,712
+8% +$1.15M
BTZ icon
587
BlackRock Credit Allocation Income Trust
BTZ
$927M
$16.9M 0.03%
1,346,960
-58,008
-4% -$702K
AES icon
588
AES
AES
$10.6B
$16.8M 0.03%
1,421,002
-1,625
-0.1% -$16.2K
LVS icon
589
Las Vegas Sands
LVS
$32.2B
$16.8M 0.03%
324,141
+90,136
+39% +$4.13M
TUP
590
DELISTED
Tupperware Brands Corporation
TUP
$16.7M 0.03%
288,419
+17,252
+6% +$890K
CBI
591
DELISTED
Chicago Bridge & Iron Nv
CBI
$16.7M 0.03%
456,984
+63,606
+16% +$2.27M
VNQ icon
592
Vanguard Real Estate ETF
VNQ
$39.9B
$16.7M 0.03%
199,462
+35,231
+21% +$2.74M
WPP icon
593
WPP
WPP
$4.67B
$16.7M 0.03%
143,339
-769
-0.5% -$82.9K
DNY
594
DELISTED
DONNELLEY R R & SONS CO
DNY
$16.6M 0.03%
1,013,999
+178,346
+21% +$2.92M
POR icon
595
Portland General Electric
POR
$5.82B
$16.6M 0.03%
420,814
+125,076
+42% +$4.79M
LEN icon
596
Lennar Class A
LEN
$20.4B
$16.6M 0.03%
360,826
+6,416
+2% +$263K
BF.B icon
597
Brown-Forman Class B
BF.B
$13.5B
$16.6M 0.03%
526,806
-30,110
-5% -$931K
EMBJ
598
Embraer S.A. ADS
EMBJ
$12B
$16.6M 0.03%
629,343
+20,978
+3% +$575K
PBI icon
599
Pitney Bowes
PBI
$2.39B
$16.6M 0.03%
769,556
-75,088
-9% -$1.43M
EQT icon
600
EQT Corp
EQT
$32.9B
$16.5M 0.03%
451,671
+131,223
+41% +$4.2M
22 23
24
25 26

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.