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
EC icon
726
Ecopetrol
EC
$33.7B
$12.8M 0.02%
1,486,385
+93,739
+7% +$661K
IGD
727
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$509M
$12.7M 0.02%
1,795,667
+187,370
+12% +$1.23M
HOG icon
728
Harley-Davidson
HOG
$2.61B
$12.7M 0.02%
247,077
+29,778
+14% +$1.3M
KALU icon
729
Kaiser Aluminum
KALU
$2.48B
$12.7M 0.02%
149,972
+41,838
+39% +$3.29M
HOLX
730
DELISTED
Hologic
HOLX
$12.7M 0.02%
366,846
-78,069
-18% -$2.72M
OFG icon
731
OFG Bancorp
OFG
$2.21B
$12.6M 0.02%
1,802,769
+1,096,875
+155% +$6.7M
RIO icon
732
Rio Tinto
RIO
$152B
$12.6M 0.02%
444,117
-545,058
-55% -$14.5M
PNR icon
733
Pentair
PNR
$10.8B
$12.5M 0.02%
344,367
+12,037
+4% +$389K
ARMH
734
DELISTED
ARM HOLDINGS PLC ADS
ARMH
$12.5M 0.02%
286,903
-36,878
-11% -$1.54M
MANH icon
735
Manhattan Associates
MANH
$12.1B
$12.5M 0.02%
220,356
+36,941
+20% +$2.06M
R icon
736
Ryder
R
$9.9B
$12.5M 0.02%
193,300
+54,539
+39% +$3.1M
Y
737
DELISTED
Alleghany Corp
Y
$12.5M 0.02%
25,236
+7,435
+42% +$3.52M
MFA
738
MFA Financial
MFA
$932M
$12.5M 0.02%
454,614
+172,590
+61% +$4.53M
SVC
739
Service Properties Trust
SVC
$1.05B
$12.4M 0.02%
93,741
-4,309
-4% -$523K
LFUS icon
740
Littelfuse
LFUS
$10.4B
$12.4M 0.02%
100,975
+60,687
+151% +$6.69M
RVTY icon
741
Revvity
RVTY
$12.6B
$12.4M 0.02%
250,960
+21,395
+9% +$1.02M
EMD
742
DELISTED
Western Asset Emerging Markets
EMD
$12.4M 0.02%
1,208,188
+33,556
+3% +$324K
TSLA icon
743
Tesla
TSLA
$1.18T
$12.4M 0.02%
808,335
-226,185
-22% -$2.98M
HBI
744
DELISTED
Hanesbrands
HBI
$12.4M 0.02%
436,867
-40,194
-8% -$1.15M
ACCO icon
745
Acco Brands
ACCO
$399M
$12.4M 0.02%
1,376,713
+690,025
+100% +$4.83M
AME icon
746
Ametek
AME
$53.9B
$12.3M 0.02%
246,831
-57,795
-19% -$2.75M
GXP
747
DELISTED
Great Plains Energy Incorporated
GXP
$12.3M 0.02%
381,177
+1,880
+0.5% +$54.6K
DRE
748
DELISTED
Duke Realty Corp.
DRE
$12.3M 0.02%
544,835
+15,581
+3% +$320K
KEX icon
749
Kirby Corp
KEX
$7.01B
$12.3M 0.02%
203,573
+64,467
+46% +$3.52M
SLG icon
750
SL Green Realty
SLG
$3.83B
$12.3M 0.02%
130,630
-7,655
-6% -$700K
28 29
30
31 32

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.