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
TSS
826
DELISTED
Total System Services, Inc.
TSS
$10.5M 0.02%
219,658
-28,485
-11% -$1.25M
DNB
827
DELISTED
Dun & Bradstreet
DNB
$10.4M 0.02%
101,220
+987
+1% +$95.9K
PVH icon
828
PVH
PVH
$4.07B
$10.4M 0.02%
105,275
+37,625
+56% +$2.96M
CE icon
829
Celanese
CE
$4.82B
$10.4M 0.02%
159,040
+6,600
+4% +$409K
AWH
830
DELISTED
Allied World Assurance Co Hld Lt
AWH
$10.4M 0.02%
297,543
-59,809
-17% -$2.05M
MDU icon
831
MDU Resources
MDU
$4.18B
$10.4M 0.02%
1,404,811
+329,472
+31% +$2.22M
IWN icon
832
iShares Russell 2000 Value ETF
IWN
$14.3B
$10.4M 0.02%
111,442
+93,880
+535% +$8.15M
MIC
833
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$10.4M 0.02%
153,918
+20,684
+16% +$1.31M
PKG icon
834
Packaging Corp of America
PKG
$22.2B
$10.4M 0.02%
171,408
+44,474
+35% +$2.38M
VGR
835
DELISTED
Vector Group Ltd.
VGR
$10.3M 0.02%
776,495
+185,982
+31% +$2.48M
AEO icon
836
American Eagle Outfitters
AEO
$2.94B
$10.3M 0.02%
619,053
-5,342
-0.9% -$80.4K
CXW icon
837
CoreCivic
CXW
$2.94B
$10.3M 0.02%
321,861
+40,600
+14% +$1.19M
PENN icon
838
PENN Entertainment
PENN
$2.84B
$10.3M 0.02%
617,414
-33,869
-5% -$485K
SON icon
839
Sonoco
SON
$5.83B
$10.3M 0.02%
211,609
-91,002
-30% -$3.87M
ALOG
840
DELISTED
Analogic Corp
ALOG
$10.3M 0.02%
130,052
+47,587
+58% +$3.56M
PAM icon
841
Pampa Energía
PAM
$4.57B
$10.3M 0.02%
478,926
-5,654
-1% -$118K
CORE
842
DELISTED
Core Mark Holding Co., Inc.
CORE
$10.3M 0.02%
251,798
+86,088
+52% +$3.31M
CYNO
843
DELISTED
Cynosure, Inc. Class A
CYNO
$10.3M 0.02%
232,699
+185,204
+390% +$7.26M
FMC icon
844
FMC
FMC
$1.25B
$10.2M 0.02%
291,912
+138,534
+90% +$4.49M
SIGI icon
845
Selective Insurance
SIGI
$5.76B
$10.2M 0.02%
278,933
+44,543
+19% +$1.48M
MSCC
846
DELISTED
Microsemi Corp
MSCC
$10.2M 0.02%
265,983
+195,616
+278% +$6.49M
J icon
847
Jacobs Solutions
J
$16B
$10.2M 0.02%
282,701
-68,089
-19% -$2.22M
NXZ
848
DELISTED
NUVEEN DIV ADV MUNI FD-2
NXZ
$10.2M 0.02%
685,417
+121,882
+22% +$1.77M
UDR icon
849
UDR
UDR
$12.8B
$10.1M 0.02%
263,301
+8,556
+3% +$306K
E icon
850
ENI
E
$78B
$10.1M 0.02%
335,358
+39,378
+13% +$1.12M
32 33
34
35 36

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.