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
GHC icon
976
Graham Holdings Company
GHC
$5.31B
$8.26M 0.01%
17,205
+4,096
+31% +$1.95M
LII icon
977
Lennox International
LII
$15B
$8.26M 0.01%
61,081
+16,862
+38% +$2.09M
BND icon
978
Vanguard Total Bond Market
BND
$158B
$8.26M 0.01%
99,703
-277
-0.3% -$22.7K
AMTD
979
DELISTED
TD Ameritrade Holding Corp
AMTD
$8.23M 0.01%
260,995
+52,223
+25% +$1.54M
LUX
980
DELISTED
Luxottica Group
LUX
$8.23M 0.01%
149,604
-34,412
-19% -$2M
HUBB icon
981
Hubbell
HUBB
$24.4B
$8.22M 0.01%
77,572
+9,260
+14% +$885K
DSU icon
982
BlackRock Debt Strategies Fund
DSU
$592M
$8.2M 0.01%
788,116
+12,283
+2% +$122K
NWSA icon
983
News Corp Class A
NWSA
$15.6B
$8.2M 0.01%
642,037
+39,852
+7% +$472K
ALE
984
DELISTED
Allete
ALE
$8.19M 0.01%
146,140
+6,057
+4% +$323K
DEG
985
DELISTED
ETABLISSEMENT DELHZ ADS 4 ADS REPTGS 1 ORD SHS
DEG
$8.19M 0.01%
315,257
+13,071
+4% +$330K
ALB icon
986
Albemarle
ALB
$13.4B
$8.19M 0.01%
128,050
+31,105
+32% +$1.71M
MKTAY
987
DELISTED
MAKITA CORP SPONS ADR
MKTAY
$8.19M 0.01%
132,027
+11,325
+9% +$702K
ARE icon
988
Alexandria Real Estate Equities
ARE
$9.37B
$8.18M 0.01%
90,029
+1,677
+2% +$137K
STLA icon
989
Stellantis
STLA
$17.4B
$8.18M 0.01%
1,024,467
-205,931
-17% -$1.49M
SHOO icon
990
Steven Madden
SHOO
$3.17B
$8.14M 0.01%
329,529
+209,734
+175% +$4.67M
SWX icon
991
Southwest Gas
SWX
$6.64B
$8.12M 0.01%
123,234
+31,084
+34% +$1.87M
EIG icon
992
Employers Holdings
EIG
$907M
$8.11M 0.01%
288,072
+141,060
+96% +$3.69M
NQI
993
DELISTED
NUVEEN QUALITY MUNICIPAL FUND INC
NQI
$8.1M 0.01%
569,114
+106,316
+23% +$1.48M
CRH icon
994
CRH
CRH
$66.6B
$8.09M 0.01%
286,976
+3,892
+1% +$103K
ACHC icon
995
Acadia Healthcare
ACHC
$2.55B
$8.07M 0.01%
146,486
+33,149
+29% +$1.89M
LDOS icon
996
Leidos
LDOS
$14.4B
$8.06M 0.01%
160,194
+41,212
+35% +$1.96M
MLM icon
997
Martin Marietta Materials
MLM
$34.2B
$8.06M 0.01%
50,514
+1,600
+3% +$220K
WP
998
DELISTED
Worldpay, Inc.
WP
$8.03M 0.01%
149,074
+19,709
+15% +$964K
SNI
999
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
$8M 0.01%
122,148
+19,933
+20% +$1.19M
AMED
1000
DELISTED
Amedisys
AMED
$8M 0.01%
165,419
-9,242
-5% -$357K
38 39
40
41 42

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.