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
SMG icon
1026
ScottsMiracle-Gro
SMG
$4.09B
$7.64M 0.01%
105,013
+3,455
+3% +$235K
EQNR icon
1027
Equinor
EQNR
$97.3B
$7.64M 0.01%
491,040
-13,571
-3% -$189K
MNRO icon
1028
Monro
MNRO
$415M
$7.62M 0.01%
106,582
+43,116
+68% +$2.85M
RPM icon
1029
RPM International
RPM
$13.8B
$7.62M 0.01%
160,882
-45,470
-22% -$1.88M
NFG icon
1030
National Fuel Gas
NFG
$7.69B
$7.6M 0.01%
151,840
+53,270
+54% +$2.45M
CKEC
1031
DELISTED
Carmike Cinemas Inc
CKEC
$7.6M 0.01%
+252,999
New +$6.13M
SFR
1032
DELISTED
Starwood Waypoint Homes
SFR
$7.59M 0.01%
306,876
+213,727
+229% +$4.78M
WEN icon
1033
Wendy's
WEN
$1.46B
$7.58M 0.01%
696,434
+298,522
+75% +$2.96M
EWBC icon
1034
East-West Bancorp
EWBC
$17.8B
$7.58M 0.01%
233,452
+33,756
+17% +$1.1M
RHP icon
1035
Ryman Hospitality Properties
RHP
$8.56B
$7.57M 0.01%
147,114
+43,474
+42% +$2.1M
FCF icon
1036
First Commonwealth Financial
FCF
$2.2B
$7.57M 0.01%
854,662
+420,407
+97% +$3.62M
NWN icon
1037
Northwest Natural Holdings
NWN
$2.15B
$7.57M 0.01%
140,523
+2,621
+2% +$135K
BGS icon
1038
B&G Foods
BGS
$303M
$7.54M 0.01%
216,451
+107,129
+98% +$3.78M
CHE icon
1039
Chemed
CHE
$7.16B
$7.53M 0.01%
55,562
-20,728
-27% -$2.8M
INOV
1040
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
$7.53M 0.01%
406,367
+198,736
+96% +$3.51M
TYL icon
1041
Tyler Technologies
TYL
$13.7B
$7.52M 0.01%
58,471
+8,106
+16% +$1.13M
B
1042
DELISTED
Barnes Group Inc.
B
$7.5M 0.01%
214,078
+47,684
+29% +$1.58M
FWONA icon
1043
Liberty Media Series A
FWONA
$23.4B
$7.48M 0.01%
288,080
+107,455
+59% +$2.61M
CHT icon
1044
Chunghwa Telecom
CHT
$33.5B
$7.48M 0.01%
221,535
+29,256
+15% +$924K
KNBWY
1045
DELISTED
KIRIN BREWERY LTD SPONSORED ADR
KNBWY
$7.48M 0.01%
535,302
+69,711
+15% +$974K
CIEN icon
1046
Ciena
CIEN
$46.8B
$7.46M 0.01%
392,462
+26,361
+7% +$487K
CSRA
1047
DELISTED
CSRA Inc.
CSRA
$7.46M 0.01%
277,238
-196
-0.1% -$5.12K
PUB
1048
DELISTED
PUBLICIS SA ADS (1 ADS = 1C0M)
PUB
$7.46M 0.01%
425,359
-2,469
-0.6% -$43.3K
VE
1049
DELISTED
VEOLIA ENVIRONNEMENT
VE
$7.45M 0.01%
310,204
+45,508
+17% +$1.09M
ISIL
1050
DELISTED
Intersil Corp
ISIL
$7.44M 0.01%
556,779
-22,450
-4% -$281K
40 41
42
43 44

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.