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
KG
1301
Kestrel Group
KG
$67.1M
$5.55M 0.01%
21,437
+17,862
+500% +$4.64M
PF
1302
DELISTED
Pinnacle Foods, Inc.
PF
$5.53M 0.01%
123,774
+26,908
+28% +$1.16M
ALSN icon
1303
Allison Transmission
ALSN
$9.57B
$5.51M 0.01%
204,419
+62,288
+44% +$1.51M
KMPR icon
1304
Kemper
KMPR
$1.71B
$5.51M 0.01%
186,498
+92,594
+99% +$2.78M
CLH icon
1305
Clean Harbors
CLH
$16.8B
$5.49M 0.01%
111,290
+28,911
+35% +$1.27M
ENB icon
1306
Enbridge
ENB
$121B
$5.49M 0.01%
141,043
+64,565
+84% +$2.21M
GRFS
1307
Grifois
GRFS
$5.58B
$5.49M 0.01%
354,624
-19,520
-5% -$295K
PRFT
1308
DELISTED
Perficient Inc
PRFT
$5.48M 0.01%
252,235
+211,713
+522% +$3.92M
MGLN
1309
DELISTED
Magellan Health Services, Inc.
MGLN
$5.48M 0.01%
80,656
+8,685
+12% +$522K
FANG icon
1310
Diamondback Energy
FANG
$56.2B
$5.48M 0.01%
70,957
-3,246
-4% -$229K
BGG
1311
DELISTED
Briggs & Stratton Corp.
BGG
$5.47M 0.01%
228,528
+2,055
+0.9% +$42.4K
FSTR icon
1312
Foster
FSTR
$431M
$5.45M 0.01%
299,827
+166,609
+125% +$2.22M
PPT
1313
Franklin Premier Income Trust
PPT
$323M
$5.44M 0.01%
1,147,650
-55,681
-5% -$260K
DCI icon
1314
Donaldson
DCI
$10.7B
$5.44M 0.01%
170,442
+23,085
+16% +$678K
REXMY
1315
DELISTED
REXAM PLC ADR - NEW
REXMY
$5.43M 0.01%
119,882
+7,180
+6% +$325K
MGEE icon
1316
MGE Energy Inc
MGEE
$3B
$5.43M 0.01%
103,921
-882
-0.8% -$43.4K
PINC
1317
DELISTED
Premier
PINC
$5.43M 0.01%
162,766
+55,164
+51% +$1.8M
RDY icon
1318
Dr. Reddy's Laboratories
RDY
$9.85B
$5.43M 0.01%
600,775
+53,365
+10% +$477K
CALD
1319
DELISTED
Callidus Software, Inc.
CALD
$5.42M 0.01%
325,233
+297,981
+1,093% +$4.42M
MATX icon
1320
Matsons
MATX
$6.16B
$5.42M 0.01%
134,981
+33,141
+33% +$1.3M
GGAL icon
1321
Galicia Financial Group
GGAL
$8.29B
$5.4M 0.01%
190,777
-10,700
-5% -$296K
BCE icon
1322
BCE
BCE
$20.2B
$5.39M 0.01%
118,274
+61,884
+110% +$2.58M
CMPR icon
1323
Cimpress
CMPR
$2.29B
$5.38M 0.01%
59,342
+38,644
+187% +$3.17M
ACC
1324
DELISTED
American Campus Communities, Inc.
ACC
$5.38M 0.01%
114,295
-14,456
-11% -$623K
WRB icon
1325
W.R. Berkley
WRB
$27.2B
$5.38M 0.01%
323,129
+7,722
+2% +$119K
51 52
53
54 55

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.