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
MCR
1401
DELISTED
MFS Charter Income Trust
MCR
$4.91M 0.01%
603,643
+15,101
+3% +$118K
RBC icon
1402
RBC Bearings
RBC
$18.4B
$4.91M 0.01%
66,985
+18,822
+39% +$1.19M
COR
1403
DELISTED
Coresite Realty Corporation
COR
$4.9M 0.01%
70,010
+28,801
+70% +$1.81M
DNOW icon
1404
DNOW Inc
DNOW
$2.53B
$4.88M 0.01%
275,425
+126,954
+86% +$1.95M
JNS
1405
DELISTED
Janus Capital Group Inc
JNS
$4.88M 0.01%
333,490
-27,267
-8% -$355K
OZK icon
1406
Bank OZK
OZK
$5.57B
$4.87M 0.01%
116,067
-4,439
-4% -$187K
TDY icon
1407
Teledyne Technologies
TDY
$30.1B
$4.87M 0.01%
55,226
+6,433
+13% +$535K
QLGC
1408
DELISTED
QLOGIC CORP
QLGC
$4.86M 0.01%
361,609
+97,124
+37% +$1.21M
TWTR
1409
DELISTED
Twitter, Inc.
TWTR
$4.85M 0.01%
293,074
+125,877
+75% +$2.21M
MZTI
1410
The Marzetti Company
MZTI
$2.92B
$4.85M 0.01%
43,846
+9,687
+28% +$1.04M
AMWD
1411
DELISTED
American Woodmark
AMWD
$4.85M 0.01%
64,964
+33,285
+105% +$2.24M
PBR.A icon
1412
Petrobras Class A
PBR.A
$109B
$4.84M 0.01%
1,069,523
-32,465
-3% -$97.9K
FWONK icon
1413
Liberty Media Series C
FWONK
$24.7B
$4.83M 0.01%
179,294
+1,285
+0.7% +$31.9K
SHG icon
1414
Shinhan Financial Group
SHG
$32.9B
$4.83M 0.01%
137,189
+13,512
+11% +$441K
NEA icon
1415
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.35B
$4.83M 0.01%
339,746
-168,888
-33% -$2.36M
LTM
1416
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
$4.83M 0.01%
689,772
+34,167
+5% +$197K
IONS icon
1417
Ionis Pharmaceuticals
IONS
$8.75B
$4.82M 0.01%
119,049
+42,176
+55% +$1.71M
TKC icon
1418
Turkcell
TKC
$4.65B
$4.82M 0.01%
458,405
+29,925
+7% +$277K
NEOG icon
1419
Neogen
NEOG
$2.52B
$4.79M 0.01%
253,843
+28,574
+13% +$544K
DAR icon
1420
Darling Ingredients
DAR
$9.75B
$4.78M 0.01%
362,797
-226,218
-38% -$2.28M
WTRG icon
1421
Essential Utilities
WTRG
$11.4B
$4.78M 0.01%
150,138
+14,831
+11% +$459K
AOS icon
1422
A.O. Smith
AOS
$8.15B
$4.78M 0.01%
125,140
+3,894
+3% +$136K
MIK
1423
DELISTED
Michaels Stores, Inc
MIK
$4.77M 0.01%
170,603
+64,582
+61% +$1.49M
NQU
1424
DELISTED
NUVEEN QUALITY INCOME MUNI FD
NQU
$4.77M 0.01%
323,823
+89,572
+38% +$1.3M
MSCI icon
1425
MSCI
MSCI
$41.8B
$4.77M 0.01%
64,341
+8,878
+16% +$614K
55 56
57
58 59

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.