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
BW icon
1426
Babcock & Wilcox
BW
$1.39B
$4.76M 0.01%
22,256
+16,009
+256% +$3.19M
CRS icon
1427
Carpenter Technology
CRS
$25.8B
$4.76M 0.01%
139,118
+30,666
+28% +$903K
CENTA icon
1428
Central Garden & Pet Co Class A
CENTA
$2.33B
$4.76M 0.01%
365,259
+52,280
+17% +$585K
GNRC icon
1429
Generac Holdings
GNRC
$11.4B
$4.76M 0.01%
127,832
+50,811
+66% +$1.64M
PEI
1430
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$4.76M 0.01%
14,517
+302
+2% +$90K
NWG icon
1431
NatWest
NWG
$75.8B
$4.74M 0.01%
690,026
+237,170
+52% +$1.8M
SAIC icon
1432
Saic
SAIC
$4.91B
$4.74M 0.01%
88,850
-17,531
-16% -$779K
WFT
1433
DELISTED
Weatherford International plc
WFT
$4.74M 0.01%
609,158
+44,507
+8% +$300K
NBHC icon
1434
National Bank Holdings
NBHC
$1.89B
$4.73M 0.01%
231,829
+119,251
+106% +$2.36M
WRI
1435
DELISTED
Weingarten Realty Investors
WRI
$4.72M 0.01%
125,687
+10,582
+9% +$373K
CHRD icon
1436
Chord Energy
CHRD
$7.88B
$4.71M 0.01%
646,479
+327,787
+103% +$1.96M
SAM icon
1437
Boston Beer
SAM
$1.9B
$4.7M 0.01%
25,409
-161
-0.6% -$29.3K
CEB
1438
DELISTED
CEB Inc.
CEB
$4.7M 0.01%
72,613
+43,181
+147% +$2.47M
IWS icon
1439
iShares Russell Mid-Cap Value ETF
IWS
$15.6B
$4.69M 0.01%
+66,137
New +$4.36M
ELLI
1440
DELISTED
Ellie Mae Inc
ELLI
$4.68M 0.01%
51,587
+16,972
+49% +$1.27M
OGS icon
1441
ONE Gas
OGS
$4.89B
$4.67M 0.01%
76,486
+12,041
+19% +$679K
AEG icon
1442
Aegon
AEG
$13.9B
$4.67M 0.01%
1,181,569
-625
-0.1% -$2.42K
CCMP
1443
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$4.66M 0.01%
113,932
-1,788
-2% -$70.7K
SIRI icon
1444
SiriusXM
SIRI
$10.2B
$4.66M 0.01%
117,882
-379
-0.3% -$14.2K
HOUS
1445
DELISTED
Anywhere Real Estate
HOUS
$4.65M 0.01%
128,734
+20,593
+19% +$674K
FAF icon
1446
First American
FAF
$7.65B
$4.64M 0.01%
121,776
-28,912
-19% -$1.03M
PNY
1447
DELISTED
PIEDMONT NATURAL GAS CO INC(NC
PNY
$4.64M 0.01%
77,498
+967
+1% +$57.1K
CCOI icon
1448
Cogent Communications
CCOI
$652M
$4.63M 0.01%
118,735
+28,150
+31% +$976K
TIME
1449
DELISTED
Time Inc.
TIME
$4.63M 0.01%
299,990
-1,277
-0.4% -$18.4K
AIF
1450
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$4.61M 0.01%
338,968
+128,946
+61% +$1.7M
56 57
58
59 60

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.