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
MSM icon
1601
MSC Industrial Direct
MSM
$6.89B
$3.92M 0.01%
51,333
+16,842
+49% +$1.13M
IEFA icon
1602
iShares Core MSCI EAFE ETF
IEFA
$190B
$3.92M 0.01%
73,700
-36,955
-33% -$1.89M
AIR icon
1603
AAR Corp
AIR
$5.59B
$3.91M 0.01%
167,910
+34,667
+26% +$751K
MKTX icon
1604
MarketAxess Holdings
MKTX
$5.71B
$3.91M 0.01%
31,296
+1,158
+4% +$132K
EOCC
1605
DELISTED
Enel Generacion Chile S.A.
EOCC
$3.91M 0.01%
135,667
-7,288
-5% -$197K
ACWX icon
1606
iShares MSCI ACWI ex US ETF
ACWX
$11.5B
$3.9M 0.01%
98,900
+42,660
+76% +$1.6M
NBR icon
1607
Nabors Industries
NBR
$1.27B
$3.9M 0.01%
8,488
+5,212
+159% +$1.94M
CTCM
1608
DELISTED
CTC MEDIA INC COM STK
CTCM
$3.9M 0.01%
1,991,648
+300,776
+18% +$571K
RWT
1609
Redwood Trust
RWT
$574M
$3.9M 0.01%
298,411
+49,726
+20% +$581K
SBW
1610
DELISTED
Western Asset Worldwide Income
SBW
$3.9M 0.01%
374,866
+201
+0.1% +$1.98K
ORBK
1611
DELISTED
Orbotech Ltd
ORBK
$3.89M 0.01%
163,749
+92,213
+129% +$2M
SUM
1612
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$3.89M 0.01%
208,691
+144,074
+223% +$2.36M
OA
1613
DELISTED
Orbital ATK, Inc.
OA
$3.88M 0.01%
44,672
-1,387
-3% -$118K
RSX
1614
DELISTED
VanEck Russia ETF
RSX
$3.88M 0.01%
+236,950
New +$3.44M
HSNI
1615
DELISTED
HSN, Inc.
HSNI
$3.87M 0.01%
74,053
-20,480
-22% -$1.02M
ECHO
1616
EchoStar
ECHO
$24.4B
$3.87M 0.01%
107,910
+12,222
+13% +$389K
WDAY icon
1617
Workday
WDAY
$39.6B
$3.86M 0.01%
50,274
-376,301
-88% -$24.9M
KW
1618
DELISTED
Kennedy-Wilson Holdings
KW
$3.86M 0.01%
176,255
+138,104
+362% +$2.73M
TWOU
1619
DELISTED
2U Inc
TWOU
$3.86M 0.01%
5,693
+4,242
+292% +$2.69M
CUBE icon
1620
CubeSmart
CUBE
$9.39B
$3.86M 0.01%
115,873
-560
-0.5% -$17.2K
HE icon
1621
Hawaiian Electric Industries
HE
$2.23B
$3.85M 0.01%
118,934
+17,584
+17% +$527K
NAV
1622
DELISTED
Navistar International
NAV
$3.85M 0.01%
307,551
+227,093
+282% +$2.07M
ELUX
1623
DELISTED
AKTIEB. ELECTROLUX B ADR SPNSD
ELUX
$3.85M 0.01%
73,514
+10,944
+17% +$573K
FLO icon
1624
Flowers Foods
FLO
$1.49B
$3.84M 0.01%
207,855
+60,012
+41% +$1.14M
AVDL
1625
DELISTED
Avadel Pharmaceuticals
AVDL
$3.83M 0.01%
347,057
+306,265
+751% +$3.04M
63 64
65
66 67

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.