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
LYB icon
151
LyondellBasell Industries
LYB
$18.8B
$79.7M 0.13%
930,716
+3,279
+0.4% +$263K
FDX icon
152
FedEx
FDX
$74B
$79.1M 0.13%
486,252
-121,507
-20% -$16.9M
NVS icon
153
Novartis
NVS
$304B
$79.1M 0.13%
1,218,761
+46,114
+4% +$3.14M
ALL icon
154
Allstate
ALL
$70.1B
$78.8M 0.13%
1,169,903
+28,019
+2% +$1.76M
DVN icon
155
Devon Energy
DVN
$49.2B
$77.2M 0.12%
2,812,256
+977,054
+53% +$23.8M
MPC icon
156
Marathon Petroleum
MPC
$89.3B
$76.7M 0.12%
2,061,689
-54,455
-3% -$2.07M
MRSH
157
Marsh
MRSH
$91.7B
$76.6M 0.12%
1,259,514
+137,290
+12% +$7.69M
ETR icon
158
Entergy
ETR
$52.4B
$75.4M 0.12%
1,901,106
-22,920
-1% -$832K
MU icon
159
Micron Technology
MU
$927B
$75.1M 0.12%
7,169,212
+4,648,029
+184% +$51.9M
EIX icon
160
Edison International
EIX
$30.7B
$74.5M 0.12%
1,036,284
-100,159
-9% -$6.5M
EL icon
161
Estee Lauder
EL
$30.7B
$74.4M 0.12%
788,498
+21,227
+3% +$1.89M
YUM icon
162
Yum! Brands
YUM
$41.4B
$73.8M 0.12%
1,254,740
+239,711
+24% +$12.6M
AMT icon
163
American Tower
AMT
$79.9B
$73.7M 0.12%
720,310
+18,332
+3% +$1.71M
LUV icon
164
Southwest Airlines
LUV
$22.7B
$73.7M 0.12%
1,644,032
-36,847
-2% -$1.5M
DFS
165
DELISTED
Discover Financial Services
DFS
$73.2M 0.12%
1,437,298
-22,586
-2% -$1.09M
VIAB
166
DELISTED
Viacom Inc. Class B
VIAB
$72.9M 0.12%
1,765,966
+80,851
+5% +$3.21M
BDX icon
167
Becton Dickinson
BDX
$45.8B
$72.9M 0.12%
491,947
-45,800
-9% -$6.5M
DE icon
168
Deere & Co
DE
$173B
$72.6M 0.12%
942,603
+181,677
+24% +$14.2M
STT icon
169
State Street
STT
$50.2B
$72.3M 0.12%
1,235,001
-111,970
-8% -$6.36M
EMR icon
170
Emerson Electric
EMR
$85B
$72.2M 0.12%
1,326,824
+237
+0% +$11.4K
BAP icon
171
Credicorp
BAP
$30.9B
$71.9M 0.12%
548,649
-34,751
-6% -$3.83M
PSA icon
172
Public Storage
PSA
$61.7B
$71M 0.11%
257,240
+33,676
+15% +$8.49M
F icon
173
Ford
F
$59.6B
$70.9M 0.11%
5,255,045
-273,766
-5% -$3.44M
GT icon
174
Goodyear
GT
$2.12B
$70.7M 0.11%
2,142,561
+735,658
+52% +$22.2M
BP icon
175
BP
BP
$107B
$70.2M 0.11%
2,765,475
+620,357
+29% +$15.7M
5 6
7
8 9

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.