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
AVID
2201
DELISTED
Avid Technology Inc
AVID
$1.74M ﹤0.01%
257,066
+37,539
+17% +$266K
WLY icon
2202
John Wiley & Sons Class A
WLY
$2.65B
$1.74M ﹤0.01%
35,536
-45,970
-56% -$2.01M
SSI
2203
DELISTED
Stage Stores Inc
SSI
$1.74M ﹤0.01%
215,409
+68,698
+47% +$552K
ENV
2204
DELISTED
ENVESTNET, INC.
ENV
$1.74M ﹤0.01%
63,808
+46,897
+277% +$1.1M
GLOB icon
2205
Globant
GLOB
$1.56B
$1.73M ﹤0.01%
56,182
+46,010
+452% +$1.39M
KTOS icon
2206
Kratos Defense & Security Solutions
KTOS
$8.7B
$1.73M ﹤0.01%
350,256
+49,590
+16% +$179K
ROCK icon
2207
Gibraltar Industries
ROCK
$1.25B
$1.73M ﹤0.01%
60,638
+15,901
+36% +$371K
FPRX
2208
DELISTED
Five Prime Therapeutics, Inc.
FPRX
$1.73M ﹤0.01%
42,664
+37,021
+656% +$1.27M
MENT
2209
DELISTED
Mentor Graphics Corp
MENT
$1.73M ﹤0.01%
85,027
+18,598
+28% +$340K
HUBG icon
2210
HUB Group
HUBG
$2.77B
$1.73M ﹤0.01%
84,672
-14,074
-14% -$244K
SYBT icon
2211
Stock Yards Bancorp
SYBT
$2.73B
$1.73M ﹤0.01%
67,233
+3,132
+5% +$78.3K
HAPN
2212
Happen Inc
HAPN
$2.24B
$1.72M ﹤0.01%
41,467
+34,808
+523% +$1.46M
SPWR
2213
DELISTED
SunPower Corporation Common Stock
SPWR
$1.72M ﹤0.01%
117,300
+3,942
+3% +$61.2K
ARC
2214
DELISTED
ARC Document Solutions, Inc.
ARC
$1.71M ﹤0.01%
380,845
+233,689
+159% +$876K
AROC icon
2215
Archrock
AROC
$6.25B
$1.71M ﹤0.01%
213,991
+21,661
+11% +$120K
FELE icon
2216
Franklin Electric
FELE
$4.57B
$1.71M ﹤0.01%
53,075
+4,180
+9% +$119K
GLNG icon
2217
Golar LNG
GLNG
$4.96B
$1.71M ﹤0.01%
95,017
+65,594
+223% +$1.12M
SNEX icon
2218
StoneX
SNEX
$9.34B
$1.7M ﹤0.01%
322,557
+41,001
+15% +$221K
SLCA
2219
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$1.7M ﹤0.01%
74,870
+37,558
+101% +$697K
DDD icon
2220
3D Systems Corp
DDD
$446M
$1.7M ﹤0.01%
109,671
+35,858
+49% +$370K
VVR icon
2221
Invesco Senior Income Trust
VVR
$462M
$1.7M ﹤0.01%
419,684
+3,348
+0.8% +$12.9K
EMB icon
2222
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
$1.69M ﹤0.01%
15,317
+1,441
+10% +$154K
AZTA icon
2223
Azenta
AZTA
$1.31B
$1.69M ﹤0.01%
162,311
-12,317
-7% -$118K
ALNY icon
2224
Alnylam Pharmaceuticals
ALNY
$27.3B
$1.69M ﹤0.01%
26,879
-12,710
-32% -$845K
MSFG
2225
DELISTED
MainSource Financial Group Inc
MSFG
$1.68M ﹤0.01%
79,639
+32,315
+68% +$673K
87 88
89
90 91

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.