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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 13.27%
2 Technology 12.83%
3 Healthcare 12.3%
4 Miscellaneous 11.8%
5 Industrials 9.25%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
NTAP icon
226
NetApp
NTAP
$37.9B
$53M 0.09%
1,940,934
-22,307
-1% -$540K
BIDU icon
227
Baidu
BIDU
$31.1B
$53M 0.09%
277,469
-150,366
-35% -$25.6M
LBTYA icon
228
Liberty Global Class A
LBTYA
$3.65B
$52.8M 0.09%
1,572,032
+612,448
+64% +$19.3M
SCCO icon
229
Southern Copper
SCCO
$159B
$52.8M 0.09%
2,080,208
-61,512
-3% -$1.44M
MOS icon
230
The Mosaic Company
MOS
$7.94B
$52.4M 0.08%
1,942,255
+828,379
+74% +$21.6M
ITUB icon
231
Itaú Unibanco
ITUB
$90.5B
$52.3M 0.08%
13,819,476
+3,951,248
+40% +$12M
PPL
232
PPL Corp
PPL
$25.3B
$52.2M 0.08%
1,372,204
+82,573
+6% +$2.93M
MJN
233
DELISTED
Mead Johnson Nutrition Company
MJN
$52.2M 0.08%
614,343
-43,003
-7% -$3.2M
KMI icon
234
Kinder Morgan
KMI
$69B
$51.6M 0.08%
2,886,381
+1,512,020
+110% +$24.7M
GPC icon
235
Genuine Parts
GPC
$18.3B
$51.1M 0.08%
514,361
-75,969
-13% -$6.74M
AAL icon
236
American Airlines Group
AAL
$8.49B
$50.9M 0.08%
1,241,587
-165,762
-12% -$6.67M
EMN icon
237
Eastman Chemical
EMN
$7.54B
$50.9M 0.08%
704,789
-22,439
-3% -$1.47M
MHFI
238
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
$50.5M 0.08%
510,088
-86,562
-15% -$7.76M
AON icon
239
Aon
AON
$65.8B
$50.4M 0.08%
482,055
-70,166
-13% -$6.57M
VEA icon
240
Vanguard FTSE Developed Markets ETF
VEA
$233B
$50.3M 0.08%
1,402,272
+73,945
+6% +$2.55M
AMP icon
241
Ameriprise Financial
AMP
$49.2B
$49.6M 0.08%
527,984
+284
+0.1% +$25.5K
APH icon
242
Amphenol
APH
$192B
$49.3M 0.08%
6,817,048
-1,418,512
-17% -$9.21M
FISV
243
Fiserv Inc
FISV
$26.8B
$49.1M 0.08%
958,140
+61,466
+7% +$2.91M
WEC icon
244
WEC Energy
WEC
$34.1B
$48.4M 0.08%
805,946
+7,775
+1% +$435K
NXPI icon
245
NXP Semiconductors
NXPI
$56.7B
$47.7M 0.08%
588,852
-80,448
-12% -$6M
ORLY icon
246
O'Reilly Automotive
ORLY
$69.7B
$47.7M 0.08%
2,615,310
+38,295
+1% +$654K
BTI icon
247
British American Tobacco
BTI
$122B
$47.5M 0.08%
812,942
+50,596
+7% +$2.78M
CPAY icon
248
Corpay
CPAY
$27B
$47.4M 0.08%
318,719
+226,903
+247% +$29.5M
CSX icon
249
CSX Corp
CSX
$90B
$47.3M 0.08%
5,506,632
-117,420
-2% -$952K
ALK icon
250
Alaska Air
ALK
$4.44B
$46.8M 0.08%
570,667
+79,981
+16% +$5.91M
8 9
10
11 12

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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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.