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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 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
AVB icon
326
AvalonBay Communities
AVB
$27.5B
$36.2M 0.06%
190,479
+23,324
+14% +$4.12M
HSBC icon
327
HSBC
HSBC
$352B
$36.1M 0.06%
1,302,394
-156,483
-11% -$4.63M
DTE icon
328
DTE Energy
DTE
$29.8B
$36M 0.06%
466,615
+9,795
+2% +$708K
ADI icon
329
Analog Devices
ADI
$172B
$35.7M 0.06%
603,129
-20,851
-3% -$1.11M
WY icon
330
Weyerhaeuser
WY
$17.6B
$35.7M 0.06%
1,151,754
+421,388
+58% +$11.3M
SAP icon
331
SAP
SAP
$215B
$35.6M 0.06%
442,948
+52,729
+14% +$4.1M
APTV icon
332
Aptiv
APTV
$12.3B
$35.4M 0.06%
471,615
-358,248
-43% -$24.5M
TAP icon
333
Molson Coors Class B
TAP
$8.02B
$35.3M 0.06%
367,216
+69,673
+23% +$6.22M
WELL icon
334
Welltower
WELL
$173B
$35.1M 0.06%
506,685
+31,824
+7% +$2.05M
BBY icon
335
Best Buy
BBY
$19B
$34.9M 0.06%
1,075,183
+175,501
+20% +$5.32M
AIZ icon
336
Assurant
AIZ
$13.9B
$34.8M 0.06%
451,574
-43,255
-9% -$3.28M
LRCX icon
337
Lam Research
LRCX
$313B
$34.8M 0.06%
4,209,720
-590,500
-12% -$4.29M
PH icon
338
Parker-Hannifin
PH
$120B
$34.7M 0.06%
312,620
-849
-0.3% -$85.3K
BFH icon
339
Bread Financial
BFH
$4.32B
$34.7M 0.06%
197,572
-133,017
-40% -$23.2M
TPR icon
340
Tapestry
TPR
$30.3B
$34.7M 0.06%
864,563
+38,483
+5% +$1.39M
AYI icon
341
Acuity Brands
AYI
$9.99B
$34.7M 0.06%
158,861
+88,080
+124% +$18.2M
TDG icon
342
TransDigm Group
TDG
$70.7B
$34.6M 0.06%
157,084
+83,193
+113% +$18.2M
TT icon
343
Trane Technologies
TT
$98.8B
$34.5M 0.06%
556,713
+52,336
+10% +$2.86M
EW icon
344
Edwards Lifesciences
EW
$49.4B
$34.5M 0.06%
1,172,793
-19,476
-2% -$537K
ZBH icon
345
Zimmer Biomet
ZBH
$18.8B
$34.5M 0.06%
332,901
-28,912
-8% -$2.8M
DGX icon
346
Quest Diagnostics
DGX
$26B
$34.4M 0.06%
481,537
-83,456
-15% -$5.6M
GAP
347
The Gap Inc
GAP
$7.3B
$34.3M 0.06%
1,166,606
+62,539
+6% +$1.64M
DEO icon
348
Diageo
DEO
$49.6B
$34.1M 0.06%
315,970
+4,625
+1% +$489K
HST icon
349
Host Hotels & Resorts
HST
$17.5B
$34M 0.06%
2,037,798
+379,061
+23% +$5.7M
MAT icon
350
Mattel
MAT
$4.47B
$33.9M 0.05%
1,009,800
+85,286
+9% +$2.59M
12 13
14
15 16

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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.