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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
AER icon
351
AerCap
AER
$23.5B
$33.9M 0.05%
874,991
+713,444
+442% +$24.6M
CHRW icon
352
C.H. Robinson
CHRW
$20.5B
$33.8M 0.05%
455,101
+43,989
+11% +$3.02M
DLTR icon
353
Dollar Tree
DLTR
$24.8B
$33.8M 0.05%
409,572
+32,126
+9% +$2.53M
XEC
354
DELISTED
CIMAREX ENERGY CO
XEC
$33.8M 0.05%
347,068
+3,526
+1% +$310K
UTHR icon
355
United Therapeutics
UTHR
$26.1B
$33.6M 0.05%
301,937
-199,606
-40% -$25.3M
COL
356
DELISTED
Rockwell Collins
COL
$33.4M 0.05%
361,778
-86,525
-19% -$7.51M
NEM icon
357
Newmont
NEM
$96.3B
$33.1M 0.05%
1,245,799
+208,058
+20% +$4.82M
HP icon
358
Helmerich & Payne
HP
$3.35B
$33.1M 0.05%
563,662
+343,607
+156% +$18.2M
BBD icon
359
Banco Bradesco
BBD
$37.5B
$33M 0.05%
9,419,187
+2,883,698
+44% +$7.5M
SHPG
360
DELISTED
Shire pic
SHPG
$33M 0.05%
192,008
-49,863
-21% -$8.35M
CAM
361
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
$33M 0.05%
492,174
+32,059
+7% +$2.06M
INFY icon
362
Infosys
INFY
$51.2B
$32.8M 0.05%
3,453,942
+396,354
+13% +$3.45M
CCEP icon
363
Coca-Cola Europacific Partners
CCEP
$49.2B
$32.8M 0.05%
647,164
+5,330
+0.8% +$257K
XLE icon
364
State Street Energy Select Sector SPDR ETF
XLE
$39B
$32.8M 0.05%
1,059,370
+920,176
+661% +$26.7M
NVDA icon
365
NVIDIA
NVDA
$4.61T
$32.7M 0.05%
36,682,200
+3,242,920
+10% +$2.47M
INGR icon
366
Ingredion
INGR
$6.42B
$32.6M 0.05%
305,484
+83,285
+37% +$8.3M
RGA icon
367
Reinsurance Group of America
RGA
$15.5B
$32.6M 0.05%
338,471
-30,403
-8% -$2.68M
FE icon
368
FirstEnergy
FE
$28.4B
$32.5M 0.05%
904,468
+148,671
+20% +$5M
UNM icon
369
Unum
UNM
$13.4B
$32.3M 0.05%
1,044,347
-219,762
-17% -$6.45M
CX icon
370
Cemex
CX
$16.9B
$32.2M 0.05%
4,777,000
+285,710
+6% +$1.41M
BEN icon
371
Franklin Resources
BEN
$16.8B
$32.1M 0.05%
822,990
+225,532
+38% +$7.98M
PAYX icon
372
Paychex
PAYX
$43.5B
$32M 0.05%
591,883
-18,373
-3% -$925K
KKR icon
373
KKR & Co
KKR
$89.1B
$31.8M 0.05%
2,167,387
+741,200
+52% +$10.1M
UN
374
DELISTED
Unilever NV New York Registry Shares
UN
$31.6M 0.05%
708,167
+60,648
+9% +$2.61M
LVLT
375
DELISTED
Level 3 Communications Inc
LVLT
$31.5M 0.05%
595,995
-32,987
-5% -$1.63M
13 14
15
16 17

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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.