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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
WDC icon
376
Western Digital
WDC
$159B
$31.4M 0.05%
878,132
+11,261
+1% +$403K
CA
377
DELISTED
CA, Inc.
CA
$31.3M 0.05%
1,017,864
+102,152
+11% +$2.93M
VOD icon
378
Vodafone
VOD
$37.1B
$31.3M 0.05%
977,120
+61,229
+7% +$1.91M
JNPR
379
DELISTED
Juniper Networks
JNPR
$31.2M 0.05%
1,224,451
+189,636
+18% +$4.74M
HII icon
380
Huntington Ingalls Industries
HII
$11B
$31.2M 0.05%
227,686
-7,432
-3% -$967K
AMG icon
381
Affiliated Managers Group
AMG
$9.51B
$31.1M 0.05%
191,513
+74,818
+64% +$10.4M
CHL
382
DELISTED
China Mobile Limited
CHL
$31.1M 0.05%
560,397
+74,609
+15% +$4.02M
CNQ icon
383
Canadian Natural Resources
CNQ
$96.9B
$30.9M 0.05%
2,370,639
+1,073,568
+83% +$11.4M
LNC icon
384
Lincoln National
LNC
$7.92B
$30.9M 0.05%
788,995
+18,590
+2% +$726K
AZ
385
DELISTED
Allianz Se Sponsored Adr Repstg 1/10 Ord Sh
AZ
$30.9M 0.05%
1,896,238
+7,046
+0.4% +$115K
IPG
386
DELISTED
Interpublic Group of Companies
IPG
$30.7M 0.05%
1,339,696
+98,181
+8% +$2.12M
SNDK
387
DELISTED
SANDISK CORP
SNDK
$30.7M 0.05%
403,025
+24,308
+6% +$1.75M
CTXS
388
DELISTED
Citrix Systems Inc
CTXS
$30.6M 0.05%
489,808
+51,474
+12% +$2.91M
CXO
389
DELISTED
CONCHO RESOURCES INC.
CXO
$30.6M 0.05%
303,328
+165,064
+119% +$15.2M
MTB icon
390
M&T Bank
MTB
$36.3B
$30.6M 0.05%
275,501
-66,622
-19% -$7.23M
BAY
391
DELISTED
BAYER AG SPONS ADR
BAY
$30.5M 0.05%
260,011
+10,523
+4% +$1.23M
DDS icon
392
Dillards
DDS
$9.2B
$30.4M 0.05%
358,604
+108,192
+43% +$8.11M
NUE icon
393
Nucor
NUE
$58.3B
$30M 0.05%
633,567
+108,632
+21% +$4.42M
STX icon
394
Seagate
STX
$173B
$29.9M 0.05%
867,019
+49,344
+6% +$1.59M
IVZ icon
395
Invesco
IVZ
$12.4B
$29.6M 0.05%
961,411
-83,794
-8% -$2.42M
LYG icon
396
Lloyds Banking Group
LYG
$85.2B
$29.3M 0.05%
7,423,403
+1,119,547
+18% +$4.34M
CPB icon
397
Campbell Soup
CPB
$6.85B
$29.3M 0.05%
459,159
+10,464
+2% +$615K
FAST icon
398
Fastenal
FAST
$54.8B
$29.2M 0.05%
2,383,008
+172,172
+8% +$1.87M
RWR icon
399
State Street SPDR Dow Jones REIT ETF
RWR
$1.9B
$29.2M 0.05%
306,380
-96,077
-24% -$8.53M
AKAM icon
400
Akamai
AKAM
$15.6B
$29M 0.05%
522,138
+143,344
+38% +$7.28M
14 15
16
17 18

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AF
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MCM
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PSUF
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IA
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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.