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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
WBK
401
DELISTED
Westpac Banking Corporation
WBK
$29M 0.05%
1,246,868
+191,430
+18% +$4.26M
HES
402
DELISTED
Hess
HES
$28.8M 0.05%
547,570
+76,721
+16% +$3.39M
ETJ
403
Eaton Vance Risk-Managed Diversified Equity Income Fund
ETJ
$556M
$28.8M 0.05%
3,037,198
+90,503
+3% +$857K
AVY icon
404
Avery Dennison
AVY
$12.8B
$28.5M 0.05%
395,404
+53,273
+16% +$3.45M
VTR icon
405
Ventas
VTR
$47.5B
$28.5M 0.05%
452,696
+74,008
+20% +$4.16M
WU icon
406
Western Union
WU
$2.53B
$28.5M 0.05%
1,477,546
+78,463
+6% +$1.41M
HBAN icon
407
Huntington Bancshares
HBAN
$34B
$28.4M 0.05%
2,979,354
+283,480
+11% +$2.61M
EFX icon
408
Equifax
EFX
$22B
$28.4M 0.05%
248,521
+34,619
+16% +$3.64M
BBBY
409
DELISTED
Bed Bath & Beyond Inc
BBBY
$28.4M 0.05%
571,229
+21,281
+4% +$997K
PNW icon
410
Pinnacle West Capital
PNW
$12.4B
$27.9M 0.05%
371,694
+40,458
+12% +$2.77M
FCX icon
411
Freeport-McMoran
FCX
$86.2B
$27.9M 0.05%
2,696,672
+208,983
+8% +$1.47M
XL
412
DELISTED
XL Group Ltd.
XL
$27.8M 0.04%
754,405
-79,777
-10% -$2.84M
BT
413
DELISTED
BT Group plc (ADR)
BT
$27.6M 0.04%
860,168
+20,627
+2% +$691K
TCOM icon
414
Trip.com Group
TCOM
$29B
$27.6M 0.04%
622,657
-7,469
-1% -$312K
DVA icon
415
DaVita
DVA
$15.5B
$27.5M 0.04%
375,374
-80,140
-18% -$5.41M
BHI
416
DELISTED
Baker Hughes
BHI
$27.4M 0.04%
626,226
+26,497
+4% +$1.14M
EEM icon
417
iShares MSCI Emerging Markets ETF
EEM
$27.5B
$27.4M 0.04%
799,476
-1,749,548
-69% -$54.2M
EXPE icon
418
Expedia Group
EXPE
$36.5B
$27.2M 0.04%
252,209
+15,013
+6% +$1.6M
MKL icon
419
Markel Group
MKL
$25.2B
$27.1M 0.04%
30,442
+379
+1% +$326K
ETP
420
DELISTED
Energy Transfer Partners L.p.
ETP
$27.1M 0.04%
837,005
-18,780
-2% -$523K
BRCD
421
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$26.9M 0.04%
2,542,392
+546,080
+27% +$4.98M
DPZ icon
422
Domino's
DPZ
$11.9B
$26.9M 0.04%
203,906
+92,642
+83% +$11M
NOV icon
423
NOV
NOV
$6.84B
$26.9M 0.04%
864,032
+11,907
+1% +$364K
PBR icon
424
Petrobras
PBR
$120B
$26.8M 0.04%
4,596,355
+2,915,691
+173% +$11.8M
DINO icon
425
HF Sinclair
DINO
$16.2B
$26.8M 0.04%
758,824
+192,261
+34% +$6.63M
15 16
17
18 19

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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.