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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
IAU icon
426
iShares Gold Trust
IAU
$62.8B
$26.6M 0.04%
1,121,475
+1,071,425
+2,141% +$24.5M
MAS icon
427
Masco
MAS
$14.6B
$26.6M 0.04%
847,213
+126,549
+18% +$3.49M
ING icon
428
ING
ING
$92.9B
$26.6M 0.04%
2,231,134
+531,615
+31% +$6.38M
UAA icon
429
Under Armour
UAA
$3.01B
$26.5M 0.04%
629,211
+28,324
+5% +$1.11M
MNK
430
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$26.5M 0.04%
431,852
+46,487
+12% +$2.97M
UBS icon
431
UBS Group
UBS
$170B
$26.4M 0.04%
1,646,315
-171,544
-9% -$2.79M
FMX icon
432
Fomento Económico Mexicano
FMX
$41.2B
$26.3M 0.04%
272,775
+17,683
+7% +$1.62M
MRO
433
DELISTED
Marathon Oil Corporation
MRO
$26.2M 0.04%
2,354,258
+594,778
+34% +$5.56M
HEDJ icon
434
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.81B
$26.2M 0.04%
1,008,980
+880,680
+686% +$22.3M
CINF icon
435
Cincinnati Financial
CINF
$27.8B
$26.1M 0.04%
399,888
+31,647
+9% +$1.93M
AVT icon
436
Avnet
AVT
$6.86B
$26.1M 0.04%
589,209
-17,780
-3% -$730K
IGSB icon
437
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$26M 0.04%
494,120
+28,194
+6% +$1.48M
BXP icon
438
Boston Properties
BXP
$11.6B
$25.8M 0.04%
202,944
+8,149
+4% +$967K
FTR
439
DELISTED
Frontier Communications Corp.
FTR
$25.7M 0.04%
306,657
-40,775
-12% -$2.97M
RNR icon
440
RenaissanceRe
RNR
$13.8B
$25.7M 0.04%
214,080
+14,435
+7% +$1.64M
NGG icon
441
National Grid
NGG
$79.3B
$25.6M 0.04%
372,206
+32,868
+10% +$2.2M
ROK icon
442
Rockwell Automation
ROK
$51.1B
$25.6M 0.04%
224,635
+23,348
+12% +$2.37M
CVC
443
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
$25.3M 0.04%
765,561
+144,867
+23% +$4.67M
LHX icon
444
L3Harris
LHX
$55.4B
$25.2M 0.04%
323,309
-3,947
-1% -$316K
RSG icon
445
Republic Services
RSG
$67.4B
$25.1M 0.04%
527,485
+45,896
+10% +$2.08M
VIV icon
446
Telefônica Brasil
VIV
$20.4B
$25.1M 0.04%
2,007,935
+883,411
+79% +$8.6M
GGP
447
DELISTED
GGP Inc.
GGP
$24.9M 0.04%
836,939
+228,832
+38% +$6.29M
MGA icon
448
Magna International
MGA
$18.8B
$24.8M 0.04%
578,210
+207,652
+56% +$7.73M
DOV icon
449
Dover
DOV
$26.7B
$24.6M 0.04%
473,167
-7,626
-2% -$370K
SI
450
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
$24.2M 0.04%
228,497
+29,416
+15% +$3.11M
16 17
18
19 20

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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.