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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
TNL icon
476
Travel + Leisure Co
TNL
$4.76B
$21.9M 0.04%
635,636
-102,471
-14% -$3.25M
LH icon
477
Labcorp
LH
$25.2B
$21.9M 0.04%
217,878
-45,578
-17% -$4.37M
AKZOY
478
DELISTED
Akzo Nobel NV
AKZOY
$21.9M 0.04%
963,964
-26,487
-3% -$600K
PUK icon
479
Prudential
PUK
$36.4B
$21.8M 0.04%
604,506
-61,499
-9% -$2.23M
ABEV icon
480
Ambev
ABEV
$47.9B
$21.7M 0.04%
4,198,027
+431,260
+11% +$1.98M
MNST icon
481
Monster Beverage
MNST
$95.1B
$21.7M 0.04%
977,730
-127,992
-12% -$2.85M
CNP icon
482
CenterPoint Energy
CNP
$28.3B
$21.7M 0.04%
1,038,381
+117,979
+13% +$2.23M
UL icon
483
Unilever
UL
$142B
$21.7M 0.04%
426,041
-985
-0.2% -$47.9K
NWL icon
484
Newell Brands
NWL
$2.21B
$21.5M 0.03%
484,857
-30,471
-6% -$1.19M
LLTC
485
DELISTED
Linear Technology Corp
LLTC
$21.5M 0.03%
481,674
+176,317
+58% +$7.46M
WFM
486
DELISTED
Whole Foods Market Inc
WFM
$21.5M 0.03%
689,527
+103,873
+18% +$3.25M
DRI icon
487
Darden Restaurants
DRI
$24.3B
$21.4M 0.03%
322,540
+20,946
+7% +$1.33M
BX icon
488
Blackstone
BX
$104B
$21.4M 0.03%
762,166
+650,784
+584% +$17.2M
GEN icon
489
Gen Digital
GEN
$16.5B
$21.3M 0.03%
1,160,297
-586,900
-34% -$11.3M
CBT icon
490
Cabot Corp
CBT
$4.72B
$21.3M 0.03%
440,911
+145,742
+49% +$6.27M
SWKS icon
491
Skyworks Solutions
SWKS
$9.2B
$21.3M 0.03%
273,440
+16,177
+6% +$1.1M
CTRA
492
DELISTED
Coterra Energy
CTRA
$21.2M 0.03%
932,278
+342,699
+58% +$6.87M
CERN
493
DELISTED
Cerner Corp
CERN
$21.2M 0.03%
399,535
-65,459
-14% -$3.57M
LLL
494
DELISTED
L3 Technologies, Inc.
LLL
$21.1M 0.03%
178,031
-39,271
-18% -$4.58M
IX icon
495
ORIX
IX
$42.7B
$21.1M 0.03%
1,476,940
+164,940
+13% +$2.25M
MUR icon
496
Murphy Oil
MUR
$5.55B
$21M 0.03%
834,677
+297,236
+55% +$5.95M
ADT
497
DELISTED
ADT Corp
ADT
$21M 0.03%
509,512
-835
-0.2% -$29.3K
SKM icon
498
SK Telecom
SKM
$11.4B
$21M 0.03%
632,346
+122,428
+24% +$3.96M
AOD
499
abrdn Total Dynamic Dividend Fund
AOD
$1.08B
$21M 0.03%
2,796,346
+80,130
+3% +$570K
LKQ icon
500
LKQ Corp
LKQ
$6.72B
$21M 0.03%
656,554
+34,777
+6% +$970K
18 19
20
21 22

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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.