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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
ANF icon
526
Abercrombie & Fitch
ANF
$4.55B
$19.3M 0.03%
611,532
+106,138
+21% +$2.98M
WRK
527
DELISTED
WestRock Company
WRK
$19.2M 0.03%
547,375
+80,137
+17% +$2.61M
MAA icon
528
Mid-America Apartment Communities
MAA
$16B
$19.2M 0.03%
188,079
+31,254
+20% +$2.9M
A icon
529
Agilent Technologies
A
$39.6B
$19.2M 0.03%
481,787
+18,685
+4% +$712K
RDS.B
530
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$19.2M 0.03%
390,148
+187,272
+92% +$8.41M
NMR icon
531
Nomura Holdings
NMR
$28.3B
$19.2M 0.03%
4,318,017
+1,471,778
+52% +$6.97M
LEG icon
532
Leggett & Platt
LEG
$1.4B
$19.2M 0.03%
395,965
+36,313
+10% +$1.57M
ARG
533
DELISTED
Airgas Inc
ARG
$19.1M 0.03%
134,975
+4,296
+3% +$603K
RHT
534
DELISTED
Red Hat Inc
RHT
$19.1M 0.03%
256,541
+29,734
+13% +$2.1M
TE
535
DELISTED
TECO ENERGY INC
TE
$19.1M 0.03%
694,038
+6,382
+0.9% +$174K
NTT
536
DELISTED
Nippon Telegraph & Telephone
NTT
$19M 0.03%
439,630
+111,201
+34% +$4.7M
PCI
537
DELISTED
PIMCO Dynamic Credit and Mortgage Income Fund
PCI
$19M 0.03%
1,088,022
+340,659
+46% +$5.9M
MPLX icon
538
MPLX
MPLX
$58.6B
$19M 0.03%
638,752
-69,046
-10% -$1.87M
CIG icon
539
CEMIG Preferred Shares
CIG
$6.06B
$19M 0.03%
16,457,907
+7,083,758
+76% +$5.78M
BCS icon
540
Barclays
BCS
$87.8B
$18.9M 0.03%
2,338,632
+404,979
+21% +$3.77M
CF icon
541
CF Industries
CF
$19.6B
$18.8M 0.03%
598,831
+10,804
+2% +$353K
CMA
542
DELISTED
Comerica
CMA
$18.7M 0.03%
494,743
+118,293
+31% +$4.26M
TFX icon
543
Teleflex
TFX
$5.96B
$18.7M 0.03%
119,220
+25,664
+27% +$3.58M
KLAC icon
544
KLA
KLAC
$222B
$18.6M 0.03%
2,560,600
+133,130
+5% +$896K
IRM icon
545
Iron Mountain
IRM
$35.9B
$18.6M 0.03%
549,019
+114,319
+26% +$3.28M
GL icon
546
Globe Life
GL
$14B
$18.6M 0.03%
342,981
+2,641
+0.8% +$141K
BBVA icon
547
Banco Bilbao Vizcaya Argentaria
BBVA
$142B
$18.6M 0.03%
2,898,406
+1,127,571
+64% +$7.16M
XLNX
548
DELISTED
Xilinx Inc
XLNX
$18.5M 0.03%
390,610
+38,593
+11% +$1.81M
FLR icon
549
Fluor
FLR
$6.54B
$18.5M 0.03%
344,901
+48,474
+16% +$2.28M
UHS icon
550
Universal Health Services
UHS
$10.2B
$18.4M 0.03%
147,796
+37,280
+34% +$4.19M
20 21
22
23 24

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NIPH
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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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ACI
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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.