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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
AU icon
551
AngloGold Ashanti
AU
$39.4B
$18.4M 0.03%
1,346,133
+610,664
+83% +$6.62M
EDU icon
552
New Oriental
EDU
$9.32B
$18.4M 0.03%
532,524
+16,164
+3% +$505K
MTD icon
553
Mettler-Toledo International
MTD
$28.1B
$18.4M 0.03%
53,358
-15,641
-23% -$5.03M
THG icon
554
Hanover Insurance
THG
$8.13B
$18.4M 0.03%
203,708
+75,306
+59% +$6.22M
NTRS icon
555
Northern Trust
NTRS
$21.8B
$18.4M 0.03%
281,850
-12,498
-4% -$783K
ORAN
556
DELISTED
Orange
ORAN
$18.3M 0.03%
1,055,613
+82,172
+8% +$1.42M
G icon
557
Genpact
G
$6.22B
$18.2M 0.03%
669,765
-7,599
-1% -$192K
HAS icon
558
Hasbro
HAS
$13.5B
$18.2M 0.03%
226,997
+5,209
+2% +$387K
SC
559
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$18M 0.03%
1,712,450
+417,056
+32% +$4.58M
BR icon
560
Broadridge
BR
$18.4B
$17.9M 0.03%
301,448
-32,316
-10% -$1.76M
OKE icon
561
Oneok
OKE
$56.7B
$17.8M 0.03%
596,675
+255,249
+75% +$6.28M
ARW icon
562
Arrow Electronics
ARW
$10.5B
$17.8M 0.03%
275,763
+9,484
+4% +$526K
AZN icon
563
AstraZeneca
AZN
$269B
$17.7M 0.03%
314,834
-48,754
-13% -$2.93M
NAB
564
DELISTED
NATL AUSTRALIA BK LTD ADS5
NAB
$17.7M 0.03%
1,770,787
+96,975
+6% +$970K
CHTR icon
565
Charter Communications
CHTR
$17.3B
$17.7M 0.03%
87,439
-7,071
-7% -$1.27M
DT
566
DELISTED
DEUTSCHE TELEKOM AG ADS (1ORD)
DT
$17.7M 0.03%
987,682
-40,936
-4% -$733K
TGNA
567
DELISTED
TEGNA Inc
TGNA
$17.7M 0.03%
1,177,084
+77,120
+7% +$1.17M
NBL
568
DELISTED
Noble Energy, Inc.
NBL
$17.7M 0.03%
562,464
-56,602
-9% -$1.73M
WAB icon
569
Wabtec
WAB
$49.3B
$17.6M 0.03%
222,074
+59,684
+37% +$4.14M
RHI icon
570
Robert Half
RHI
$4.11B
$17.6M 0.03%
377,296
+19,452
+5% +$815K
KMX icon
571
CarMax
KMX
$8.39B
$17.6M 0.03%
343,791
+14,090
+4% +$665K
GME icon
572
GameStop
GME
$9.8B
$17.6M 0.03%
2,213,668
+212,684
+11% +$1.53M
BIG
573
DELISTED
Big Lots, Inc.
BIG
$17.5M 0.03%
387,288
+96,507
+33% +$3.87M
FSLR icon
574
First Solar
FSLR
$21.4B
$17.5M 0.03%
255,327
+30,035
+13% +$2.01M
TWO
575
Two Harbors Investment
TWO
$1.27B
$17.5M 0.03%
274,731
+94,298
+52% +$5.83M
21 22
23
24 25

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AF
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MCM
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PSUF
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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.