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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
LNT icon
651
Alliant Energy
LNT
$18.6B
$15M 0.02%
404,110
-21,844
-5% -$736K
PBH icon
652
Prestige Consumer Healthcare
PBH
$2.47B
$14.9M 0.02%
279,917
+80,276
+40% +$3.95M
CDP icon
653
COPT Defense Properties
CDP
$4.32B
$14.9M 0.02%
567,700
+310,478
+121% +$7.19M
SBNY
654
DELISTED
Signature Bank
SBNY
$14.9M 0.02%
109,278
+34,986
+47% +$4.77M
TXT icon
655
Textron
TXT
$14.9B
$14.9M 0.02%
407,875
-138,527
-25% -$4.86M
TTWO icon
656
Take-Two Interactive
TTWO
$46.1B
$14.9M 0.02%
394,638
+254,389
+181% +$8.81M
BHC icon
657
Bausch Health
BHC
$1.75B
$14.8M 0.02%
563,955
+72,830
+15% +$5.39M
ACM icon
658
Aecom
ACM
$9.46B
$14.8M 0.02%
481,470
-152,703
-24% -$4.24M
CACI icon
659
CACI
CACI
$10.8B
$14.8M 0.02%
138,774
+43,599
+46% +$4.08M
BVN icon
660
Compañía de Minas Buenaventura
BVN
$7.68B
$14.8M 0.02%
2,010,552
+110,924
+6% +$558K
SID icon
661
Companhia Siderúrgica Nacional
SID
$1.37B
$14.8M 0.02%
7,498,802
+3,604,114
+93% +$4.74M
RAD
662
DELISTED
Rite Aid Corporation
RAD
$14.7M 0.02%
90,299
+9,056
+11% +$1.43M
EXPD icon
663
Expeditors International
EXPD
$22.3B
$14.7M 0.02%
301,026
+26,986
+10% +$1.24M
NFX
664
DELISTED
Newfield Exploration
NFX
$14.7M 0.02%
441,238
-173,064
-28% -$4.88M
ATO icon
665
Atmos Energy
ATO
$29.7B
$14.6M 0.02%
196,394
+46,146
+31% +$3.17M
VRSK icon
666
Verisk Analytics
VRSK
$27.9B
$14.6M 0.02%
182,419
+1,576
+0.9% +$115K
CFG icon
667
Citizens Financial Group
CFG
$30.1B
$14.5M 0.02%
693,835
+545,740
+369% +$11.6M
JKHY icon
668
Jack Henry & Associates
JKHY
$11.4B
$14.5M 0.02%
171,183
-6,025
-3% -$484K
DCM
669
DELISTED
NTT DOCOMO, Inc.
DCM
$14.4M 0.02%
632,174
+107,756
+21% +$2.41M
MAN icon
670
ManpowerGroup
MAN
$2.6B
$14.4M 0.02%
176,557
-15,543
-8% -$1.19M
BOE icon
671
BlackRock Enhanced Global Dividend Trust
BOE
$659M
$14.3M 0.02%
1,207,146
-11,293
-0.9% -$129K
WTM icon
672
White Mountains Insurance
WTM
$5.33B
$14.3M 0.02%
17,836
+223
+1% +$167K
SPTI icon
673
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.5B
$14.3M 0.02%
468,168
-130
-0% -$3.95K
CUK
674
DELISTED
Carnival PLC
CUK
$14.3M 0.02%
262,976
-882
-0.3% -$44.3K
NPI
675
DELISTED
NUVEEN PREMIUN INC MUN FUND
NPI
$14.2M 0.02%
974,943
+57,812
+6% +$825K
25 26
27
28 29

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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.