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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
CDNS icon
676
Cadence Design Systems
CDNS
$91.8B
$14.2M 0.02%
600,681
-80,013
-12% -$1.68M
SBH icon
677
Sally Beauty Holdings
SBH
$1.47B
$14.1M 0.02%
436,866
+71,802
+20% +$2.13M
ABB
678
DELISTED
ABB Ltd
ABB
$14.1M 0.02%
726,772
+143,294
+25% +$2.53M
LPX icon
679
Louisiana-Pacific
LPX
$5.14B
$14.1M 0.02%
822,401
+320,879
+64% +$5.07M
ITC
680
DELISTED
ITC HOLDINGS CORP
ITC
$14.1M 0.02%
322,546
+3,448
+1% +$140K
UGI icon
681
UGI
UGI
$7.87B
$14M 0.02%
347,836
-15,480
-4% -$561K
MRVL icon
682
Marvell Technology
MRVL
$147B
$14M 0.02%
1,357,024
-231,359
-15% -$2.13M
MUFG icon
683
Mitsubishi UFJ Financial
MUFG
$247B
$14M 0.02%
3,047,581
-883,557
-22% -$4.31M
JBLU icon
684
JetBlue
JBLU
$2.13B
$13.9M 0.02%
658,696
+101,618
+18% +$2.14M
NRG icon
685
NRG Energy
NRG
$26.2B
$13.8M 0.02%
1,063,489
+426,883
+67% +$4.88M
TK icon
686
Teekay
TK
$996M
$13.8M 0.02%
1,591,720
+1,420,198
+828% +$10.7M
CEO
687
DELISTED
CNOOC Limited
CEO
$13.8M 0.02%
117,649
+21,515
+22% +$2.25M
CNO icon
688
CNO Financial Group
CNO
$4.94B
$13.7M 0.02%
765,647
+438,481
+134% +$7.63M
SBS icon
689
Sabesp
SBS
$18.4B
$13.7M 0.02%
10,695,664
+3,052,161
+40% +$3.23M
TXNM
690
TXNM Energy Inc
TXNM
$6.39B
$13.7M 0.02%
405,785
+150,123
+59% +$4.8M
HRB icon
691
H&R Block
HRB
$5.98B
$13.6M 0.02%
515,909
+94,208
+22% +$2.96M
ETFC
692
DELISTED
E*Trade Financial Corporation
ETFC
$13.6M 0.02%
556,474
-162,106
-23% -$3.93M
DLR icon
693
Digital Realty Trust
DLR
$69.6B
$13.6M 0.02%
153,993
+8,461
+6% +$685K
PLCE icon
694
Children's Place
PLCE
$53.8M
$13.6M 0.02%
163,127
-2,392
-1% -$162K
RRC icon
695
Range Resources
RRC
$9.33B
$13.6M 0.02%
419,562
+36,359
+9% +$1.01M
WAIR
696
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
$13.6M 0.02%
944,032
+555,486
+143% +$6.77M
GPN icon
697
Global Payments
GPN
$24.1B
$13.6M 0.02%
207,887
-42,865
-17% -$2.54M
PACW
698
DELISTED
PacWest Bancorp
PACW
$13.6M 0.02%
365,344
+18,825
+5% +$667K
BFAM icon
699
Bright Horizons
BFAM
$4.35B
$13.6M 0.02%
209,298
+106,756
+104% +$6.86M
AVK
700
Advent Convertible and Income Fund
AVK
$528M
$13.5M 0.02%
1,050,217
+15,818
+2% +$193K
26 27
28
29 30

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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.