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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
HUN icon
701
Huntsman Corp
HUN
$2.1B
$13.5M 0.02%
1,014,501
+672,080
+196% +$6.94M
TIF
702
DELISTED
Tiffany & Co.
TIF
$13.5M 0.02%
183,694
-27,614
-13% -$1.85M
MXIM
703
DELISTED
Maxim Integrated Products
MXIM
$13.5M 0.02%
366,017
-24,118
-6% -$809K
JBL icon
704
Jabil
JBL
$30.1B
$13.4M 0.02%
696,992
-102,310
-13% -$2.06M
CVG
705
DELISTED
Convergys
CVG
$13.4M 0.02%
482,084
+233,802
+94% +$5.86M
DOC icon
706
Healthpeak Properties
DOC
$15.5B
$13.3M 0.02%
449,539
-238,592
-35% -$7.16M
SIG icon
707
Signet Jewelers
SIG
$3.84B
$13.3M 0.02%
107,161
-48,482
-31% -$5.51M
FICO icon
708
Fair Isaac
FICO
$31.8B
$13.3M 0.02%
125,215
-23,768
-16% -$2.26M
IFF icon
709
International Flavors & Fragrances
IFF
$20.3B
$13.2M 0.02%
116,051
+9,312
+9% +$1.04M
HLF icon
710
Herbalife
HLF
$1.3B
$13.2M 0.02%
428,790
-29,728
-6% -$767K
AHL
711
DELISTED
ASPEN Insurance Holding Limited
AHL
$13.2M 0.02%
276,241
+16,293
+6% +$743K
AGNC icon
712
AGNC Investment
AGNC
$12.7B
$13.1M 0.02%
705,414
+155,274
+28% +$2.76M
BNL
713
DELISTED
BUNZL PLC ADS (RP 5 ORD SHS)
BNL
$13.1M 0.02%
455,964
-19,672
-4% -$567K
MOH icon
714
Molina Healthcare
MOH
$10.4B
$13.1M 0.02%
203,640
+165,201
+430% +$9.81M
ERC
715
Allspring Multi-Sector Income Fund
ERC
$251M
$13.1M 0.02%
1,071,533
+80,365
+8% +$911K
SQM icon
716
Sociedad Química y Minera de Chile
SQM
$19.3B
$13.1M 0.02%
654,388
+3,463
+0.5% +$59.7K
SPXX icon
717
Nuveen S&P 500 Dynamic Overwrite Fund
SPXX
$327M
$13.1M 0.02%
982,447
– –
PANW icon
718
Palo Alto Networks
PANW
$256B
$13M 0.02%
479,268
-119,706
-20% -$2.94M
SEIC icon
719
SEI Investments
SEIC
$12.3B
$13M 0.02%
302,603
+24,386
+9% +$1M
VEON icon
720
VEON
VEON
$3.5B
$13M 0.02%
122,297
-471
-0.4% -$41.6K
AVA icon
721
Avista
AVA
$3.43B
$13M 0.02%
318,448
+69,616
+28% +$2.62M
NTES icon
722
NetEase
NTES
$83B
$13M 0.02%
452,235
+31,975
+8% +$958K
OKS
723
DELISTED
Oneok Partners LP
OKS
$13M 0.02%
412,538
-12,602
-3% -$355K
FLS icon
724
Flowserve
FLS
$8.94B
$12.9M 0.02%
290,095
-24,626
-8% -$1.02M
BMRN icon
725
BioMarin Pharmaceuticals
BMRN
$11.9B
$12.8M 0.02%
155,348
+13,408
+9% +$1.09M
27 28
29
30 31

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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.