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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
ERIC icon
776
Ericsson
ERIC
$32.1B
$11.5M 0.02%
1,146,761
+50,133
+5% +$462K
EWY icon
777
iShares MSCI South Korea ETF
EWY
$20.1B
$11.4M 0.02%
216,657
+35,993
+20% +$1.74M
VCSH icon
778
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$11.4M 0.02%
142,873
– –
AXS icon
779
AXIS Capital
AXS
$7.73B
$11.4M 0.02%
204,907
+14,359
+8% +$776K
INDA icon
780
iShares MSCI India ETF
INDA
$6.81B
$11.3M 0.02%
415,499
+403,716
+3,426% +$10.3M
OSIS icon
781
OSI Systems
OSIS
$3.53B
$11.3M 0.02%
171,910
+91,814
+115% +$6.08M
SPR
782
DELISTED
Spirit AeroSystems
SPR
$11.2M 0.02%
247,955
+49,111
+25% +$2.24M
PMM
783
Franklin Managed Municipal Income Trust
PMM
$270M
$11.2M 0.02%
1,468,216
+208,132
+17% +$1.55M
BRKR icon
784
Bruker
BRKR
$9.4B
$11.2M 0.02%
400,617
+69,993
+21% +$1.74M
ALV icon
785
Autoliv
ALV
$9.14B
$11.2M 0.02%
131,330
-87,392
-40% -$6.92M
SR icon
786
Spire
SR
$4.79B
$11.2M 0.02%
165,373
+80,488
+95% +$5.13M
CPL
787
DELISTED
CPFL Energia S.A.
CPL
$11.2M 0.02%
1,053,434
+343,353
+48% +$2.88M
BABA icon
788
Alibaba
BABA
$276B
$11.2M 0.02%
141,562
+20,408
+17% +$1.44M
LM
789
DELISTED
Legg Mason, Inc.
LM
$11.2M 0.02%
322,601
+73,859
+30% +$2.32M
MHK icon
790
Mohawk Industries
MHK
$6.91B
$11.2M 0.02%
58,415
-1,674
-3% -$291K
TEO icon
791
Telecom Argentina
TEO
$5.84B
$11.1M 0.02%
623,181
-22,581
-3% -$382K
DASTY
792
DELISTED
DASSAULT SYSTEMES SA ADR
DASTY
$11.1M 0.02%
140,974
+5,012
+4% +$396K
ALLY icon
793
Ally Financial
ALLY
$13.1B
$11.1M 0.02%
593,961
+85,663
+17% +$1.48M
SONY icon
794
Sony
SONY
$137B
$11.1M 0.02%
2,159,610
+242,955
+13% +$1.11M
CRL icon
795
Charles River Laboratories
CRL
$11.3B
$11.1M 0.02%
146,192
-29,374
-17% -$2.17M
HMC icon
796
Honda
HMC
$39.8B
$11.1M 0.02%
404,954
-99,969
-20% -$2.74M
POOL icon
797
Pool Corp
POOL
$7.05B
$11M 0.02%
125,355
+66,316
+112% +$5.33M
PDCO
798
DELISTED
Patterson Companies, Inc.
PDCO
$11M 0.02%
236,139
+4,427
+2% +$192K
JAH
799
DELISTED
JARDEN CORPORATION
JAH
$11M 0.02%
185,911
+20,234
+12% +$1.08M
WBD icon
800
Warner Bros
WBD
$64.3B
$10.9M 0.02%
381,297
+82,233
+27% +$2.2M
30 31
32
33 34

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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.