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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
FUJI
801
DELISTED
FUJI FILM HOLDINGS ADR 2 ORD
FUJI
$10.9M 0.02%
276,619
+45,331
+20% +$1.79M
BEAV
802
DELISTED
B/E Aerospace Inc
BEAV
$10.9M 0.02%
236,140
+77,831
+49% +$3.33M
RELX icon
803
RELX
RELX
$66.7B
$10.9M 0.02%
579,333
-1,706
-0.3% -$30K
JPC icon
804
Nuveen Preferred & Income Opportunities Fund
JPC
$2.88B
$10.9M 0.02%
1,162,460
+216,805
+23% +$2M
MMS icon
805
Maximus
MMS
$3.32B
$10.8M 0.02%
205,960
+126,345
+159% +$6.44M
WAL icon
806
Western Alliance Bancorporation
WAL
$8.81B
$10.8M 0.02%
324,108
+172,034
+113% +$5.38M
ATR icon
807
AptarGroup
ATR
$8.69B
$10.8M 0.02%
137,516
+8,140
+6% +$597K
BAH icon
808
Booz Allen Hamilton
BAH
$8.44B
$10.8M 0.02%
356,109
+9,266
+3% +$264K
ULTI
809
DELISTED
Ultimate Software Group Inc
ULTI
$10.8M 0.02%
55,617
+9,897
+22% +$1.72M
ALGN icon
810
Align Technology
ALGN
$12.9B
$10.7M 0.02%
147,868
+42,498
+40% +$2.78M
PHM icon
811
Pultegroup
PHM
$25.2B
$10.7M 0.02%
571,753
+31,941
+6% +$545K
CRZO
812
DELISTED
Carrizo Oil & Gas Inc
CRZO
$10.7M 0.02%
344,779
+227,656
+194% +$5.74M
SLM icon
813
SLM Corp
SLM
$4.83B
$10.7M 0.02%
1,675,243
+271,778
+19% +$1.64M
ICLR icon
814
Icon
ICLR
$13.7B
$10.7M 0.02%
141,869
+14,256
+11% +$999K
FFIV icon
815
F5
FFIV
$22B
$10.7M 0.02%
100,645
+5,276
+6% +$506K
TEF
816
DELISTED
Telefonica
TEF
$10.6M 0.02%
1,228,112
+351,853
+40% +$2.87M
ORI icon
817
Old Republic International
ORI
$10.9B
$10.6M 0.02%
579,751
+219,609
+61% +$3.96M
ABMD
818
DELISTED
Abiomed Inc
ABMD
$10.6M 0.02%
111,765
+60,830
+119% +$5.13M
SDX
819
DELISTED
SODEXHO ALLIANCE SA ADS (REP 1 COM SHR)
SDX
$10.6M 0.02%
488,621
+65,843
+16% +$1.43M
CS
820
DELISTED
Credit Suisse Group
CS
$10.6M 0.02%
748,208
-157,198
-17% -$2.5M
ENH
821
DELISTED
Endurance Specialty Holdings Ltd
ENH
$10.6M 0.02%
161,708
+15,104
+10% +$945K
CASY icon
822
Casey's General Stores
CASY
$32.1B
$10.6M 0.02%
93,114
+16,129
+21% +$1.81M
CBL
823
DELISTED
CBL& Associates Properties, Inc.
CBL
$10.5M 0.02%
885,324
+15,801
+2% +$179K
CP icon
824
Canadian Pacific Kansas City
CP
$81B
$10.5M 0.02%
396,945
+2,470
+0.6% +$60.2K
IT icon
825
Gartner
IT
$11.1B
$10.5M 0.02%
117,259
-19,238
-14% -$1.63M
31 32
33
34 35

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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.