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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
EXR icon
851
Extra Space Storage
EXR
$32.3B
$10.1M 0.02%
108,439
+17,325
+19% +$1.51M
ETP
852
DELISTED
Energy Transfer Partners, L.P.
ETP
$10.1M 0.02%
403,590
-17,464
-4% -$396K
HRC
853
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$10.1M 0.02%
201,022
+5,748
+3% +$271K
HDB icon
854
HDFC Bank
HDB
$123B
$10.1M 0.02%
654,808
-40
-0% -$571
SCM
855
DELISTED
SWISSCOM AG ADS(RP 1/10 REG SH
SCM
$10.1M 0.02%
185,297
+35,001
+23% +$1.9M
HYT icon
856
BlackRock Corporate High Yield Fund
HYT
$1.36B
$10.1M 0.02%
1,009,200
-299,894
-23% -$2.9M
ISBC
857
DELISTED
Investors Bancorp, Inc.
ISBC
$10M 0.02%
862,731
+462,164
+115% +$5.33M
MPWR icon
858
Monolithic Power Systems
MPWR
$61.4B
$10M 0.02%
157,763
+74,261
+89% +$4.43M
SPB icon
859
Spectrum Brands
SPB
$2.03B
$10M 0.02%
91,547
+21,000
+30% +$2.07M
OII icon
860
Oceaneering
OII
$4.64B
$10M 0.02%
300,835
+62,755
+26% +$1.95M
EPR icon
861
EPR Properties
EPR
$4.89B
$9.99M 0.02%
150,006
+58,489
+64% +$3.57M
ARMK icon
862
Aramark
ARMK
$15B
$9.98M 0.02%
417,474
+240,834
+136% +$5.52M
ALLE icon
863
Allegion
ALLE
$13.5B
$9.93M 0.02%
155,932
-3,778
-2% -$231K
HZNP
864
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$9.93M 0.02%
599,021
+296,092
+98% +$5.18M
FMS icon
865
Fresenius Medical Care
FMS
$13.4B
$9.92M 0.02%
225,136
+15,840
+8% +$671K
RYAAY icon
866
Ryanair
RYAAY
$30B
$9.92M 0.02%
288,870
+42,057
+17% +$1.39M
ETY icon
867
Eaton Vance Tax-Managed Diversified Equity Income Fund
ETY
$2.24B
$9.91M 0.02%
929,240
-187,877
-17% -$1.93M
VER
868
DELISTED
VEREIT, Inc.
VER
$9.91M 0.02%
223,452
+46,819
+27% +$1.86M
CPN
869
DELISTED
Calpine Corporation
CPN
$9.9M 0.02%
652,800
+105,190
+19% +$1.48M
HA
870
DELISTED
Hawaiian Holdings, Inc.
HA
$9.89M 0.02%
209,670
-3,923
-2% -$152K
VAC icon
871
Marriott Vacations Worldwide
VAC
$3.53B
$9.88M 0.02%
146,450
+58,850
+67% +$3.33M
DY icon
872
Dycom Industries
DY
$11.2B
$9.87M 0.02%
152,625
+54,747
+56% +$3.34M
MIDD icon
873
Middleby
MIDD
$6.01B
$9.87M 0.02%
92,441
+511
+0.6% +$48K
CLB icon
874
Core Laboratories
CLB
$455M
$9.86M 0.02%
87,740
-7,397
-8% -$768K
IEMG icon
875
iShares Core MSCI Emerging Markets ETF
IEMG
$144B
$9.84M 0.02%
236,361
+194,134
+460% +$7.34M
33 34
35
36 37

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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.