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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
GWR
876
DELISTED
Genesee & Wyoming Inc.
GWR
$9.83M 0.02%
156,846
+103,222
+192% +$5.66M
IQV icon
877
IQVIA
IQV
$40.7B
$9.83M 0.02%
151,038
+39,593
+36% +$2.51M
EPE
878
DELISTED
EP Energy Corporation
EPE
$9.78M 0.02%
2,162,989
+1,487,427
+220% +$5.45M
TRI icon
879
Thomson Reuters
TRI
$46.4B
$9.76M 0.02%
207,761
+9,069
+5% +$390K
HDS
880
DELISTED
HD Supply Holdings, Inc.
HDS
$9.76M 0.02%
295,076
+1,547
+0.5% +$42.6K
EEP
881
DELISTED
Enbridge Energy Partners
EEP
$9.74M 0.02%
531,822
-18,852
-3% -$333K
BGB
882
Blackstone Strategic Credit 2027 Term Fund
BGB
$500M
$9.72M 0.02%
712,946
+25,410
+4% +$328K
BSAC icon
883
Banco Santander Chile
BSAC
$16.1B
$9.7M 0.02%
501,343
-34,329
-6% -$606K
TDS icon
884
Telephone and Data Systems
TDS
$3.87B
$9.65M 0.02%
320,629
+33,046
+11% +$834K
FCN icon
885
FTI Consulting
FCN
$5.14B
$9.64M 0.02%
271,529
-1,651
-0.6% -$55.3K
QRVO icon
886
Qorvo
QRVO
$7.9B
$9.64M 0.02%
191,222
+63,712
+50% +$2.78M
GGB icon
887
Gerdau
GGB
$9.54B
$9.64M 0.02%
6,821,043
+2,386,731
+54% +$2.12M
TER icon
888
Teradyne
TER
$50B
$9.61M 0.02%
445,016
+70,661
+19% +$1.38M
OPLN
889
Openlane
OPLN
$4.28B
$9.61M 0.02%
665,406
+218,076
+49% +$2.89M
LAMR icon
890
Lamar Advertising Co
LAMR
$16.7B
$9.61M 0.02%
156,197
-29,379
-16% -$1.68M
FLG
891
Flagstar Bank National Association
FLG
$5.87B
$9.6M 0.02%
201,261
+6,620
+3% +$307K
FBIN icon
892
Fortune Brands Innovations
FBIN
$5.86B
$9.6M 0.02%
200,340
-3,639
-2% -$156K
KEYS icon
893
Keysight
KEYS
$50.7B
$9.59M 0.02%
345,715
+77,469
+29% +$1.94M
TLS
894
DELISTED
TELSTRA CRP LTD ADS(RP 5 ORD)
TLS
$9.56M 0.02%
469,622
+117,297
+33% +$2.39M
SVU
895
DELISTED
SUPERVALU Inc.
SVU
$9.55M 0.02%
236,957
+110,561
+87% +$3.94M
APOG icon
896
Apogee Enterprises
APOG
$833M
$9.54M 0.02%
217,436
+177,013
+438% +$7.02M
GMED icon
897
Globus Medical
GMED
$11.1B
$9.51M 0.02%
400,487
+270,382
+208% +$6.61M
CXT icon
898
Crane NXT
CXT
$2.99B
$9.48M 0.02%
506,931
+190,169
+60% +$3.24M
SIX
899
DELISTED
Six Flags Entertainment Corp.
SIX
$9.46M 0.02%
170,580
+87,224
+105% +$4.49M
FHN icon
900
First Horizon
FHN
$12.2B
$9.46M 0.02%
722,122
-42,371
-6% -$540K
34 35
36
37 38

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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.