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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
BDJ icon
451
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.7B
$24.1M 0.04%
3,193,439
+349,813
+12% +$2.51M
SHY icon
452
iShares 1-3 Year Treasury Bond ETF
SHY
$25.4B
$24.1M 0.04%
283,109
+14,720
+5% +$1.25M
IEX icon
453
IDEX
IEX
$17B
$23.7M 0.04%
286,451
+12,940
+5% +$970K
TYC
454
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
$23.6M 0.04%
614,784
+110,136
+22% +$3.93M
NLY icon
455
Annaly Capital Management
NLY
$17.3B
$23.5M 0.04%
573,622
+5,159
+0.9% +$202K
ANSS
456
DELISTED
Ansys
ANSS
$23.5M 0.04%
262,772
-64,691
-20% -$5.58M
ROP icon
457
Roper Technologies
ROP
$40.4B
$23.4M 0.04%
128,305
-56,665
-31% -$9.76M
RENX
458
DELISTED
RELX N.V.
RENX
$23.3M 0.04%
1,328,898
+69,514
+6% +$1.15M
VNO icon
459
Vornado Realty Trust
VNO
$7.65B
$23.1M 0.04%
302,668
-27,481
-8% -$1.99M
JNK icon
460
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.05B
$23.1M 0.04%
224,373
+24,066
+12% +$2.4M
BPL
461
DELISTED
Buckeye Partners, L.P.
BPL
$23M 0.04%
339,195
-18,536
-5% -$1.13M
CYH icon
462
Community Health Systems
CYH
$382M
$23M 0.04%
1,500,704
-223,135
-13% -$3.41M
PFG icon
463
Principal Financial Group
PFG
$24.3B
$22.9M 0.04%
579,708
+22,102
+4% +$850K
IART icon
464
Integra LifeSciences
IART
$1.28B
$22.8M 0.04%
678,328
+290,544
+75% +$9.05M
WMB icon
465
Williams Companies
WMB
$85.8B
$22.8M 0.04%
1,417,580
+377,465
+36% +$6.49M
CNC icon
466
Centene
CNC
$30.5B
$22.8M 0.04%
739,138
+336,994
+84% +$10.1M
XLF icon
467
State Street Financial Select Sector SPDR ETF
XLF
$56.5B
$22.5M 0.04%
1,141,271
+1,117,261
+4,653% +$21.3M
TEL icon
468
TE Connectivity
TEL
$60B
$22.4M 0.04%
362,192
-57,711
-14% -$3.35M
STJ
469
DELISTED
St Jude Medical
STJ
$22.4M 0.04%
407,601
-9,882
-2% -$538K
MORN icon
470
Morningstar
MORN
$7.55B
$22.4M 0.04%
253,952
+100
+0% +$7.97K
CBOE icon
471
Cboe Global Markets
CBOE
$32.2B
$22.4M 0.04%
342,685
-10,384
-3% -$662K
JWN
472
DELISTED
Nordstrom
JWN
$22.3M 0.04%
388,938
+13,922
+4% +$718K
KIM icon
473
Kimco Realty
KIM
$17.5B
$22.2M 0.04%
771,158
+16,041
+2% +$433K
KSU
474
DELISTED
Kansas City Southern
KSU
$22.2M 0.04%
259,319
+73,918
+40% +$5.77M
JBHT icon
475
JB Hunt Transport Services
JBHT
$25.9B
$22M 0.04%
260,941
+80,351
+44% +$6.09M
17 18
19
20 21

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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.