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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
NSANY
626
DELISTED
NISSAN MOTOR CO LTD SPONS ADR
NSANY
$15.7M 0.03%
846,521
+76,552
+10% +$1.42M
AFG icon
627
American Financial Group
AFG
$11.9B
$15.6M 0.03%
221,508
-30,495
-12% -$2.09M
EVV
628
Eaton Vance Limited Duration Income Fund
EVV
$1.05B
$15.6M 0.03%
1,180,863
+29,593
+3% +$369K
AA icon
629
Alcoa
AA
$11.3B
$15.5M 0.03%
675,407
-165,207
-20% -$3.36M
MELI icon
630
Mercado Libre
MELI
$94.5B
$15.5M 0.03%
131,490
+5,929
+5% +$614K
ZION icon
631
Zions Bancorporation
ZION
$10.1B
$15.4M 0.03%
638,017
+304,061
+91% +$6.99M
SYT
632
DELISTED
Syngenta Ag
SYT
$15.4M 0.03%
186,469
-38,622
-17% -$3.04M
HIW icon
633
Highwoods Properties
HIW
$3.79B
$15.4M 0.02%
322,651
+74,590
+30% +$3.25M
SPLS
634
DELISTED
Staples Inc
SPLS
$15.4M 0.02%
1,393,778
+133,327
+11% +$1.25M
WAT icon
635
Waters Corp
WAT
$37.3B
$15.4M 0.02%
116,522
-1,516
-1% -$189K
RNP icon
636
Cohen & Steers REIT and Preferred and Income Fund
RNP
$989M
$15.4M 0.02%
812,177
+38,501
+5% +$681K
JAZZ icon
637
Jazz Pharmaceuticals
JAZZ
$16.1B
$15.4M 0.02%
117,663
+12,716
+12% +$1.58M
URI icon
638
United Rentals
URI
$65.7B
$15.3M 0.02%
246,262
+54,238
+28% +$3.02M
NPM
639
DELISTED
NUVEEN PREMIUM INCM MUNI FD II
NPM
$15.2M 0.02%
1,034,555
-191,375
-16% -$2.77M
BWXT icon
640
BWX Technologies
BWXT
$14.4B
$15.2M 0.02%
453,262
+280,370
+162% +$8.66M
FRT icon
641
Federal Realty Investment Trust
FRT
$10.9B
$15.2M 0.02%
97,431
+906
+0.9% +$136K
BIO icon
642
Bio-Rad Laboratories Class A
BIO
$8.76B
$15.2M 0.02%
111,122
+5,862
+6% +$770K
DIAX
643
DELISTED
Nuveen Dow 30SM Dynamic Overwrite Fund
DIAX
$15.1M 0.02%
1,073,650
+65,888
+7% +$884K
VMC icon
644
Vulcan Materials
VMC
$36.8B
$15.1M 0.02%
143,376
+7,396
+5% +$701K
BWA icon
645
BorgWarner
BWA
$12.8B
$15.1M 0.02%
446,714
-31,134
-7% -$923K
EVT icon
646
Eaton Vance Tax-Advantaged Dividend Income Fund
EVT
$2.06B
$15.1M 0.02%
786,408
-24,975
-3% -$455K
HTS
647
DELISTED
HATTERAS FINANCIAL CORP
HTS
$15.1M 0.02%
1,053,197
-277,100
-21% -$3.65M
DHI icon
648
D.R. Horton
DHI
$41.2B
$15.1M 0.02%
497,926
+3,486
+0.7% +$95.8K
GDOT icon
649
Green Dot
GDOT
$750M
$15M 0.02%
654,443
+304,410
+87% +$5.91M
KBE icon
650
State Street SPDR S&P Bank ETF
KBE
$1.64B
$15M 0.02%
494,258
+487,279
+6,982% +$14.4M
24 25
26
27 28

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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.