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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
ABT icon
76
Abbott
ABT
$187B
$131M 0.21%
3,139,729
+33,168
+1% +$1.31M
AIG icon
77
American International
AIG
$42.9B
$131M 0.21%
2,420,581
-364,140
-13% -$19.7M
KR icon
78
Kroger
KR
$36.3B
$130M 0.21%
3,409,601
-119,240
-3% -$4.6M
RAI
79
DELISTED
Reynolds American Inc
RAI
$128M 0.21%
2,538,887
+201,926
+9% +$9.91M
DHR icon
80
Danaher
DHR
$140B
$127M 0.21%
1,989,639
-36,224
-2% -$2.16M
M icon
81
Macy's
M
$6.62B
$126M 0.2%
2,854,993
+1,364,790
+92% +$56.4M
DD icon
82
DuPont de Nemours
DD
$19B
$126M 0.2%
975,861
+46,052
+5% +$5.52M
LMT icon
83
Lockheed Martin
LMT
$134B
$124M 0.2%
560,049
-4,531
-0.8% -$975K
GS icon
84
Goldman Sachs
GS
$305B
$123M 0.2%
786,225
+6,110
+0.8% +$945K
ELV icon
85
Elevance Health
ELV
$83.7B
$121M 0.2%
869,045
-67,788
-7% -$9.06M
EXC icon
86
Exelon
EXC
$48.4B
$119M 0.19%
4,660,597
+2,126,432
+84% +$47.6M
UNP icon
87
Union Pacific
UNP
$175B
$119M 0.19%
1,497,539
-94,341
-6% -$7.29M
CL icon
88
Colgate-Palmolive
CL
$74.2B
$119M 0.19%
1,684,477
+35,043
+2% +$2.33M
VLO icon
89
Valero Energy
VLO
$88.7B
$119M 0.19%
1,848,143
-30,563
-2% -$1.94M
EMC
90
DELISTED
EMC CORPORATION
EMC
$118M 0.19%
4,425,776
+446,736
+11% +$11.3M
TWX
91
DELISTED
Time Warner Inc
TWX
$117M 0.19%
1,618,055
+18,515
+1% +$1.27M
SPG icon
92
Simon Property Group
SPG
$76.8B
$115M 0.19%
555,405
+42,686
+8% +$8.2M
LLY icon
93
Eli Lilly
LLY
$1.09T
$115M 0.19%
1,595,681
-123,298
-7% -$9.33M
CRM icon
94
Salesforce
CRM
$149B
$115M 0.19%
1,555,031
-70,057
-4% -$4.82M
ADP icon
95
Automatic Data Processing
ADP
$106B
$114M 0.18%
1,273,775
-125,973
-9% -$10.6M
SPY icon
96
State Street SPDR S&P 500 ETF Trust
SPY
$783B
$112M 0.18%
546,552
-60,896
-10% -$11.9M
AVGO icon
97
Broadcom
AVGO
$1.81T
$112M 0.18%
7,238,350
+3,962,860
+121% +$53.6M
PNC icon
98
PNC Financial Services
PNC
$100B
$112M 0.18%
1,321,496
+78,937
+6% +$6.72M
TMO icon
99
Thermo Fisher Scientific
TMO
$214B
$111M 0.18%
783,762
+33,480
+4% +$4.49M
UPS icon
100
United Parcel Service
UPS
$89.7B
$110M 0.18%
1,044,398
-36,613
-3% -$3.56M
2 3
4
5 6

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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.