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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
INTU icon
101
Intuit
INTU
$85.6B
$110M 0.18%
1,057,212
-17,936
-2% -$1.73M
DUK icon
102
Duke Energy
DUK
$101B
$109M 0.18%
1,353,555
+158,137
+13% +$12M
AFL icon
103
Aflac
AFL
$65.9B
$109M 0.18%
3,455,072
-377,012
-10% -$11.2M
BKNG icon
104
Booking.com
BKNG
$154B
$109M 0.18%
2,115,275
-100,500
-5% -$4.81M
USB icon
105
US Bancorp
USB
$100B
$108M 0.18%
2,668,616
+390,910
+17% +$15.6M
AET
106
DELISTED
Aetna Inc
AET
$107M 0.17%
955,184
+21,476
+2% +$2.3M
TJX icon
107
TJX Companies
TJX
$178B
$107M 0.17%
2,735,738
-60,504
-2% -$2.2M
EA icon
108
Electronic Arts
EA
$52.4B
$107M 0.17%
1,616,737
-6,562
-0.4% -$419K
AEP icon
109
American Electric Power
AEP
$72.4B
$107M 0.17%
1,608,369
+155,076
+11% +$9.59M
NFLX icon
110
Netflix
NFLX
$301B
$106M 0.17%
10,405,770
+1,619,880
+18% +$15.9M
CTSH icon
111
Cognizant
CTSH
$23.8B
$106M 0.17%
1,691,752
-32,799
-2% -$1.91M
GIS icon
112
General Mills
GIS
$20.1B
$104M 0.17%
1,647,660
+102,292
+7% +$5.95M
KHC icon
113
Kraft Heinz
KHC
$32.4B
$104M 0.17%
1,328,447
+83,299
+7% +$6.23M
SO icon
114
Southern Company
SO
$109B
$104M 0.17%
2,016,181
+140,216
+7% +$6.83M
ITW icon
115
Illinois Tool Works
ITW
$84.9B
$104M 0.17%
1,017,410
+88,985
+10% +$8.24M
CAT icon
116
Caterpillar
CAT
$387B
$103M 0.17%
1,349,785
+89,746
+7% +$6.02M
EBAY icon
117
eBay
EBAY
$52.1B
$102M 0.17%
4,280,723
-222,981
-5% -$5.42M
PEG icon
118
Public Service Enterprise Group
PEG
$39.3B
$102M 0.16%
2,155,612
+45,053
+2% +$1.91M
OMC icon
119
Omnicom Group
OMC
$24.6B
$101M 0.16%
1,211,052
-88,016
-7% -$6.63M
ETN icon
120
Eaton
ETN
$150B
$100M 0.16%
1,599,609
+215,217
+16% +$11.9M
CB icon
121
Chubb
CB
$141B
$100M 0.16%
839,233
+297,110
+55% +$34.1M
NEE icon
122
NextEra Energy
NEE
$186B
$98.1M 0.16%
3,316,464
+22,072
+0.7% +$620K
DD
123
DELISTED
Du Pont De Nemours E I
DD
$97.1M 0.16%
1,533,614
+39,686
+3% +$2.38M
ESRX
124
DELISTED
Express Scripts Holding Company
ESRX
$97M 0.16%
1,412,523
-120,980
-8% -$8.7M
RTN
125
DELISTED
Raytheon Company
RTN
$96.9M 0.16%
790,365
+24,698
+3% +$3.04M
3 4
5
6 7

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AF
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MCM
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PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
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.