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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
CPRI icon
201
Capri Holdings
CPRI
$1.84B
$62.2M 0.1%
1,092,679
+76,122
+7% +$3.76M
EG icon
202
Everest Group
EG
$15.7B
$62.1M 0.1%
314,731
-5,259
-2% -$972K
SYK icon
203
Stryker
SYK
$134B
$60.4M 0.1%
563,294
+36,940
+7% +$3.64M
BNY
204
Bank of New York Mellon
BNY
$106B
$60.2M 0.1%
1,633,776
-43,627
-3% -$1.58M
HAL icon
205
Halliburton
HAL
$26.5B
$60.1M 0.1%
1,683,718
+156,312
+10% +$5.1M
BXLT
206
DELISTED
BAXALTA INC COM STK (DE)
BXLT
$60M 0.1%
1,486,274
+190,052
+15% +$7.52M
MS icon
207
Morgan Stanley
MS
$330B
$59.9M 0.1%
2,395,365
+506,104
+27% +$12.9M
AZO icon
208
AutoZone
AZO
$50.8B
$58.8M 0.1%
73,745
-2,720
-4% -$2.06M
TM icon
209
Toyota
TM
$230B
$58.6M 0.09%
550,855
-110,753
-17% -$12.2M
WHR icon
210
Whirlpool
WHR
$2.46B
$58.5M 0.09%
324,543
-4,219
-1% -$629K
LUMN icon
211
Lumen
LUMN
$6.33B
$58.2M 0.09%
1,821,043
+63,654
+4% +$1.78M
KSS icon
212
Kohl's
KSS
$2.15B
$58M 0.09%
1,243,286
+30,303
+2% +$1.42M
TFCFA
213
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$57.8M 0.09%
2,072,680
+146,720
+8% +$3.93M
AGG icon
214
iShares Core US Aggregate Bond ETF
AGG
$138B
$57.7M 0.09%
520,408
-46,200
-8% -$5.06M
VOYA icon
215
Voya Financial
VOYA
$9.1B
$57.7M 0.09%
1,937,134
+363,973
+23% +$11M
PX
216
DELISTED
Praxair Inc
PX
$57.6M 0.09%
503,242
-962
-0.2% -$100K
SJM icon
217
J.M. Smucker
SJM
$13.4B
$56.8M 0.09%
437,344
-170,170
-28% -$21.4M
PRGO icon
218
Perrigo
PRGO
$1.43B
$56.5M 0.09%
441,386
-77,604
-15% -$10.6M
ROST icon
219
Ross Stores
ROST
$80.2B
$56.4M 0.09%
973,648
+228,968
+31% +$12.7M
ILMN icon
220
Illumina
ILMN
$29.6B
$56.3M 0.09%
356,912
+153,620
+76% +$23.5M
MCO icon
221
Moody's
MCO
$83.9B
$55.6M 0.09%
575,890
-146,530
-20% -$13.2M
NLSN
222
DELISTED
Nielsen Holdings plc
NLSN
$55.4M 0.09%
1,052,127
+643,864
+158% +$31.2M
HUM icon
223
Humana
HUM
$45.3B
$55M 0.09%
300,490
-7,190
-2% -$1.25M
HIG icon
224
Hartford Financial Services
HIG
$39.4B
$54.9M 0.09%
1,190,347
+30,958
+3% +$1.3M
PARA
225
DELISTED
Paramount Global Class B
PARA
$54.3M 0.09%
985,639
+120,658
+14% +$5.87M
7 8
9
10 11

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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.