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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
HRL icon
301
Hormel Foods
HRL
$14.2B
$39.8M 0.06%
921,382
+12,758
+1% +$532K
BCR
302
DELISTED
CR Bard Inc.
BCR
$39.8M 0.06%
196,333
+4,498
+2% +$849K
VTRS icon
303
Viatris
VTRS
$20.9B
$39.6M 0.06%
853,538
+320,147
+60% +$15.5M
XRX icon
304
Xerox
XRX
$360M
$39.3M 0.06%
1,335,462
-27,204
-2% -$701K
SE
305
DELISTED
Spectra Energy Corp Wi
SE
$39.3M 0.06%
1,282,904
+414,277
+48% +$11.7M
IWM icon
306
iShares Russell 2000 ETF
IWM
$80.4B
$39.1M 0.06%
353,794
-164,101
-32% -$17M
BSX icon
307
Boston Scientific
BSX
$68.8B
$39M 0.06%
2,074,420
+151,974
+8% +$2.67M
AEE icon
308
Ameren
AEE
$30.6B
$38.8M 0.06%
775,353
+82,832
+12% +$3.82M
RS icon
309
Reliance Steel & Aluminium
RS
$20.8B
$38.6M 0.06%
557,605
-7,238
-1% -$438K
XEL icon
310
Xcel Energy
XEL
$49.2B
$38.5M 0.06%
920,198
+96,456
+12% +$3.76M
CMI icon
311
Cummins
CMI
$85.5B
$38.2M 0.06%
347,752
+114,270
+49% +$11M
MCHP icon
312
Microchip Technology
MCHP
$40.8B
$37.8M 0.06%
1,568,828
-677,212
-30% -$15.1M
MKC icon
313
McCormick & Company Non-Voting
MKC
$14B
$37.6M 0.06%
756,890
+43,156
+6% +$1.94M
SWK icon
314
Stanley Black & Decker
SWK
$14.7B
$37.6M 0.06%
356,968
-15,224
-4% -$1.48M
REGN icon
315
Regeneron Pharmaceuticals
REGN
$72.7B
$37.4M 0.06%
103,897
+9,889
+11% +$4.07M
CHD icon
316
Church & Dwight Co
CHD
$23.6B
$37.4M 0.06%
811,540
+47,362
+6% +$2.07M
APC
317
DELISTED
Anadarko Petroleum
APC
$37.1M 0.06%
796,331
+124,225
+18% +$5.04M
HSY icon
318
Hershey
HSY
$37.4B
$37.1M 0.06%
402,596
-97,514
-19% -$8.7M
PGR icon
319
Progressive
PGR
$128B
$37M 0.06%
1,054,262
+91,891
+10% +$2.94M
KDP icon
320
Keurig Dr Pepper
KDP
$42.6B
$37M 0.06%
413,224
-16,308
-4% -$1.49M
PCAR icon
321
PACCAR
PCAR
$72B
$36.8M 0.06%
1,010,267
+325,449
+48% +$10.9M
EPD icon
322
Enterprise Products Partners
EPD
$83.9B
$36.8M 0.06%
1,495,416
-77,965
-5% -$1.82M
HSIC icon
323
Henry Schein
HSIC
$9.86B
$36.7M 0.06%
542,668
+19,813
+4% +$1.24M
NBIS
324
Nebius Group N.V.
NBIS
$40.7B
$36.3M 0.06%
2,367,565
-8,342
-0.4% -$114K
KEY icon
325
KeyCorp
KEY
$24.1B
$36.2M 0.06%
3,282,911
+138,155
+4% +$1.54M
11 12
13
14 15

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MCM
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PSUF
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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.