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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
IBM icon
26
IBM
IBM
$214B
$331M 0.53%
2,283,908
-117,148
-5% -$15M
BAC icon
27
Bank of America
BAC
$439B
$328M 0.53%
24,261,254
+1,976,871
+9% +$26.7M
UNH icon
28
UnitedHealth
UNH
$389B
$327M 0.53%
2,538,101
+65,138
+3% +$7.71M
MRK icon
29
Merck
MRK
$326B
$317M 0.51%
6,281,585
+439,502
+8% +$21.5M
PEP icon
30
PepsiCo
PEP
$195B
$304M 0.49%
2,967,832
+106,095
+4% +$10.5M
CMCSA icon
31
Comcast
CMCSA
$85.8B
$296M 0.48%
9,689,862
+201,616
+2% +$5.79M
ORCL icon
32
Oracle
ORCL
$346B
$288M 0.47%
7,042,798
+213,694
+3% +$7.91M
CVS icon
33
CVS Health
CVS
$140B
$286M 0.46%
2,752,919
-234,514
-8% -$22.8M
QCOM icon
34
Qualcomm
QCOM
$172B
$278M 0.45%
5,435,463
+616,547
+13% +$30.1M
GILD icon
35
Gilead Sciences
GILD
$167B
$277M 0.45%
3,014,941
-343,991
-10% -$31M
DIS icon
36
Walt Disney
DIS
$172B
$265M 0.43%
2,672,932
-53,698
-2% -$5.18M
WMT icon
37
Walmart Inc
WMT
$900B
$263M 0.42%
11,502,759
+460,131
+4% +$10.1M
AMGN icon
38
Amgen
AMGN
$212B
$259M 0.42%
1,728,479
-40,275
-2% -$5.98M
CELG
39
DELISTED
Celgene Corp
CELG
$252M 0.41%
2,519,232
+45,080
+2% +$4.64M
MO icon
40
Altria Group
MO
$125B
$252M 0.41%
4,014,442
+50,863
+1% +$3.08M
C icon
41
Citigroup
C
$222B
$251M 0.41%
6,011,126
-988,830
-14% -$41.3M
MCD icon
42
McDonald's
MCD
$194B
$251M 0.41%
1,995,270
+28,742
+1% +$3.43M
MA icon
43
Mastercard
MA
$497B
$246M 0.4%
2,600,675
-160,574
-6% -$14.2M
NKE icon
44
Nike
NKE
$63.9B
$230M 0.37%
3,737,424
-629,864
-14% -$38M
AGN
45
DELISTED
Allergan plc
AGN
$226M 0.36%
841,823
+923
+0.1% +$264K
BMY icon
46
Bristol-Myers Squibb
BMY
$130B
$219M 0.35%
3,424,663
+67,032
+2% +$4.23M
MMM icon
47
3M
MMM
$94.1B
$217M 0.35%
1,559,851
+49,358
+3% +$6.34M
BIIB icon
48
Biogen
BIIB
$30.4B
$201M 0.33%
772,397
-91,275
-11% -$24.1M
COST icon
49
Costco
COST
$429B
$198M 0.32%
1,256,591
-10,999
-0.9% -$1.67M
WBA
50
DELISTED
Walgreens Boots Alliance
WBA
$190M 0.31%
2,251,775
+17,628
+0.8% +$1.41M
1
2
3 4 5

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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.