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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
IWF icon
51
iShares Russell 1000 Growth ETF
IWF
$119B
$190M 0.31%
7,601,160
-590,676
-7% -$14M
SBUX icon
52
Starbucks
SBUX
$118B
$181M 0.29%
3,032,352
+48,626
+2% +$2.83M
ABBV icon
53
AbbVie
ABBV
$465B
$173M 0.28%
3,023,483
+153,831
+5% +$8.57M
TRV icon
54
Travelers Companies
TRV
$82.9B
$172M 0.28%
1,475,313
-31,918
-2% -$3.48M
HON icon
55
Honeywell
HON
$78.3B
$169M 0.27%
1,679,105
+140,529
+9% +$13.2M
GM icon
56
General Motors
GM
$81.7B
$166M 0.27%
5,295,110
+173,262
+3% +$5.21M
LOW icon
57
Lowe's Companies
LOW
$122B
$161M 0.26%
2,131,983
-53,097
-2% -$3.75M
SLB icon
58
SLB Ltd
SLB
$74.2B
$161M 0.26%
2,181,879
+4,936
+0.2% +$347K
DAL icon
59
Delta Air Lines
DAL
$58.8B
$159M 0.26%
3,272,105
-27,719
-0.8% -$1.29M
TXN icon
60
Texas Instruments
TXN
$253B
$158M 0.25%
2,745,664
-39,227
-1% -$2.08M
TGT icon
61
Target
TGT
$65.5B
$154M 0.25%
1,871,003
+83,628
+5% +$6.31M
CCI icon
62
Crown Castle
CCI
$33.1B
$152M 0.25%
1,755,058
-9,114
-0.5% -$773K
RTX icon
63
RTX Corp
RTX
$295B
$151M 0.24%
2,393,333
-18,276
-0.8% -$1.06M
NOC icon
64
Northrop Grumman
NOC
$78B
$149M 0.24%
752,605
-103,921
-12% -$19.6M
KMB icon
65
Kimberly-Clark
KMB
$37.5B
$147M 0.24%
1,095,977
-65,979
-6% -$8.58M
MET icon
66
MetLife
MET
$62.7B
$147M 0.24%
3,750,436
-373,520
-9% -$14M
BA icon
67
Boeing
BA
$175B
$143M 0.23%
1,126,513
-13,093
-1% -$1.62M
MDT icon
68
Medtronic
MDT
$111B
$142M 0.23%
1,893,106
+202,667
+12% +$15.3M
OXY icon
69
Occidental Petroleum
OXY
$53.6B
$139M 0.22%
2,028,077
-23,637
-1% -$1.58M
ACN icon
70
Accenture
ACN
$101B
$137M 0.22%
1,184,451
+26,668
+2% +$2.74M
HPE icon
71
Hewlett Packard
HPE
$60.4B
$136M 0.22%
13,192,851
+1,595,814
+14% +$13.4M
MDLZ icon
72
Mondelez International
MDLZ
$80.2B
$136M 0.22%
3,378,000
-54,147
-2% -$2.2M
TWC
73
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
$133M 0.22%
651,100
+7,184
+1% +$1.36M
PSX icon
74
Phillips 66
PSX
$82.5B
$132M 0.21%
1,530,164
+74,384
+5% +$6.05M
PYPL icon
75
PayPal
PYPL
$50.3B
$132M 0.21%
3,409,650
+327,390
+11% +$11.8M
1 2
3
4 5

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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.