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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
COP icon
126
ConocoPhillips
COP
$139B
$96.7M 0.16%
2,401,759
-812,712
-25% -$30.9M
SHW icon
127
Sherwin-Williams
SHW
$87.4B
$95M 0.15%
1,001,295
-51,333
-5% -$4.49M
ADBE icon
128
Adobe
ADBE
$99B
$94.5M 0.15%
1,007,405
-13,768
-1% -$1.19M
HCA icon
129
HCA Healthcare
HCA
$92.8B
$93.3M 0.15%
1,195,676
+303,190
+34% +$21.2M
COF icon
130
Capital One
COF
$130B
$93.3M 0.15%
1,345,492
+5,241
+0.4% +$346K
BBWI icon
131
Bath & Body Works
BBWI
$4.13B
$92.6M 0.15%
1,304,532
-203,824
-14% -$14.6M
BUD icon
132
AB InBev
BUD
$161B
$92.3M 0.15%
740,651
+221,224
+43% +$26.3M
EOG icon
133
EOG Resources
EOG
$74.4B
$91.7M 0.15%
1,263,503
-14,983
-1% -$1.04M
TSN icon
134
Tyson Foods
TSN
$21.5B
$91.5M 0.15%
1,372,401
+201,376
+17% +$12.1M
ICE icon
135
Intercontinental Exchange
ICE
$86.4B
$90.5M 0.15%
1,924,275
-208,405
-10% -$10.1M
AXP icon
136
American Express
AXP
$227B
$90.1M 0.15%
1,467,109
+28,180
+2% +$1.64M
TRIP icon
137
TripAdvisor
TRIP
$1.74B
$89M 0.14%
1,338,738
+86,582
+7% +$5.73M
STZ icon
138
Constellation Brands
STZ
$22.5B
$88.6M 0.14%
586,150
+207,944
+55% +$30M
QVCGA
139
DELISTED
QVC Group Inc Series A
QVCGA
$87.4M 0.14%
71,327
-214
-0.3% -$261K
TEVA icon
140
Teva Pharmaceuticals
TEVA
$36.9B
$87.4M 0.14%
1,632,701
+113,928
+8% +$6.68M
ECL icon
141
Ecolab
ECL
$79.6B
$86.2M 0.14%
773,065
-72,971
-9% -$7.75M
MCK icon
142
McKesson
MCK
$104B
$86.1M 0.14%
547,645
-121,473
-18% -$19.6M
COR icon
143
Cencora
COR
$62.2B
$85.6M 0.14%
988,663
-234,253
-19% -$20.9M
RDS.A
144
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$84.9M 0.14%
1,753,149
+552,901
+46% +$24.7M
EQIX icon
145
Equinix
EQIX
$102B
$84.8M 0.14%
256,489
-17,330
-6% -$5.27M
CI icon
146
Cigna
CI
$79.6B
$84M 0.14%
611,768
+39,449
+7% +$5.42M
IP icon
147
International Paper
IP
$23.3B
$80.6M 0.13%
2,074,914
+888,721
+75% +$30.9M
NVO
148
Novo Nordisk
NVO
$225B
$80.2M 0.13%
2,961,522
+95,642
+3% +$2.56M
SYY icon
149
Sysco
SYY
$40.8B
$80.1M 0.13%
1,714,801
-159,354
-9% -$6.88M
HPQ icon
150
HP
HPQ
$25.9B
$79.7M 0.13%
6,465,947
+1,152,685
+22% +$12.3M
4 5
6
7 8

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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.