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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
CAH icon
176
Cardinal Health
CAH
$54.8B
$69.5M 0.11%
848,633
-148,256
-15% -$12.1M
CLX icon
177
Clorox
CLX
$11.9B
$69.1M 0.11%
548,473
-29,061
-5% -$3.69M
AMAT icon
178
Applied Materials
AMAT
$370B
$68.7M 0.11%
3,241,443
+174,938
+6% +$3.19M
ATVI
179
DELISTED
Activision Blizzard
ATVI
$68.7M 0.11%
2,028,718
+1,005,336
+98% +$33M
NSC icon
180
Norfolk Southern
NSC
$76B
$67.8M 0.11%
814,577
+151,833
+23% +$11.5M
STI
181
DELISTED
SunTrust Banks, Inc.
STI
$67.7M 0.11%
1,875,517
+412,836
+28% +$14.9M
ISRG icon
182
Intuitive Surgical
ISRG
$128B
$67.5M 0.11%
1,011,042
+240,021
+31% +$14.9M
BAX icon
183
Baxter International
BAX
$12.8B
$67.4M 0.11%
1,640,064
+165,911
+11% +$6.32M
GD icon
184
General Dynamics
GD
$106B
$67.4M 0.11%
512,790
-77,312
-13% -$10.2M
GLW icon
185
Corning
GLW
$108B
$67.1M 0.11%
3,211,680
+269,334
+9% +$4.99M
AMX icon
186
America Movil
AMX
$77.2B
$66.9M 0.11%
4,308,683
+617,505
+17% +$8.53M
APD icon
187
Air Products & Chemicals
APD
$65.1B
$66.8M 0.11%
501,255
-26,459
-5% -$3.2M
D icon
188
Dominion Energy
D
$62.7B
$66.1M 0.11%
880,171
+44,598
+5% +$3.16M
ED icon
189
Consolidated Edison
ED
$41.3B
$65.4M 0.11%
853,441
+38,836
+5% +$2.76M
PPG icon
190
PPG Industries
PPG
$24.8B
$65M 0.11%
582,605
+25,205
+5% +$2.48M
WM icon
191
Waste Management
WM
$96.8B
$64.4M 0.1%
1,091,273
+69,256
+7% +$3.82M
PRU icon
192
Prudential Financial
PRU
$43.1B
$64.2M 0.1%
889,177
+36,681
+4% +$2.56M
MON
193
DELISTED
Monsanto Co
MON
$64.2M 0.1%
731,266
-23,265
-3% -$2.1M
DG icon
194
Dollar General
DG
$27.7B
$63.8M 0.1%
745,750
-126,306
-14% -$9.56M
BLK icon
195
Blackrock
BLK
$170B
$63.7M 0.1%
187,030
+18,349
+11% +$5.82M
XRAY icon
196
Dentsply Sirona
XRAY
$2.76B
$63.5M 0.1%
1,030,914
+333,872
+48% +$19.7M
VWO icon
197
Vanguard FTSE Emerging Markets ETF
VWO
$118B
$63.5M 0.1%
1,836,229
-121,200
-6% -$3.8M
SCHW
198
Charles Schwab
SCHW
$185B
$63.4M 0.1%
2,260,996
+236,276
+12% +$6.24M
TSM icon
199
TSMC
TSM
$2T
$63.1M 0.1%
2,407,375
+545,182
+29% +$12.8M
CME icon
200
CME Group
CME
$94.1B
$62.4M 0.1%
649,177
+72,226
+13% +$6.57M
6 7
8
9 10

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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.