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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
VOO icon
1
Vanguard S&P 500 ETF
VOO
$971B
$1.86B 3.01%
9,875,162
+726,552
+8% +$130M
AAPL icon
2
Apple
AAPL
$4.99T
$1.19B 1.93%
43,831,200
+27,140
+0.1% +$676K
MSFT icon
3
Microsoft
MSFT
$2.92T
$1B 1.62%
18,151,785
+1,727,930
+11% +$90.6M
XOM icon
4
ExxonMobil
XOM
$634B
$687M 1.11%
8,216,105
+551,922
+7% +$44.2M
JNJ icon
5
Johnson & Johnson
JNJ
$643B
$645M 1.04%
5,960,753
+200,125
+3% +$20.7M
IVV icon
6
iShares Core S&P 500 ETF
IVV
$871B
$628M 1.01%
3,038,115
-553,912
-15% -$109M
GOOGL icon
7
Alphabet (Google) Class A
GOOGL
$4.08T
$606M 0.98%
15,887,840
+1,334,100
+9% +$49.1M
META icon
8
Meta Platforms (Facebook)
META
$1.51T
$558M 0.9%
4,893,494
+551,778
+13% +$58.2M
T icon
9
AT&T
T
$169B
$542M 0.88%
18,309,456
+318,097
+2% +$8.81M
JPM icon
10
JPMorgan Chase
JPM
$950B
$537M 0.87%
9,059,676
+124,668
+1% +$7.28M
AMZN icon
11
Amazon
AMZN
$2.48T
$520M 0.84%
17,534,740
+1,825,240
+12% +$51.8M
GE icon
12
GE Aerospace
GE
$377B
$515M 0.83%
3,383,088
+198,349
+6% +$28M
VZ icon
13
Verizon
VZ
$201B
$475M 0.77%
8,788,036
+500,375
+6% +$25M
CVX icon
14
Chevron
CVX
$374B
$474M 0.77%
4,972,041
+70,183
+1% +$6.14M
V icon
15
Visa
V
$697B
$460M 0.74%
6,016,448
+398,809
+7% +$29M
GOOG icon
16
Alphabet (Google) Class C
GOOG
$4.07T
$438M 0.71%
11,759,520
+275,660
+2% +$9.87M
PG icon
17
Procter & Gamble
PG
$347B
$426M 0.69%
5,178,460
+15,521
+0.3% +$1.25M
BRK.B icon
18
Berkshire Hathaway Class B
BRK.B
$1.11T
$402M 0.65%
2,834,062
+253,326
+10% +$33.6M
WFC icon
19
Wells Fargo
WFC
$263B
$391M 0.63%
8,077,446
-147,622
-2% -$7.23M
PFE icon
20
Pfizer
PFE
$144B
$389M 0.63%
13,826,076
-144,842
-1% -$4.14M
HD icon
21
Home Depot
HD
$343B
$372M 0.6%
2,788,926
+2,067
+0.1% +$258K
INTC icon
22
Intel
INTC
$435B
$367M 0.59%
11,351,914
-632,270
-5% -$19.4M
PM icon
23
Philip Morris
PM
$312B
$350M 0.57%
3,566,273
-433,618
-11% -$39.8M
CSCO icon
24
Cisco
CSCO
$456B
$333M 0.54%
11,705,906
-201,898
-2% -$5.19M
KO icon
25
Coca-Cola
KO
$380B
$333M 0.54%
7,167,539
+481,294
+7% +$20.9M
1
2 3 4 5

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MCM
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PSUF
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BAM
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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.