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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
AXA
501
DELISTED
AXA ADS (1 ORD SHS)
AXA
$20.8M 0.03%
890,619
-88,714
-9% -$2.08M
NDAQ icon
502
Nasdaq
NDAQ
$53.4B
$20.8M 0.03%
940,503
+136,668
+17% +$2.81M
LGND icon
503
Ligand Pharmaceuticals
LGND
$5.77B
$20.8M 0.03%
311,275
+260,051
+508% +$15.8M
NI icon
504
NiSource
NI
$21.5B
$20.8M 0.03%
881,542
+10,270
+1% +$220K
SCG
505
DELISTED
Scana
SCG
$20.7M 0.03%
295,433
-1,936
-0.7% -$125K
PAA icon
506
Plains All American Pipeline
PAA
$17.6B
$20.7M 0.03%
985,052
-19,379
-2% -$408K
HOT
507
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
$20.6M 0.03%
247,098
-105,140
-30% -$7.18M
CSL icon
508
Carlisle Companies
CSL
$13.5B
$20.6M 0.03%
207,152
+38,667
+23% +$3.41M
KT icon
509
KT
KT
$8.74B
$20.6M 0.03%
1,534,763
+567,441
+59% +$6.84M
CIB icon
510
Grupo Cibest SA
CIB
$21.2B
$20.5M 0.03%
598,819
-6,884
-1% -$205K
L icon
511
Loews
L
$24.5B
$20.3M 0.03%
531,514
+96,112
+22% +$3.54M
AIV
512
Aimco
AIV
$377M
$20.3M 0.03%
3,647,789
-145,962
-4% -$747K
CBRE icon
513
CBRE Group
CBRE
$43.3B
$20.3M 0.03%
705,030
+22,333
+3% +$614K
AAP icon
514
Advance Auto Parts
AAP
$3.53B
$20.2M 0.03%
126,259
+13,939
+12% +$2.1M
SEE
515
DELISTED
Sealed Air
SEE
$20.2M 0.03%
419,727
+51,466
+14% +$2.25M
BPOP icon
516
Popular Inc
BPOP
$11B
$20.1M 0.03%
702,910
+569,784
+428% +$14.9M
ACGL icon
517
Arch Capital
ACGL
$36.5B
$20M 0.03%
845,640
+53,559
+7% +$1.22M
IDXX icon
518
Idexx Laboratories
IDXX
$44.9B
$20M 0.03%
255,316
+11,272
+5% +$812K
STGW icon
519
Stagwell
STGW
$2B
$19.9M 0.03%
845,357
+821,828
+3,493% +$16.7M
AV
520
DELISTED
Aviva Plc
AV
$19.8M 0.03%
1,518,402
+115,168
+8% +$1.52M
TEX icon
521
Terex
TEX
$7.37B
$19.8M 0.03%
796,181
+323,298
+68% +$6.77M
BALL icon
522
Ball Corp
BALL
$17.5B
$19.8M 0.03%
555,280
-96,412
-15% -$3.29M
BG icon
523
Bunge Global
BG
$20.9B
$19.7M 0.03%
346,835
-166,044
-32% -$9.47M
UTF icon
524
Cohen & Steers Infrastructure Fund
UTF
$3.09B
$19.5M 0.03%
984,818
+50,367
+5% +$922K
GFI icon
525
Gold Fields
GFI
$28.8B
$19.5M 0.03%
4,949,326
+2,194,592
+80% +$8.2M
19 20
21
22 23

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MCM
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PSUF
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IA
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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.