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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
DAN icon
1001
Dana Inc
DAN
$2.88B
$8M 0.01%
567,489
+165,401
+41% +$2.07M
EXPR
1002
DELISTED
Express, Inc.
EXPR
$7.99M 0.01%
18,658
-3,351
-15% -$1.2M
MTZ icon
1003
MasTec
MTZ
$22.7B
$7.98M 0.01%
394,289
+173,515
+79% +$2.84M
WTFC icon
1004
Wintrust Financial
WTFC
$10.7B
$7.97M 0.01%
179,755
+123,405
+219% +$5.29M
CIT
1005
DELISTED
CIT Group Inc.
CIT
$7.96M 0.01%
256,628
+6,959
+3% +$219K
RDN icon
1006
Radian Group
RDN
$5.28B
$7.93M 0.01%
639,659
+411,827
+181% +$4.67M
TIVO
1007
DELISTED
Tivo Inc
TIVO
$7.84M 0.01%
382,201
+65,485
+21% +$1.3M
HELE icon
1008
Helen of Troy
HELE
$656M
$7.82M 0.01%
75,373
+39,487
+110% +$3.69M
NATI
1009
DELISTED
National Instruments Corp
NATI
$7.75M 0.01%
257,421
+4,572
+2% +$131K
NSIT icon
1010
Insight Enterprises
NSIT
$3.85B
$7.74M 0.01%
270,303
+54,856
+25% +$1.38M
PII icon
1011
Polaris
PII
$3.83B
$7.72M 0.01%
78,443
+2,758
+4% +$239K
PHG icon
1012
Philips
PHG
$25.5B
$7.72M 0.01%
377,950
+51,946
+16% +$960K
TECH icon
1013
Bio-Techne
TECH
$11.2B
$7.72M 0.01%
326,804
+34,468
+12% +$759K
INCY icon
1014
Incyte
INCY
$25.8B
$7.72M 0.01%
106,476
-6,659
-6% -$496K
FCE.A
1015
DELISTED
Forest City Realty Trust, Inc.
FCE.A
$7.71M 0.01%
365,719
+38,645
+12% +$759K
MDVN
1016
DELISTED
MEDIVATION, INC.
MDVN
$7.71M 0.01%
167,631
+31,523
+23% +$1.14M
DMC
1017
Del Monte Corp
DMC
$1.42B
$7.71M 0.01%
183,158
+28,106
+18% +$1.14M
TDC icon
1018
Teradata
TDC
$2.88B
$7.7M 0.01%
293,555
+41,234
+16% +$1.02M
EXLS icon
1019
EXL Service
EXLS
$5.46B
$7.7M 0.01%
743,110
+288,510
+63% +$2.65M
OTEX icon
1020
Open Text
OTEX
$6.28B
$7.67M 0.01%
296,248
+163,308
+123% +$3.93M
CDW icon
1021
CDW
CDW
$18.9B
$7.67M 0.01%
184,830
+54,174
+41% +$2.11M
N
1022
DELISTED
Netsuite Inc
N
$7.66M 0.01%
111,896
+15,542
+16% +$1.02M
DXCM icon
1023
DexCom
DXCM
$29B
$7.66M 0.01%
450,992
-40,028
-8% -$669K
IBKR icon
1024
Interactive Brokers
IBKR
$38.4B
$7.65M 0.01%
778,496
+106,548
+16% +$940K
BECN
1025
DELISTED
Beacon Roofing Supply, Inc.
BECN
$7.64M 0.01%
186,397
+54,984
+42% +$2.09M
39 40
41
42 43

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MCM
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PSUF
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SCC
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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.