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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
SCI icon
1251
Service Corp International
SCI
$11.8B
$5.87M 0.01%
237,903
-50,110
-17% -$1.19M
CPF icon
1252
Central Pacific Financial
CPF
$1.02B
$5.86M 0.01%
269,380
+230,023
+584% +$4.69M
LNKD
1253
DELISTED
LinkedIn Corporation
LNKD
$5.85M 0.01%
51,184
-108,982
-68% -$16M
ARGO
1254
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$5.85M 0.01%
128,996
+89,289
+225% +$3.95M
NVR icon
1255
NVR
NVR
$16.8B
$5.85M 0.01%
3,377
-3,655
-52% -$5.91M
CSGP icon
1256
CoStar Group
CSGP
$12B
$5.84M 0.01%
310,470
+43,170
+16% +$764K
IHG icon
1257
InterContinental Hotels
IHG
$24B
$5.83M 0.01%
107,078
-16,494
-13% -$791K
UCB
1258
United Community Banks
UCB
$4.23B
$5.83M 0.01%
315,607
+242,263
+330% +$4.29M
IWD icon
1259
iShares Russell 1000 Value ETF
IWD
$81.8B
$5.82M 0.01%
58,896
+16,236
+38% +$1.52M
CIM
1260
Chimera Investment
CIM
$1.06B
$5.82M 0.01%
142,729
+5,260
+4% +$204K
OIS icon
1261
Oil States International
OIS
$456M
$5.82M 0.01%
184,474
+98,257
+114% +$2.65M
LXP icon
1262
LXP Industrial Trust
LXP
$3.52B
$5.81M 0.01%
135,131
-7,108
-5% -$274K
JACK icon
1263
Jack in the Box
JACK
$312M
$5.8M 0.01%
90,767
+40,687
+81% +$2.86M
IQI icon
1264
Invesco Quality Municipal Securities
IQI
$528M
$5.79M 0.01%
437,935
+97,075
+28% +$1.25M
ANDE icon
1265
Andersons Inc
ANDE
$2.44B
$5.79M 0.01%
184,283
+52,196
+40% +$1.48M
NTUS
1266
DELISTED
Natus Medical Inc
NTUS
$5.79M 0.01%
150,525
+61,111
+68% +$2.28M
FNF icon
1267
Fidelity National Financial
FNF
$14B
$5.78M 0.01%
245,569
+22,314
+10% +$500K
CAVM
1268
DELISTED
Cavium, Inc.
CAVM
$5.78M 0.01%
94,508
+69,718
+281% +$4.02M
IFX
1269
DELISTED
INFINEON TECH AG ADS(REP1 ORD)
IFX
$5.76M 0.01%
403,803
+42,097
+12% +$600K
JHX icon
1270
James Hardie Industries
JHX
$15.4B
$5.75M 0.01%
421,745
+60,457
+17% +$741K
BNS icon
1271
Scotiabank
BNS
$107B
$5.74M 0.01%
120,141
+52,367
+77% +$2.14M
TRMB icon
1272
Trimble
TRMB
$13.3B
$5.74M 0.01%
231,323
+39,241
+20% +$867K
PKX icon
1273
POSCO
PKX
$16.5B
$5.74M 0.01%
121,196
+8,413
+7% +$333K
ACIW icon
1274
ACI Worldwide
ACIW
$5.86B
$5.73M 0.01%
275,600
+130,940
+91% +$2.46M
BDN
1275
Brandywine Realty Trust
BDN
$525M
$5.72M 0.01%
407,740
+102,804
+34% +$1.32M
49 50
51
52 53

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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.