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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
VRNT
2426
DELISTED
Verint Systems
VRNT
$1.26M ﹤0.01%
73,913
-24,312
-25% -$443K
FORR icon
2427
Forrester Research
FORR
$189M
$1.26M ﹤0.01%
37,372
+6,352
+20% +$196K
ASEI
2428
DELISTED
AMER SCIENCE & ENGR INC.
ASEI
$1.25M ﹤0.01%
45,235
-990
-2% -$29.6K
NEO icon
2429
NeoGenomics
NEO
$2.04B
$1.25M ﹤0.01%
185,720
+156,398
+533% +$1.03M
VOLV
2430
DELISTED
VOLVO A B ADR-B
VOLV
$1.25M ﹤0.01%
143,558
-198,489
-58% -$1.73M
UNFI icon
2431
United Natural Foods
UNFI
$3.01B
$1.25M ﹤0.01%
31,052
+5,708
+23% +$211K
FPO
2432
DELISTED
First Potomac Realty Trust
FPO
$1.25M ﹤0.01%
137,617
+12,680
+10% +$117K
JTP
2433
DELISTED
NUVEEN QUALITY PFD INCOME FD
JTP
$1.25M ﹤0.01%
149,615
+52,167
+54% +$427K
WD icon
2434
Walker & Dunlop
WD
$1.68B
$1.24M ﹤0.01%
51,213
+6,775
+15% +$160K
AAON icon
2435
Aaon
AAON
$7.17B
$1.24M ﹤0.01%
66,549
+3,315
+5% +$50.7K
SFNC icon
2436
Simmons First National
SFNC
$3.38B
$1.24M ﹤0.01%
55,114
-2,220
-4% -$49K
ZVO
2437
DELISTED
Zovio Inc. Common Stock
ZVO
$1.24M ﹤0.01%
123,245
-13,229
-10% -$100K
ICON
2438
DELISTED
Iconix Brand Group, Inc.
ICON
$1.24M ﹤0.01%
15,429
+4,200
+37% +$304K
GBCI icon
2439
Glacier Bancorp
GBCI
$6.38B
$1.24M ﹤0.01%
48,825
-43,850
-47% -$1.06M
CSV icon
2440
Carriage Services
CSV
$637M
$1.24M ﹤0.01%
57,292
+44,101
+334% +$941K
MS.PRG.CL
2441
DELISTED
MORGAN STANLEY 6.625% Called for Redemption
MS.PRG.CL
$1.24M ﹤0.01%
46,375
+2,089
+5% +$55.7K
BWG
2442
BrandywineGLOBAL Global Income Opportunities Fund
BWG
$129M
$1.24M ﹤0.01%
100,010
+6,304
+7% +$71.4K
BBT.PRE.CL
2443
DELISTED
BB&T Corporation Depositary Shares each representing 1/1,000th interest in a share of Series E Non-C
BBT.PRE.CL
$1.23M ﹤0.01%
48,153
+2,227
+5% +$56.9K
UHT
2444
Universal Health Realty Income Trust
UHT
$608M
$1.23M ﹤0.01%
21,898
+306
+1% +$15.7K
BK.PRC
2445
DELISTED
THE BANK OF NEW YORK MELLON CORPORATION Depositary Shares each representing a 1/ 4,000th interest in
BK.PRC
$1.23M ﹤0.01%
48,012
+2,097
+5% +$53.7K
PAC icon
2446
Grupo Aeroportuario del Pacifico
PAC
$13.1B
$1.23M ﹤0.01%
13,842
+578
+4% +$47.2K
CHA
2447
DELISTED
China Telecom Corporation, LTD
CHA
$1.23M ﹤0.01%
23,368
+10,747
+85% +$510K
COF.PRP.CL
2448
DELISTED
CAPITAL ONE FINANCIAL CORPORATION Called
COF.PRP.CL
$1.23M ﹤0.01%
47,522
+2,040
+4% +$52.1K
FF icon
2449
Future Fuel
FF
$218M
$1.23M ﹤0.01%
103,923
+5,912
+6% +$72.4K
CALX icon
2450
Calix
CALX
$2.22B
$1.22M ﹤0.01%
172,573
+11,225
+7% +$79.3K
96 97
98
99 100

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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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.