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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
CZZ
2726
DELISTED
Cosan Limited
CZZ
$771K ﹤0.01%
156,780
-175,306
-53% -$613K
RMR icon
2727
The RMR Group
RMR
$335M
$768K ﹤0.01%
30,699
+17,025
+125% +$368K
COHU icon
2728
Cohu
COHU
$1.86B
$766K ﹤0.01%
64,513
+5,683
+10% +$66.1K
WHG icon
2729
Westwood Holdings Group
WHG
$185M
$765K ﹤0.01%
13,037
+418
+3% +$21.1K
HTLF
2730
DELISTED
Heartland Financial USA, Inc.
HTLF
$765K ﹤0.01%
24,846
+2,365
+11% +$70.4K
GDDY icon
2731
GoDaddy
GDDY
$13.9B
$764K ﹤0.01%
+23,643
New +$711K
AEM icon
2732
Agnico Eagle Mines
AEM
$72.2B
$762K ﹤0.01%
21,083
+8,139
+63% +$267K
DTLK
2733
DELISTED
Datalink Corp
DTLK
$761K ﹤0.01%
83,214
+8,494
+11% +$61.4K
GCP
2734
DELISTED
GCP Applied Technologies Inc.
GCP
$757K ﹤0.01%
+37,986
New +$690K
YORW icon
2735
York Water
YORW
$511M
$756K ﹤0.01%
24,786
-1,156
-4% -$31.7K
CAI
2736
DELISTED
CAI International, Inc.
CAI
$756K ﹤0.01%
78,257
+23,681
+43% +$178K
KITE
2737
DELISTED
Kite Pharma, Inc.
KITE
$756K ﹤0.01%
16,474
+12,949
+367% +$627K
CHU
2738
DELISTED
China Unicom (HONG KONG) Limited
CHU
$753K ﹤0.01%
57,227
+18,422
+47% +$211K
FMSA
2739
DELISTED
Fairmount Santrol Holdings Inc.
FMSA
$752K ﹤0.01%
299,640
-47,131
-14% -$101K
PRH
2740
DELISTED
PRUDENTIAL FINANCIAL, INC. 5.70% DUE 2053
PRH
$750K ﹤0.01%
28,852
+1,294
+5% +$33.7K
TRK
2741
DELISTED
Speedway Motorsports, Inc.
TRK
$749K ﹤0.01%
37,752
+1,533
+4% +$28.4K
CVE icon
2742
Cenovus Energy
CVE
$54.2B
$746K ﹤0.01%
57,394
-24,264
-30% -$290K
FNV icon
2743
Franco-Nevada
FNV
$41.3B
$746K ﹤0.01%
12,153
+1,587
+15% +$85.2K
ISG.CL
2744
DELISTED
ING Groep N.V. 6.125% ING Perpetual Debt Securities Called
ISG.CL
$745K ﹤0.01%
29,332
+1,445
+5% +$36.4K
GS.PRK
2745
DELISTED
GOLDMAN SACHS GROUP, INC. THE 6.375%
GS.PRK
$744K ﹤0.01%
26,743
+1,288
+5% +$34.8K
FBC
2746
DELISTED
Flagstar Bancorp, Inc. New
FBC
$744K ﹤0.01%
34,659
+20,620
+147% +$413K
RAVN
2747
DELISTED
Raven Industries Inc
RAVN
$743K ﹤0.01%
46,385
+10,117
+28% +$153K
NOAH
2748
Noah Holdings
NOAH
$590M
$741K ﹤0.01%
29,781
+7,546
+34% +$185K
STT.PRD
2749
DELISTED
State Street Corporation Depository Shares, each representing a 1/4000th ownership interest in a share of Fixed-to-Floating Rate Non-Cumulative Perpetual Preferred Stock, Series D
STT.PRD
$741K ﹤0.01%
27,124
+1,298
+5% +$34.9K
CARB
2750
DELISTED
Carbonite Inc
CARB
$741K ﹤0.01%
+92,977
New +$759K
108 109
110
111 112

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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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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.