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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
SNA icon
751
Snap-on
SNA
$21.5B
$12.3M 0.02%
78,034
+180
+0.2% +$27.6K
TXRH icon
752
Texas Roadhouse
TXRH
$13.7B
$12.2M 0.02%
280,292
+93,755
+50% +$3.64M
BYD icon
753
Boyd Gaming
BYD
$6.75B
$12.2M 0.02%
590,420
+5,426
+0.9% +$96K
NTGR icon
754
NETGEAR
NTGR
$612M
$12.1M 0.02%
300,036
+91,921
+44% +$3.53M
PPS
755
DELISTED
Post Properties
PPS
$12.1M 0.02%
201,829
-13,741
-6% -$784K
NAVI icon
756
Navient
NAVI
$819M
$12M 0.02%
999,626
+216,996
+28% +$2.26M
WR
757
DELISTED
Westar Energy Inc
WR
$12M 0.02%
241,088
+2,334
+1% +$104K
PRA
758
DELISTED
ProAssurance
PRA
$11.9M 0.02%
235,894
+15,966
+7% +$788K
EME icon
759
Emcor
EME
$29.9B
$11.9M 0.02%
245,513
+45,156
+23% +$2.06M
OSK icon
760
Oshkosh
OSK
$8.82B
$11.9M 0.02%
291,522
-126,152
-30% -$4.46M
ASH icon
761
Ashland
ASH
$3.34B
$11.9M 0.02%
221,373
-41,586
-16% -$2M
CAJ
762
DELISTED
Canon, Inc.
CAJ
$11.9M 0.02%
397,449
+61,387
+18% +$1.76M
BMS
763
DELISTED
Bemis
BMS
$11.8M 0.02%
228,412
+16,755
+8% +$807K
HPY
764
DELISTED
HEARTLAND PAYMENT SYSTEMS, INC. COM STK
HPY
$11.8M 0.02%
122,449
+22,916
+23% +$2.11M
ENIA
765
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$11.8M 0.02%
1,576,916
+308,259
+24% +$2.06M
CCK icon
766
Crown Holdings
CCK
$13B
$11.8M 0.02%
237,564
-57,255
-19% -$2.69M
EAT icon
767
Brinker International
EAT
$8.82B
$11.8M 0.02%
255,746
+66,465
+35% +$3.2M
IBN icon
768
ICICI Bank
IBN
$107B
$11.6M 0.02%
1,788,953
+118,789
+7% +$696K
VAL
769
DELISTED
Valspar
VAL
$11.6M 0.02%
108,709
-1,398
-1% -$115K
LXK
770
DELISTED
Lexmark Intl Inc
LXK
$11.6M 0.02%
347,875
+27,250
+8% +$805K
RY icon
771
Royal Bank of Canada
RY
$287B
$11.6M 0.02%
200,934
+32,983
+20% +$1.71M
WKC icon
772
World Kinect Corp
WKC
$2.06B
$11.5M 0.02%
237,578
+158,021
+199% +$6.78M
MUSA icon
773
Murphy USA
MUSA
$11.4B
$11.5M 0.02%
187,747
+19,302
+11% +$1.19M
LPNT
774
DELISTED
LifePoint Health, Inc.
LPNT
$11.5M 0.02%
166,436
-19,695
-11% -$1.31M
JLL icon
775
Jones Lang LaSalle
JLL
$15.8B
$11.5M 0.02%
98,217
-8,799
-8% -$1.07M
29 30
31
32 33

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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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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.