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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
ULTA icon
901
Ulta Beauty
ULTA
$21.8B
$9.44M 0.02%
48,736
+3,987
+9% +$695K
AAWW
902
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$9.43M 0.02%
223,014
+117,941
+112% +$4.41M
CAMP
903
DELISTED
CalAmp Corp.
CAMP
$9.36M 0.02%
22,702
+21,684
+2,130% +$8.87M
GCI
904
DELISTED
Gannett Co., Inc
GCI
$9.35M 0.02%
617,783
+251,972
+69% +$3.8M
OI icon
905
O-I Glass
OI
$1.18B
$9.29M 0.02%
582,383
+341,952
+142% +$4.9M
TFSL icon
906
TFS Financial
TFSL
$5.11B
$9.27M 0.02%
533,659
-11,419
-2% -$195K
CACC icon
907
Credit Acceptance
CACC
$5.82B
$9.26M 0.02%
50,981
+14,566
+40% +$2.78M
XYL icon
908
Xylem
XYL
$28.5B
$9.25M 0.02%
226,159
+20,381
+10% +$750K
CHK
909
DELISTED
Chesapeake Energy Corporation
CHK
$9.21M 0.01%
11,178
-1,513
-12% -$1.07M
EPAC icon
910
Enerpac Tool Group
EPAC
$1.86B
$9.2M 0.01%
372,198
+85,134
+30% +$1.96M
CDK
911
DELISTED
CDK Global, Inc.
CDK
$9.18M 0.01%
197,190
-4,844
-2% -$216K
WBC
912
DELISTED
WABCO HOLDINGS INC.
WBC
$9.18M 0.01%
85,808
-5,348
-6% -$506K
MASI
913
DELISTED
Masimo
MASI
$9.17M 0.01%
219,253
+7,490
+4% +$282K
SGI
914
DELISTED
Silicon Graphics Intl.
SGI
$9.17M 0.01%
1,287,536
+733,377
+132% +$4.47M
OGE icon
915
OGE Energy
OGE
$9.87B
$9.15M 0.01%
319,652
+27,478
+9% +$724K
CSGS
916
DELISTED
CSG Systems International
CSGS
$9.13M 0.01%
202,288
+53,895
+36% +$2.03M
NFJ
917
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.39B
$9.13M 0.01%
744,610
+345,277
+86% +$4.01M
CPT icon
918
Camden Property Trust
CPT
$11.5B
$9.13M 0.01%
108,545
+8,442
+8% +$645K
PZE
919
DELISTED
Petrobras Argentina S A
PZE
$9.09M 0.01%
1,388,239
-48,320
-3% -$294K
NVG icon
920
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.67B
$9.09M 0.01%
599,293
+16,539
+3% +$244K
FLEX icon
921
Flex
FLEX
$37.7B
$9.08M 0.01%
999,349
-284,968
-22% -$2.29M
GGG icon
922
Graco
GGG
$13.2B
$9.05M 0.01%
323,445
-5,919
-2% -$148K
CNI icon
923
Canadian National Railway
CNI
$78.5B
$9.03M 0.01%
144,527
+9,943
+7% +$557K
STWD icon
924
Starwood Property Trust
STWD
$6.12B
$9.02M 0.01%
476,420
+97,512
+26% +$1.81M
FDS icon
925
Factset
FDS
$10B
$9.02M 0.01%
59,502
-24,527
-29% -$3.66M
35 36
37
38 39

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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.