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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
CSH
1051
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
$7.43M 0.01%
192,398
-1,055
-0.5% -$34.4K
CBM
1052
DELISTED
Cambrex Corporation
CBM
$7.41M 0.01%
168,375
+68,257
+68% +$2.69M
FIVE icon
1053
Five Below
FIVE
$11.6B
$7.41M 0.01%
179,179
+105,268
+142% +$3.85M
FLIR
1054
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$7.4M 0.01%
224,590
+48,235
+27% +$1.49M
OC icon
1055
Owens Corning
OC
$11B
$7.38M 0.01%
156,195
+40,203
+35% +$1.79M
SCO
1056
DELISTED
SCOR ADS (ORD 1/10 SH FRF 25 P.V.)
SCO
$7.38M 0.01%
2,120,135
+267,112
+14% +$930K
HAE icon
1057
Haemonetics
HAE
$3.88B
$7.37M 0.01%
210,756
+13,369
+7% +$432K
JGH icon
1058
Nuveen Global High Income Fund
JGH
$348M
$7.35M 0.01%
529,815
+24,648
+5% +$320K
SCS
1059
DELISTED
Steelcase
SCS
$7.34M 0.01%
492,225
+266,615
+118% +$3.55M
SYKE
1060
DELISTED
SYKES Enterprises Inc
SYKE
$7.34M 0.01%
243,234
+32,952
+16% +$962K
VSH icon
1061
Vishay Intertechnology
VSH
$4.6B
$7.34M 0.01%
600,894
+161,127
+37% +$1.85M
VVC
1062
DELISTED
Vectren Corporation
VVC
$7.33M 0.01%
145,064
+3,571
+3% +$161K
IWV icon
1063
iShares Russell 3000 ETF
IWV
$19.2B
$7.33M 0.01%
60,625
-81,385
-57% -$9.31M
MFG icon
1064
Mizuho Financial
MFG
$120B
$7.3M 0.01%
2,484,815
-1,819,181
-42% -$5.91M
CPS icon
1065
Cooper-Standard Automotive
CPS
$517M
$7.29M 0.01%
101,460
+64,157
+172% +$4.55M
SLGN icon
1066
Silgan Holdings
SLGN
$4.51B
$7.28M 0.01%
273,852
+72,770
+36% +$1.89M
TD icon
1067
Toronto Dominion Bank
TD
$193B
$7.28M 0.01%
168,724
+14,158
+9% +$546K
IRDM icon
1068
Iridium Communications
IRDM
$4.7B
$7.27M 0.01%
923,568
+286,037
+45% +$2.06M
RAX
1069
DELISTED
Rackspace Hosting Inc
RAX
$7.25M 0.01%
335,858
+305,868
+1,020% +$6.24M
OME
1070
DELISTED
Omega Protein
OME
$7.25M 0.01%
427,717
+192,121
+82% +$3.94M
ITT icon
1071
ITT
ITT
$17.1B
$7.24M 0.01%
196,316
+49,422
+34% +$1.68M
URBN icon
1072
Urban Outfitters
URBN
$6.46B
$7.24M 0.01%
218,789
+131,457
+151% +$3.48M
ENDP
1073
DELISTED
Endo International plc
ENDP
$7.24M 0.01%
257,046
-22,045
-8% -$1.04M
TIMB icon
1074
TIM SA
TIMB
$9.1B
$7.23M 0.01%
653,879
+278,701
+74% +$2.45M
ADTN icon
1075
Adtran
ADTN
$675M
$7.22M 0.01%
357,340
+34,799
+11% +$644K
41 42
43
44 45

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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.