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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
CSOD
1076
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$7.21M 0.01%
219,893
+190,853
+657% +$5.76M
NE
1077
DELISTED
Noble Corporation
NE
$7.19M 0.01%
695,088
-460,118
-40% -$4.18M
COLB icon
1078
Columbia Banking Systems
COLB
$8.71B
$7.18M 0.01%
239,825
+152,804
+176% +$4.49M
AVP
1079
DELISTED
Avon Products, Inc.
AVP
$7.18M 0.01%
1,491,831
-103,633
-6% -$370K
MATW icon
1080
Matthews International
MATW
$887M
$7.17M 0.01%
139,289
+29,929
+27% +$1.46M
B
1081
Barrick Mining
B
$60.9B
$7.15M 0.01%
526,186
+29,980
+6% +$349K
COO icon
1082
Cooper Companies
COO
$14.2B
$7.14M 0.01%
185,528
-9,920
-5% -$342K
FINL
1083
DELISTED
Finish Line
FINL
$7.13M 0.01%
337,672
+33,138
+11% +$614K
CRR
1084
DELISTED
Carbo Ceramics Inc.
CRR
$7.1M 0.01%
499,828
+273,778
+121% +$4.72M
GWRE icon
1085
Guidewire Software
GWRE
$13.9B
$7.09M 0.01%
130,132
+72,239
+125% +$3.77M
SU icon
1086
Suncor Energy
SU
$77.7B
$7.08M 0.01%
254,744
-4,700
-2% -$114K
FTI icon
1087
TechnipFMC
FTI
$28.6B
$7.08M 0.01%
347,810
-285,397
-45% -$5.39M
ISD
1088
PGIM High Yield Bond Fund
ISD
$414M
$7.08M 0.01%
459,737
-58,566
-11% -$867K
MITSY
1089
DELISTED
MITSUI & CO LTD ADR (US)
MITSY
$7.08M 0.01%
30,785
+7,823
+34% +$1.8M
GSG icon
1090
iShares S&P GSCI Commodity-Indexed Trust
GSG
$1B
$7.08M 0.01%
513,150
+77,000
+18% +$1.03M
GWB
1091
DELISTED
Great Western Bancorp, Inc.
GWB
$7.06M 0.01%
258,955
+155,026
+149% +$3.97M
EFOR
1092
Everforth Inc
EFOR
$960M
$7.05M 0.01%
190,873
+138,024
+261% +$4.87M
REP
1093
DELISTED
REPSOL YPF SA ADS(RP 1 CAP SH)
REP
$7.05M 0.01%
623,098
+106,859
+21% +$1.21M
FLOW
1094
DELISTED
SPX FLOW, Inc.
FLOW
$7.05M 0.01%
280,934
+4,142
+1% +$90.5K
WAGE
1095
DELISTED
WageWorks, Inc.
WAGE
$7.04M 0.01%
139,152
+114,938
+475% +$5.16M
KRC icon
1096
Kilroy Realty
KRC
$4.59B
$7.04M 0.01%
113,775
-1,429
-1% -$80.3K
SSNC icon
1097
SS&C Technologies
SSNC
$18.9B
$7.04M 0.01%
221,890
+32,008
+17% +$972K
SPXC icon
1098
SPX Corp
SPXC
$9.39B
$7.02M 0.01%
467,284
+333,665
+250% +$3.57M
AN icon
1099
AutoNation
AN
$7.7B
$7.01M 0.01%
150,231
+20,052
+15% +$971K
VYX icon
1100
NCR Voyix
VYX
$1.19B
$7M 0.01%
381,471
-1,873,658
-83% -$26.9M
42 43
44
45 46

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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.