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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
AVNT icon
1201
Avient
AVNT
$3.36B
$6.16M 0.01%
203,581
+86,927
+75% +$2.39M
AD
1202
Array Digital Infrastructure
AD
$3.02B
$6.16M 0.01%
134,738
+7,682
+6% +$299K
NZF icon
1203
Nuveen Municipal Credit Income Fund
NZF
$2.41B
$6.15M 0.01%
410,897
-25,478
-6% -$372K
PTEN icon
1204
Patterson-UTI
PTEN
$3.74B
$6.14M 0.01%
348,738
+135,716
+64% +$2.02M
STE icon
1205
Steris
STE
$22.5B
$6.14M 0.01%
86,468
+1,301
+2% +$88K
IMKTA icon
1206
Ingles Markets
IMKTA
$1.7B
$6.14M 0.01%
163,701
+1,281
+0.8% +$45.8K
DLB icon
1207
Dolby
DLB
$4.9B
$6.14M 0.01%
141,241
+3,226
+2% +$120K
SEM
1208
DELISTED
Select Medical
SEM
$6.13M 0.01%
963,219
-60,914
-6% -$327K
WWAV
1209
DELISTED
The WhiteWave Foods Company
WWAV
$6.13M 0.01%
150,739
+15,893
+12% +$604K
GRPN icon
1210
Groupon
GRPN
$1.06B
$6.11M 0.01%
76,608
+28,332
+59% +$1.96M
TCF
1211
DELISTED
TCF Financial Corporation
TCF
$6.11M 0.01%
498,211
+95,794
+24% +$1.15M
SGI
1212
Somnigroup International
SGI
$14.1B
$6.09M 0.01%
400,716
+60,576
+18% +$897K
ODFL icon
1213
Old Dominion Freight Line
ODFL
$44.2B
$6.08M 0.01%
262,047
+57,672
+28% +$1.18M
SANM icon
1214
Sanmina
SANM
$9.83B
$6.08M 0.01%
260,016
+42,650
+20% +$857K
EON
1215
DELISTED
E.ON AG ADS (REPTG 1/3 ORD SHS)
EON
$6.07M 0.01%
628,406
+263,329
+72% +$2.54M
WBS icon
1216
Webster Financial
WBS
$12.5B
$6.06M 0.01%
168,773
+77,627
+85% +$2.66M
MD icon
1217
Pediatrix Medical
MD
$2.17B
$6.04M 0.01%
93,455
-11,497
-11% -$763K
RIG icon
1218
Transocean
RIG
$5.62B
$6.04M 0.01%
660,592
-181,688
-22% -$1.81M
LDP icon
1219
Cohen & Steers Duration Preferred & Income Fund
LDP
$600M
$6.04M 0.01%
262,934
+95,892
+57% +$2.16M
CLGX
1220
DELISTED
Corelogic, Inc.
CLGX
$6.04M 0.01%
173,945
-13,501
-7% -$459K
GLPI icon
1221
Gaming and Leisure Properties
GLPI
$12.7B
$6.03M 0.01%
195,106
+91,898
+89% +$2.49M
ERIE icon
1222
Erie Indemnity
ERIE
$12.2B
$6.03M 0.01%
64,831
+721
+1% +$67.9K
PLAY icon
1223
Dave & Buster's
PLAY
$377M
$6.03M 0.01%
155,427
+118,716
+323% +$4.34M
LPLA icon
1224
LPL Financial
LPLA
$27.1B
$6.02M 0.01%
242,720
+96,480
+66% +$2.6M
ELME
1225
Elme Communities
ELME
$144M
$6.01M 0.01%
205,806
+11,304
+6% +$297K
47 48
49
50 51

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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.