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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
WCC
1351
WESCO International
WCC
$16.7B
$5.21M 0.01%
95,209
+4,241
+5% +$189K
AGO icon
1352
Assured Guaranty
AGO
$3.73B
$5.2M 0.01%
205,567
-121,443
-37% -$2.99M
GATX icon
1353
GATX Corp
GATX
$6.45B
$5.2M 0.01%
109,394
+18,253
+20% +$778K
CCU icon
1354
Compañía de Cervecerías Unidas
CCU
$2.16B
$5.19M 0.01%
231,217
-28,060
-11% -$574K
ATHN
1355
DELISTED
Athenahealth, Inc.
ATHN
$5.19M 0.01%
37,403
+4,239
+13% +$581K
HLT icon
1356
Hilton Worldwide
HLT
$72.5B
$5.18M 0.01%
76,741
+39,085
+104% +$2.32M
DLX icon
1357
Deluxe
DLX
$1.19B
$5.18M 0.01%
82,948
+24,099
+41% +$1.34M
TTI icon
1358
TETRA Technologies
TTI
$1.13B
$5.17M 0.01%
814,103
+250,638
+44% +$1.47M
MBFI
1359
DELISTED
MB Financial Corp
MBFI
$5.17M 0.01%
159,191
+67,323
+73% +$2.08M
CLC
1360
DELISTED
Clarcor
CLC
$5.17M 0.01%
89,400
+5,331
+6% +$263K
STBZ
1361
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
$5.16M 0.01%
261,232
+194,532
+292% +$3.77M
AGC
1362
DELISTED
Advent Claymore Conv Sec & Incme
AGC
$5.15M 0.01%
949,069
+145,448
+18% +$738K
TITN icon
1363
Titan Machinery
TITN
$413M
$5.15M 0.01%
445,194
+414,378
+1,345% +$4.07M
AGU
1364
DELISTED
Agrium
AGU
$5.14M 0.01%
58,241
-3,283
-5% -$284K
HI
1365
DELISTED
Hillenbrand
HI
$5.14M 0.01%
171,611
-3,242
-2% -$89.4K
WGL
1366
DELISTED
Wgl Holdings
WGL
$5.14M 0.01%
71,001
-9,480
-12% -$634K
SFM icon
1367
Sprouts Farmers Market
SFM
$8.1B
$5.13M 0.01%
176,798
+27,463
+18% +$709K
CAL icon
1368
Caleres
CAL
$437M
$5.13M 0.01%
181,458
-8,871
-5% -$236K
BKT icon
1369
BlackRock Income Trust
BKT
$331M
$5.13M 0.01%
257,774
-18,971
-7% -$371K
CALY
1370
Callaway Golf Company
CALY
$3.33B
$5.1M 0.01%
559,147
+192,287
+52% +$1.69M
PSO icon
1371
Pearson
PSO
$10.5B
$5.09M 0.01%
405,973
+115,926
+40% +$1.32M
CHS
1372
DELISTED
Chicos FAS, Inc.
CHS
$5.09M 0.01%
383,661
+87,500
+30% +$989K
SNV
1373
DELISTED
Synovus
SNV
$5.09M 0.01%
175,944
-66,127
-27% -$1.9M
TROX icon
1374
Tronox
TROX
$999M
$5.08M 0.01%
795,713
+150,464
+23% +$668K
PC
1375
DELISTED
PANASONIC CORP ADR (REP 1 SHR COM STK) (JP)
PC
$5.08M 0.01%
567,078
-17,472
-3% -$157K
53 54
55
56 57

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MCM
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PSUF
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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.