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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
ARCC icon
1376
Ares Capital
ARCC
$13.5B
$5.07M 0.01%
341,905
-9,490
-3% -$131K
LXU icon
1377
LSB Industries
LXU
$794M
$5.07M 0.01%
517,121
+234,644
+83% +$1.36M
AR icon
1378
Antero Resources
AR
$10.9B
$5.07M 0.01%
203,873
+59,894
+42% +$1.44M
STLD icon
1379
Steel Dynamics
STLD
$36.2B
$5.07M 0.01%
225,016
-208,619
-48% -$3.93M
ACTG icon
1380
Acacia Research
ACTG
$426M
$5.04M 0.01%
1,329,089
+1,185,701
+827% +$4.35M
GPOR
1381
DELISTED
Gulfport Energy Corp.
GPOR
$5.04M 0.01%
177,656
+102,014
+135% +$2.69M
LOPE icon
1382
Grand Canyon Education
LOPE
$3.98B
$5.03M 0.01%
117,735
+10,247
+10% +$395K
LPT
1383
DELISTED
Liberty Property Trust
LPT
$5.02M 0.01%
149,956
-62,383
-29% -$1.87M
DORM icon
1384
Dorman Products
DORM
$3.98B
$5.01M 0.01%
92,120
+3,622
+4% +$172K
TCO
1385
DELISTED
Taubman Centers Inc.
TCO
$5M 0.01%
70,262
+15,227
+28% +$1.08M
ALGT icon
1386
Allegiant Air
ALGT
$2.66B
$5M 0.01%
28,087
+5,418
+24% +$884K
PSB
1387
DELISTED
PS Business Parks, Inc.
PSB
$4.99M 0.01%
49,636
+14,810
+43% +$1.35M
PVTB
1388
DELISTED
PrivateBancorp Inc
PVTB
$4.99M 0.01%
129,159
+61,616
+91% +$2.26M
SLAB icon
1389
Silicon Laboratories
SLAB
$7.15B
$4.98M 0.01%
110,763
+50,746
+85% +$2.18M
GNC
1390
DELISTED
GNC Holdings, Inc.
GNC
$4.97M 0.01%
156,682
+61,323
+64% +$1.76M
SYNA icon
1391
Synaptics
SYNA
$4.25B
$4.97M 0.01%
62,303
+30,856
+98% +$2.34M
GLOG
1392
DELISTED
GASLOG LTD
GLOG
$4.97M 0.01%
509,867
-37,344
-7% -$322K
GPK icon
1393
Graphic Packaging
GPK
$3.24B
$4.96M 0.01%
385,696
-50,272
-12% -$611K
TPC
1394
Tutor Perini Cor
TPC
$4.38B
$4.95M 0.01%
318,677
+220,870
+226% +$3.06M
KBR icon
1395
KBR
KBR
$4.36B
$4.95M 0.01%
319,782
+2,468
+0.8% +$34.9K
CFFN icon
1396
Capitol Federal Financial
CFFN
$1.09B
$4.93M 0.01%
372,095
+213,515
+135% +$2.66M
UTL icon
1397
Unitil
UTL
$980M
$4.93M 0.01%
116,051
+10,992
+10% +$429K
TTEK icon
1398
Tetra Tech
TTEK
$8.31B
$4.93M 0.01%
826,055
-30,680
-4% -$163K
GLDD
1399
DELISTED
Great Lakes Dredge & Dock
GLDD
$4.92M 0.01%
1,104,165
+960,469
+668% +$3.44M
WIN
1400
DELISTED
Windstream Holdings Inc
WIN
$4.92M 0.01%
128,026
-6,523
-5% -$212K
54 55
56
57 58

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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.