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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
TX icon
1451
Ternium
TX
$9.63B
$4.61M 0.01%
256,187
+16,040
+7% +$224K
JQC icon
1452
Nuveen Credit Strategies Income Fund
JQC
$707M
$4.6M 0.01%
581,863
+41,208
+8% +$312K
HNP
1453
DELISTED
Huaneng Power Intl, Inc.
HNP
$4.59M 0.01%
129,202
+12,529
+11% +$413K
FWRD icon
1454
Forward Air
FWRD
$449M
$4.59M 0.01%
101,268
+59,189
+141% +$2.49M
SNDA icon
1455
Sonida Senior Living
SNDA
$1.9B
$4.59M 0.01%
16,521
+14,702
+808% +$3.83M
BNDX icon
1456
Vanguard Total International Bond ETF
BNDX
$81.9B
$4.58M 0.01%
83,995
+20,933
+33% +$1.12M
BLMN icon
1457
Bloomin' Brands
BLMN
$739M
$4.58M 0.01%
271,505
+36,980
+16% +$622K
ELS icon
1458
Equity Lifestyle Properties
ELS
$12.7B
$4.56M 0.01%
125,342
-3,326
-3% -$114K
MCY icon
1459
Mercury Insurance
MCY
$5.93B
$4.56M 0.01%
82,096
-3,077
-4% -$153K
IBKC
1460
DELISTED
IBERIABANK Corp
IBKC
$4.53M 0.01%
88,378
+18,811
+27% +$922K
KLXI
1461
DELISTED
KLX Inc.
KLXI
$4.53M 0.01%
166,960
+41,963
+34% +$1.03M
NPSN
1462
DELISTED
NASPERS LTD
NPSN
$4.52M 0.01%
322,238
+293,897
+1,037% +$4.12M
TAL
1463
DELISTED
TAL INTERNATIONAL GROUP, INC.
TAL
$4.51M 0.01%
291,884
+57,444
+25% +$690K
STMP
1464
DELISTED
Stamps.com, Inc.
STMP
$4.51M 0.01%
42,404
+14,432
+52% +$1.48M
UFPI icon
1465
UFP Industries
UFPI
$4.92B
$4.5M 0.01%
157,329
+41,682
+36% +$993K
TRCO
1466
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
$4.49M 0.01%
117,149
-417,247
-78% -$14.1M
ZTR
1467
Virtus Total Return Fund
ZTR
$341M
$4.49M 0.01%
374,375
-10,465
-3% -$120K
ZBRA icon
1468
Zebra Technologies
ZBRA
$13.9B
$4.49M 0.01%
65,034
+8,543
+15% +$534K
CHSP
1469
DELISTED
Chesapeake Lodging Trust
CHSP
$4.49M 0.01%
169,558
+65,041
+62% +$1.64M
KFY icon
1470
Korn Ferry
KFY
$4.15B
$4.48M 0.01%
158,406
-45,066
-22% -$1.29M
SNBR
1471
DELISTED
Sleep Number
SNBR
$4.47M 0.01%
230,804
+60,204
+35% +$1.15M
WOR icon
1472
Worthington Enterprises
WOR
$2.75B
$4.47M 0.01%
203,274
+43,650
+27% +$834K
KNGT
1473
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
$4.47M 0.01%
170,801
+51,649
+43% +$1.35M
NPO icon
1474
Enpro
NPO
$6.7B
$4.46M 0.01%
77,381
-3,326
-4% -$160K
VGM icon
1475
Invesco Trust Investment Grade Municipals
VGM
$550M
$4.46M 0.01%
319,201
-54,113
-14% -$740K
57 58
59
60 61

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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.