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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
SABR icon
1476
Sabre
SABR
$712M
$4.46M 0.01%
154,223
+27,189
+21% +$725K
HT
1477
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$4.46M 0.01%
209,014
+172,925
+479% +$3.39M
CBSH icon
1478
Commerce Bancshares
CBSH
$8.57B
$4.46M 0.01%
161,573
+32,745
+25% +$848K
CTB
1479
DELISTED
Cooper Tire & Rubber Co.
CTB
$4.44M 0.01%
120,051
+45,966
+62% +$1.68M
MKSI icon
1480
MKS Inc
MKSI
$20.3B
$4.44M 0.01%
117,874
-17,453
-13% -$596K
MSGN
1481
DELISTED
MSG Networks Inc.
MSGN
$4.43M 0.01%
256,464
+39,268
+18% +$685K
BC icon
1482
Brunswick
BC
$5.12B
$4.43M 0.01%
92,379
-11,630
-11% -$503K
HMN icon
1483
Horace Mann Educators
HMN
$2.11B
$4.43M 0.01%
139,853
-8,178
-6% -$251K
MDCO
1484
DELISTED
Medicines Co
MDCO
$4.43M 0.01%
139,432
+10,823
+8% +$353K
PAY
1485
DELISTED
Verifone Systems Inc
PAY
$4.42M 0.01%
156,585
+65,347
+72% +$1.62M
CPLA
1486
DELISTED
Capella Education Company
CPLA
$4.41M 0.01%
83,797
+8,246
+11% +$382K
YPF icon
1487
YPF
YPF
$20.6B
$4.41M 0.01%
246,560
+6,510
+3% +$108K
BN icon
1488
Brookfield
BN
$105B
$4.41M 0.01%
360,697
+69,717
+24% +$751K
NNI icon
1489
Nelnet
NNI
$4.87B
$4.41M 0.01%
111,944
+34,358
+44% +$1.2M
CYS
1490
DELISTED
CYS Investments Inc.
CYS
$4.4M 0.01%
540,667
+73,483
+16% +$541K
WERN icon
1491
Werner Enterprises
WERN
$2.31B
$4.4M 0.01%
161,956
-4,922
-3% -$125K
KCG
1492
DELISTED
KCG Holdings, Inc.
KCG
$4.4M 0.01%
367,888
+75,136
+26% +$834K
EQY
1493
DELISTED
Equity One
EQY
$4.39M 0.01%
153,272
+11,437
+8% +$314K
ESV
1494
DELISTED
Ensco Rowan plc
ESV
$4.39M 0.01%
105,888
-118,336
-53% -$4.83M
YELP icon
1495
Yelp
YELP
$1.45B
$4.38M 0.01%
220,097
-49,471
-18% -$1.01M
HAWK
1496
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
$4.37M 0.01%
127,495
+26,430
+26% +$962K
VRE
1497
DELISTED
Veris Residential
VRE
$4.37M 0.01%
186,039
-22,018
-11% -$458K
NP
1498
DELISTED
Neenah, Inc. Common Stock
NP
$4.37M 0.01%
68,675
+8,239
+14% +$490K
HIBB
1499
DELISTED
Hibbett, Inc. Common Stock
HIBB
$4.37M 0.01%
121,678
+55,203
+83% +$1.84M
ENTG icon
1500
Entegris
ENTG
$18.3B
$4.37M 0.01%
320,509
+15,136
+5% +$183K
58 59
60
61 62

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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.