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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
SODA
1751
DELISTED
SodaStream International Ltd
SODA
$3.25M 0.01%
230,482
+36,614
+19% +$510K
MWW
1752
DELISTED
Monster Worldwide Inc
MWW
$3.24M 0.01%
994,172
-120,594
-11% -$469K
VTA
1753
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$3.22M 0.01%
299,773
-2,697
-0.9% -$27.5K
MLI icon
1754
Mueller Industries
MLI
$14.7B
$3.22M 0.01%
437,776
-15,420
-3% -$102K
TTMI icon
1755
TTM Technologies
TTMI
$12B
$3.21M 0.01%
482,987
+68,747
+17% +$424K
YDKN
1756
DELISTED
Yadkin Financial Corporation
YDKN
$3.21M 0.01%
135,658
+31,494
+30% +$711K
FET icon
1757
Forum Energy Technologies
FET
$708M
$3.2M 0.01%
12,133
+4,210
+53% +$942K
HTLD icon
1758
Heartland Express
HTLD
$948M
$3.2M 0.01%
172,491
+69,914
+68% +$1.26M
SCL icon
1759
Stepan Co
SCL
$1.46B
$3.19M 0.01%
57,781
+12,427
+27% +$598K
EBF icon
1760
Ennis
EBF
$552M
$3.19M 0.01%
163,201
+74,888
+85% +$1.46M
HNI icon
1761
HNI Corp
HNI
$3.24B
$3.19M 0.01%
81,324
+8,075
+11% +$275K
HWC icon
1762
Hancock Whitney
HWC
$6.2B
$3.17M 0.01%
138,260
+32,790
+31% +$772K
FTNT icon
1763
Fortinet
FTNT
$119B
$3.17M 0.01%
517,470
-108,440
-17% -$599K
OUTR
1764
DELISTED
OUTERWALL INC
OUTR
$3.17M 0.01%
85,586
+39,111
+84% +$1.29M
SRC
1765
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$3.17M 0.01%
62,743
-762
-1% -$35.6K
AUY
1766
DELISTED
Yamana Gold, Inc.
AUY
$3.16M 0.01%
1,038,411
-102,392
-9% -$250K
NEWP
1767
DELISTED
NEWPORT CORP
NEWP
$3.16M 0.01%
137,250
+7,089
+5% +$130K
WWE
1768
DELISTED
World Wrestling Entertainment
WWE
$3.15M 0.01%
178,678
+45,628
+34% +$775K
ISCA
1769
DELISTED
International Speedway Corp
ISCA
$3.15M 0.01%
85,458
+3,712
+5% +$127K
WLH
1770
DELISTED
WILLIAM LYON HOMES
WLH
$3.15M 0.01%
+217,135
New +$2.57M
JD icon
1771
JD.com
JD
$44.6B
$3.14M 0.01%
118,611
+37,059
+45% +$973K
MFRM
1772
DELISTED
MATTRESS FIRM HLDG CORP COM STK (DE)
MFRM
$3.13M 0.01%
73,899
+6,029
+9% +$245K
PB icon
1773
Prosperity Bancshares
PB
$8.97B
$3.13M 0.01%
67,451
+11,351
+20% +$480K
CHDN icon
1774
Churchill Downs
CHDN
$5.88B
$3.13M 0.01%
126,912
-8,046
-6% -$184K
SSD icon
1775
Simpson Manufacturing
SSD
$7.72B
$3.13M 0.01%
81,924
-1,797
-2% -$60.8K
69 70
71
72 73

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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.