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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
EXTR icon
1951
Extreme Networks
EXTR
$3.94B
$2.47M ﹤0.01%
793,688
+25,940
+3% +$79.8K
WSFS icon
1952
WSFS Financial
WSFS
$4.12B
$2.47M ﹤0.01%
75,894
-29,151
-28% -$881K
EOI
1953
Eaton Vance Enhanced Equity Income Fund
EOI
$811M
$2.47M ﹤0.01%
196,856
-134,188
-41% -$1.66M
RYN icon
1954
Rayonier
RYN
$6.55B
$2.47M ﹤0.01%
110,122
-62,953
-36% -$1.23M
ODP
1955
DELISTED
ODP
ODP
$2.46M ﹤0.01%
34,707
+2,860
+9% +$154K
RES icon
1956
RPC Inc
RES
$1.24B
$2.46M ﹤0.01%
173,547
-1,703
-1% -$21.6K
CATY icon
1957
Cathay General Bancorp
CATY
$4.22B
$2.46M ﹤0.01%
86,812
+1,208
+1% +$33.5K
NYT icon
1958
New York Times
NYT
$12.1B
$2.46M ﹤0.01%
197,075
+6,807
+4% +$86.2K
HMSY
1959
DELISTED
HMS Holdings Corp.
HMSY
$2.46M ﹤0.01%
171,077
+13,361
+8% +$166K
NAVG
1960
DELISTED
Navigators Group Inc
NAVG
$2.45M ﹤0.01%
58,518
-15,158
-21% -$631K
TOL icon
1961
Toll Brothers
TOL
$13.6B
$2.45M ﹤0.01%
83,129
-9,945
-11% -$278K
GIL icon
1962
Gildan
GIL
$10.3B
$2.45M ﹤0.01%
80,297
-27,452
-25% -$729K
TLK icon
1963
Telkom Indonesia
TLK
$14.5B
$2.45M ﹤0.01%
96,270
+18,866
+24% +$462K
WDR
1964
DELISTED
Waddell & Reed Financial, Inc.
WDR
$2.44M ﹤0.01%
103,850
+19,108
+23% +$464K
CHCO icon
1965
City Holding Co
CHCO
$2.05B
$2.44M ﹤0.01%
51,046
-5,515
-10% -$245K
QEP
1966
DELISTED
QEP RESOURCES, INC.
QEP
$2.44M ﹤0.01%
172,557
+17,430
+11% +$202K
NSLR
1967
Neostellar Capital Corp
NSLR
$269M
$2.43M ﹤0.01%
517,602
+436,901
+541% +$2.17M
MTRX icon
1968
Matrix Service
MTRX
$326M
$2.43M ﹤0.01%
137,264
+76,644
+126% +$1.38M
KRNY icon
1969
Kearny Financial
KRNY
$604M
$2.42M ﹤0.01%
196,111
+148,881
+315% +$1.79M
DMB
1970
BNY Mellon Municipal Bond Infrastructure Fund
DMB
$194M
$2.42M ﹤0.01%
183,795
+67,269
+58% +$863K
FRPT icon
1971
Freshpet
FRPT
$2.93B
$2.42M ﹤0.01%
+330,164
New +$2.3M
STRZA
1972
DELISTED
Starz - Series A
STRZA
$2.42M ﹤0.01%
91,878
+19,810
+27% +$543K
VIVO
1973
DELISTED
Meridian Bioscience Inc
VIVO
$2.41M ﹤0.01%
116,939
+39,258
+51% +$774K
RCI icon
1974
Rogers Communications
RCI
$18.3B
$2.41M ﹤0.01%
60,142
-2,051
-3% -$74.2K
ARI
1975
Apollo Commercial Real Estate
ARI
$867M
$2.4M ﹤0.01%
147,482
-7,523
-5% -$121K
77 78
79
80 81

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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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ACI
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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.