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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
HOFT icon
2076
Hooker Furnishings Corp
HOFT
$147M
$2.08M ﹤0.01%
63,377
+26,250
+71% +$791K
IPGP icon
2077
IPG Photonics
IPGP
$3.67B
$2.07M ﹤0.01%
21,562
+7,852
+57% +$666K
ATW
2078
DELISTED
Atwood Oceanics
ATW
$2.07M ﹤0.01%
225,746
+118,654
+111% +$895K
HSII
2079
DELISTED
Heidrick & Struggles
HSII
$2.07M ﹤0.01%
87,185
+3,135
+4% +$75.9K
VRTV
2080
DELISTED
VERITIV CORPORATION
VRTV
$2.06M ﹤0.01%
55,293
-3,541
-6% -$117K
MLCO icon
2081
Melco Resorts & Entertainment
MLCO
$2.26B
$2.06M ﹤0.01%
124,631
+51,904
+71% +$788K
AXON
2082
Axon Enterprise
AXON
$42.2B
$2.06M ﹤0.01%
104,783
+32,221
+44% +$553K
LILAK icon
2083
Liberty Latin America Class C
LILAK
$1.63B
$2.06M ﹤0.01%
63,374
+11,516
+22% +$366K
CLNY
2084
DELISTED
Colony Capital, Inc.
CLNY
$2.05M ﹤0.01%
122,461
+74,670
+156% +$1.25M
KATE
2085
DELISTED
Kate Spade & Company
KATE
$2.05M ﹤0.01%
80,225
+29,542
+58% +$581K
BGFV
2086
DELISTED
Big 5 Sporting Goods
BGFV
$2.04M ﹤0.01%
183,712
+26,119
+17% +$306K
TESO
2087
DELISTED
Tesco Corp
TESO
$2.04M ﹤0.01%
237,091
+43,206
+22% +$305K
SFLY
2088
DELISTED
Shutterfly, Inc.
SFLY
$2.04M ﹤0.01%
43,975
+11,354
+35% +$484K
WLB
2089
DELISTED
Westmoreland Coal Company
WLB
$2.04M ﹤0.01%
282,679
+235,667
+501% +$1.4M
HTH icon
2090
Hilltop Holdings
HTH
$2.26B
$2.04M ﹤0.01%
107,837
+45,071
+72% +$761K
RICE
2091
DELISTED
Rice Energy Inc.
RICE
$2.03M ﹤0.01%
145,479
+60,424
+71% +$628K
ACAT
2092
DELISTED
Arctic Cat Inc
ACAT
$2.03M ﹤0.01%
120,779
+35,717
+42% +$540K
PATK icon
2093
Patrick Industries
PATK
$2.75B
$2.03M ﹤0.01%
100,521
+67,723
+206% +$1.18M
EVHC
2094
DELISTED
Envision Healthcare Holdings Inc
EVHC
$2.03M ﹤0.01%
33,190
+8,840
+36% +$581K
AFAM
2095
DELISTED
Almost Family Inc
AFAM
$2.02M ﹤0.01%
54,303
+1,498
+3% +$55.9K
KTWO
2096
DELISTED
K2M Group Holdings, Inc
KTWO
$2.02M ﹤0.01%
135,995
+67,081
+97% +$922K
BBT
2097
Beacon Financial Corp
BBT
$2.63B
$2.01M ﹤0.01%
74,675
-22,162
-23% -$592K
MGRC icon
2098
McGrath RentCorp
MGRC
$2.83B
$2M ﹤0.01%
79,876
+17,277
+28% +$424K
BID
2099
DELISTED
Sotheby's
BID
$2M ﹤0.01%
74,895
+9,870
+15% +$237K
IMAX icon
2100
IMAX
IMAX
$2.61B
$2M ﹤0.01%
64,374
-13,595
-17% -$416K
82 83
84
85 86

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MCM
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PSUF
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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.