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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
ARCB icon
2126
ArcBest
ARCB
$3.25B
$1.93M ﹤0.01%
89,212
+10,424
+13% +$212K
HTO
2127
H2O America
HTO
$2.59B
$1.93M ﹤0.01%
52,980
+267
+0.5% +$8.99K
DHX icon
2128
DHI Group
DHX
$178M
$1.93M ﹤0.01%
238,543
+8,832
+4% +$72.6K
RARE icon
2129
Ultragenyx Pharmaceutical
RARE
$2.44B
$1.92M ﹤0.01%
30,368
+21,191
+231% +$1.39M
THRM icon
2130
Gentherm
THRM
$1.26B
$1.92M ﹤0.01%
46,178
+770
+2% +$31.1K
SDRL
2131
DELISTED
Seadrill Limited Common Stock
SDRL
$1.92M ﹤0.01%
2,171
+398
+22% +$287K
SUP
2132
DELISTED
Superior Industries International
SUP
$1.92M ﹤0.01%
86,840
+6,222
+8% +$122K
SBGI icon
2133
Sinclair Inc
SBGI
$980M
$1.92M ﹤0.01%
62,271
+6,286
+11% +$193K
HVT icon
2134
Haverty Furniture Companies
HVT
$399M
$1.91M ﹤0.01%
90,387
+22,689
+34% +$445K
USNA icon
2135
Usana Health Sciences
USNA
$406M
$1.91M ﹤0.01%
31,460
-10,762
-25% -$634K
PAG icon
2136
Penske Automotive Group
PAG
$14.3B
$1.91M ﹤0.01%
50,364
+1,795
+4% +$63.9K
CRC
2137
DELISTED
California Resources Corporation
CRC
$1.91M ﹤0.01%
185,350
-45,489
-20% -$537K
TFCF
2138
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$1.91M ﹤0.01%
67,644
-17,252
-20% -$464K
AMTG
2139
DELISTED
APOLLO RESIDENTIAL MTG INC COM STK
AMTG
$1.9M ﹤0.01%
141,836
-12,754
-8% -$149K
MRCY icon
2140
Mercury Systems
MRCY
$5.84B
$1.9M ﹤0.01%
93,655
+53,835
+135% +$941K
WAFD icon
2141
WaFd
WAFD
$2.7B
$1.9M ﹤0.01%
83,947
+684
+0.8% +$14.8K
TMH
2142
DELISTED
Team Health Holdings Inc
TMH
$1.9M ﹤0.01%
45,319
-91,451
-67% -$3.74M
KOS icon
2143
Kosmos Energy
KOS
$1.55B
$1.89M ﹤0.01%
325,095
+162,603
+100% +$769K
NBIX icon
2144
Neurocrine Biosciences
NBIX
$17B
$1.89M ﹤0.01%
47,845
+24,558
+105% +$975K
MTRN icon
2145
Materion
MTRN
$4.43B
$1.88M ﹤0.01%
70,950
-602
-0.8% -$15K
RUSHA icon
2146
Rush Enterprises Class A
RUSHA
$6.24B
$1.88M ﹤0.01%
231,230
+5,346
+2% +$43.1K
NM
2147
DELISTED
Navios Maritime Holdings Inc.
NM
$1.87M ﹤0.01%
165,619
+43,161
+35% +$450K
AXLL
2148
DELISTED
AXIALL CORP COM STK (DE)
AXLL
$1.87M ﹤0.01%
85,675
+5,971
+7% +$105K
GS.PRJ
2149
DELISTED
GOLDMAN SACHS GROUP, INC. 5.50% SER J
GS.PRJ
$1.87M ﹤0.01%
74,858
+14,630
+24% +$364K
BLX icon
2150
Bladex Inc
BLX
$2.2B
$1.87M ﹤0.01%
77,143
+45,278
+142% +$1.03M
84 85
86
87 88

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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.