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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
TARO
2176
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$1.8M ﹤0.01%
12,570
+6,499
+107% +$923K
ITG
2177
DELISTED
Investment Technology Group Inc
ITG
$1.8M ﹤0.01%
81,488
-1,160
-1% -$21.3K
SHLD
2178
DELISTED
Sears Holding Corporation
SHLD
$1.8M ﹤0.01%
117,666
+1,651
+1% +$28K
UVE icon
2179
Universal Insurance Holdings
UVE
$1.23B
$1.8M ﹤0.01%
101,074
+25,352
+33% +$470K
RNST icon
2180
Renasant Corp
RNST
$3.95B
$1.8M ﹤0.01%
54,623
-35,269
-39% -$1.12M
SCHW.PRC
2181
DELISTED
The Charles Schwab Corporation
SCHW.PRC
$1.8M ﹤0.01%
68,073
+12,933
+23% +$338K
ALJ
2182
DELISTED
Alon USA Energy Inc
ALJ
$1.79M ﹤0.01%
173,879
+8,794
+5% +$99.3K
VEEV icon
2183
Veeva Systems
VEEV
$33.3B
$1.79M ﹤0.01%
71,573
-12,732
-15% -$312K
ABCO
2184
DELISTED
Advisory Board Co
ABCO
$1.78M ﹤0.01%
55,253
-2,922
-5% -$109K
KRA
2185
DELISTED
Kraton Corporation
KRA
$1.78M ﹤0.01%
102,971
-7,179
-7% -$112K
KFRC icon
2186
Kforce
KFRC
$987M
$1.78M ﹤0.01%
90,808
-11,756
-11% -$226K
PHI icon
2187
PLDT
PHI
$4.21B
$1.78M ﹤0.01%
41,017
+2,626
+7% +$112K
GEOS icon
2188
Geospace Technologies
GEOS
$93.9M
$1.77M ﹤0.01%
143,172
+1,367
+1% +$15.1K
GPI icon
2189
Group 1 Automotive
GPI
$3.39B
$1.77M ﹤0.01%
30,112
-11,351
-27% -$648K
MEI icon
2190
Methode Electronics
MEI
$489M
$1.77M ﹤0.01%
60,428
+3,579
+6% +$97.3K
SHO icon
2191
Sunstone Hotel Investors
SHO
$2.19B
$1.76M ﹤0.01%
125,850
-121,312
-49% -$1.49M
MCRN
2192
DELISTED
Milacron Holdings Corp.
MCRN
$1.76M ﹤0.01%
106,868
+25,262
+31% +$355K
PBPB
2193
DELISTED
Potbelly
PBPB
$1.76M ﹤0.01%
129,364
+24,511
+23% +$294K
VMI icon
2194
Valmont Industries
VMI
$9.29B
$1.76M ﹤0.01%
14,205
-235
-2% -$26.1K
PLOW icon
2195
Douglas Dynamics
PLOW
$999M
$1.75M ﹤0.01%
76,555
-1,960
-2% -$39.4K
IPXL
2196
DELISTED
Impax Laboratories, Inc.
IPXL
$1.75M ﹤0.01%
54,749
-4,219
-7% -$148K
RGEN icon
2197
Repligen
RGEN
$8.01B
$1.75M ﹤0.01%
65,326
+20,232
+45% +$495K
VSAT icon
2198
Viasat
VSAT
$10.6B
$1.75M ﹤0.01%
23,846
+4,371
+22% +$291K
RMAX icon
2199
RE/MAX Holdings
RMAX
$197M
$1.75M ﹤0.01%
50,988
-275
-0.5% -$9.24K
PKY
2200
DELISTED
Parkway, Inc.
PKY
$1.74M ﹤0.01%
111,261
+51,077
+85% +$709K
86 87
88
89 90

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AF
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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.