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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
ENVA icon
2326
Enova International
ENVA
$6.31B
$1.43M ﹤0.01%
226,937
+63,585
+39% +$380K
AKS
2327
DELISTED
AK Steel Holding Corp
AKS
$1.43M ﹤0.01%
346,685
+47,164
+16% +$135K
MSA icon
2328
Mine Safety
MSA
$6.73B
$1.43M ﹤0.01%
29,594
-5,679
-16% -$245K
PRTA icon
2329
Prothena Corp
PRTA
$440M
$1.43M ﹤0.01%
34,761
+26,314
+312% +$1.03M
KBH icon
2330
KB Home
KBH
$3.45B
$1.43M ﹤0.01%
100,142
+18,102
+22% +$211K
PCH
2331
DELISTED
PotlatchDeltic
PCH
$1.43M ﹤0.01%
45,383
-15,346
-25% -$428K
BRS
2332
DELISTED
Bristow Group, Inc.
BRS
$1.43M ﹤0.01%
75,476
+41,637
+123% +$771K
HMIN
2333
DELISTED
HOMEINNS HOTEL GROUP SPONSORED ADR
HMIN
$1.43M ﹤0.01%
40,066
– –
VGK icon
2334
Vanguard FTSE Europe ETF
VGK
$30.8B
$1.42M ﹤0.01%
29,340
-780,642
-96% -$36.5M
AMFW
2335
DELISTED
AMEC Foster Wheeler plc
AMFW
$1.42M ﹤0.01%
222,447
-4,439
-2% -$26.5K
ESI icon
2336
Element Solutions
ESI
$8.68B
$1.42M ﹤0.01%
165,095
+121,351
+277% +$957K
BKMU
2337
DELISTED
Bank Mutual Corp
BKMU
$1.42M ﹤0.01%
186,965
-16,588
-8% -$125K
ASRT
2338
DELISTED
Assertio
ASRT
$1.41M ﹤0.01%
1,686
-122
-7% -$113K
MDSO
2339
DELISTED
Medidata Solutions, Inc.
MDSO
$1.41M ﹤0.01%
36,299
-5,158
-12% -$200K
AEPI
2340
DELISTED
AEP Industries Inc
AEPI
$1.4M ﹤0.01%
21,203
+996
+5% +$75.3K
PE
2341
DELISTED
PARSLEY ENERGY INC
PE
$1.4M ﹤0.01%
61,849
+1,922
+3% +$35.5K
MS.PRE icon
2342
Morgan Stanley Series E Preferred Stock
MS.PRE
$877M
$1.4M ﹤0.01%
49,116
+2,135
+5% +$60.2K
GIB icon
2343
CGI
GIB
$15.2B
$1.4M ﹤0.01%
29,209
+8,731
+43% +$365K
SEB icon
2344
Seaboard Corp
SEB
$4.32B
$1.4M ﹤0.01%
465
+1
+0.2% +$2.8K
FCNCA icon
2345
First Citizens BancShares
FCNCA
$24.6B
$1.39M ﹤0.01%
5,553
-58
-1% -$13.9K
ASC icon
2346
Ardmore Shipping
ASC
$703M
$1.39M ﹤0.01%
164,834
+139,912
+561% +$1.25M
NWLI
2347
DELISTED
National Western Life Group, Inc. Class A
NWLI
$1.39M ﹤0.01%
6,040
-1,653
-21% -$365K
TBNK
2348
DELISTED
Territorial Bancorp Inc.
TBNK
$1.39M ﹤0.01%
53,370
+2,094
+4% +$54.7K
CASS icon
2349
Cass Information Systems
CASS
$712M
$1.39M ﹤0.01%
35,045
+20,705
+144% +$792K
CCJ icon
2350
Cameco
CCJ
$38.4B
$1.39M ﹤0.01%
108,072
+32,434
+43% +$388K
92 93
94
95 96

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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.