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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
UVSP icon
2576
Univest Financial
UVSP
$1.23B
$1.01M ﹤0.01%
51,950
+8,442
+19% +$164K
SWC
2577
DELISTED
Stillwater Mining Co
SWC
$1.01M ﹤0.01%
94,751
+26,992
+40% +$216K
FISI icon
2578
Financial Institutions
FISI
$812M
$1.01M ﹤0.01%
34,650
+1,328
+4% +$36.2K
TAL icon
2579
TAL Education Group
TAL
$6.04B
$1M ﹤0.01%
121,326
+50,952
+72% +$407K
OVV icon
2580
Ovintiv
OVV
$17B
$1M ﹤0.01%
32,928
+12,567
+62% +$289K
VRTU
2581
DELISTED
Virtusa Corporation
VRTU
$1M ﹤0.01%
26,782
-20,934
-44% -$793K
BLDR icon
2582
Builders FirstSource
BLDR
$7.29B
$1M ﹤0.01%
88,937
+30,423
+52% +$264K
VECO icon
2583
Veeco
VECO
$2.62B
$1M ﹤0.01%
51,417
+17,555
+52% +$322K
WMS icon
2584
Advanced Drainage Systems
WMS
$10.6B
$1M ﹤0.01%
47,014
-49,835
-51% -$1.02M
BCS.PR.CL
2585
DELISTED
BARCLAYS BANK PLC ADR SER 2 REPSTG PREF SHS SER 2 (UK)
BCS.PR.CL
$1M ﹤0.01%
39,244
+1,678
+4% +$42.2K
WASH icon
2586
Washington Trust Bancorp
WASH
$748M
$999K ﹤0.01%
26,764
+943
+4% +$35.2K
MRC
2587
DELISTED
MRC Global
MRC
$998K ﹤0.01%
75,917
+9,670
+15% +$111K
ALDR
2588
DELISTED
Alder Biopharmaceuticals
ALDR
$998K ﹤0.01%
40,737
+27,072
+198% +$627K
NAT icon
2589
Nordic American Tanker
NAT
$1.36B
$995K ﹤0.01%
71,181
-169,106
-70% -$2.25M
BEAT
2590
DELISTED
BioTelemetry, Inc.
BEAT
$992K ﹤0.01%
84,960
+24,747
+41% +$277K
QDEL icon
2591
QuidelOrtho
QDEL
$1.13B
$991K ﹤0.01%
57,439
+21,742
+61% +$364K
BETR
2592
DELISTED
Amplify Snack Brands, Inc.
BETR
$990K ﹤0.01%
+69,131
New +$772K
MORE
2593
DELISTED
Monogram Residential Trust, Inc.
MORE
$989K ﹤0.01%
100,343
+11,215
+13% +$102K
EFA icon
2594
PUT
iShares MSCI EAFE ETF
EFA
$76.4B
$988K ﹤0.01%
4,454
-1,478
-25% -$81.5K
CVCO icon
2595
Cavco Industries
CVCO
$4.36B
$980K ﹤0.01%
10,481
+5,577
+114% +$459K
CPHD
2596
DELISTED
Cepheid Inc
CPHD
$976K ﹤0.01%
29,253
+571
+2% +$17.9K
VEDL
2597
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
$976K ﹤0.01%
177,438
+6,142
+4% +$28.6K
CPE
2598
DELISTED
Callon Petroleum Company
CPE
$974K ﹤0.01%
11,009
-371
-3% -$25.8K
AJRD
2599
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$973K ﹤0.01%
59,389
+12,706
+27% +$199K
C.PRC.CL
2600
DELISTED
Citigroup Inc.
C.PRC.CL
$973K ﹤0.01%
37,734
+1,668
+5% +$42.2K
102 103
104
105 106

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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.