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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
KKD
2826
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
$635K ﹤0.01%
40,724
-89,587
-69% -$1.3M
OMN
2827
DELISTED
OMNOVA Solutions Inc.
OMN
$633K ﹤0.01%
113,837
+4,421
+4% +$23.7K
CMCO icon
2828
Columbus McKinnon
CMCO
$422M
$631K ﹤0.01%
40,034
+362
+0.9% +$5.35K
ONTO icon
2829
Onto Innovation
ONTO
$10.9B
$631K ﹤0.01%
39,867
+3,187
+9% +$44.6K
TRU icon
2830
TransUnion
TRU
$16B
$631K ﹤0.01%
+22,846
New +$579K
C.PRL.CL
2831
DELISTED
Citigroup Inc.
C.PRL.CL
$631K ﹤0.01%
23,255
+1,059
+5% +$28.4K
MDXG icon
2832
MiMedx Group
MDXG
$630M
$630K ﹤0.01%
72,090
+23,094
+47% +$192K
VPG icon
2833
Vishay Precision Group
VPG
$1.08B
$629K ﹤0.01%
44,927
+1,701
+4% +$19.9K
JPM.PRA.CL
2834
DELISTED
JPMORGAN CHASE & CO. Depositary Shares, each representing a 1/400 interest in a share of 5.45% Non-C
JPM.PRA.CL
$629K ﹤0.01%
24,679
+1,093
+5% +$27.4K
OTIC
2835
DELISTED
Otonomy, Inc.
OTIC
$628K ﹤0.01%
42,106
+20,207
+92% +$317K
SQBG
2836
DELISTED
Sequential Brands Group, Inc.
SQBG
$628K ﹤0.01%
+2,457
New +$639K
ESIO
2837
DELISTED
Electro Scientific Industries
ESIO
$628K ﹤0.01%
87,892
+3,478
+4% +$22.6K
POWL icon
2838
Powell Industries
POWL
$6.79B
$627K ﹤0.01%
63,099
+5,325
+9% +$47K
HAFC icon
2839
Hanmi Financial
HAFC
$935M
$625K ﹤0.01%
28,371
-948
-3% -$20.3K
SEMG
2840
DELISTED
SEMGROUP CORPORATION
SEMG
$625K ﹤0.01%
27,889
+10,660
+62% +$220K
COWN
2841
DELISTED
Cowen Inc. Class A Common Stock
COWN
$624K ﹤0.01%
40,973
+8,702
+27% +$114K
HHS icon
2842
Harte-Hanks
HHS
$16.4M
$623K ﹤0.01%
24,637
+861
+4% +$26.4K
BBRG
2843
DELISTED
Bravo Brio Restaurant Group Inc.
BBRG
$623K ﹤0.01%
80,396
+1,037
+1% +$8.42K
ALRM icon
2844
Alarm.com
ALRM
$2.75B
$622K ﹤0.01%
+26,240
New +$479K
SRGA
2845
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
$622K ﹤0.01%
5,183
+484
+10% +$50.8K
OPCH icon
2846
Option Care Health
OPCH
$3.58B
$621K ﹤0.01%
72,522
-17,690
-20% -$133K
BGC
2847
DELISTED
General Cable Corporation
BGC
$619K ﹤0.01%
50,689
-8,661
-15% -$88.2K
OLP
2848
One Liberty Properties
OLP
$542M
$617K ﹤0.01%
27,539
-5,419
-16% -$114K
UMH
2849
UMH Properties
UMH
$1.34B
$616K ﹤0.01%
62,105
+933
+2% +$8.98K
SBSI icon
2850
Southside Bancshares
SBSI
$963M
$615K ﹤0.01%
25,384
-24,383
-49% -$531K
112 113
114
115 116

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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.