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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
FFG
1801
DELISTED
FBL Financial Group
FFG
$2.99M ﹤0.01%
48,661
-3,587
-7% -$211K
BRKL
1802
DELISTED
Brookline Bancorp
BRKL
$2.99M ﹤0.01%
271,726
-31,022
-10% -$334K
NGHC
1803
DELISTED
National General Holdings Corp
NGHC
$2.99M ﹤0.01%
138,372
+103,411
+296% +$2.08M
KNL
1804
DELISTED
Knoll, Inc.
KNL
$2.99M ﹤0.01%
137,941
-22,606
-14% -$424K
SJI
1805
DELISTED
South Jersey Industries, Inc.
SJI
$2.97M ﹤0.01%
104,462
+36,561
+54% +$937K
VIPS icon
1806
Vipshop
VIPS
$7.37B
$2.97M ﹤0.01%
230,601
+54,918
+31% +$689K
IGIB icon
1807
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
$2.97M ﹤0.01%
54,138
-2,488
-4% -$134K
KGC icon
1808
Kinross Gold
KGC
$27.4B
$2.97M ﹤0.01%
872,874
-160,981
-16% -$400K
AUO
1809
DELISTED
AU Optronics Corp
AUO
$2.97M ﹤0.01%
1,005,682
+289,055
+40% +$786K
OMCL icon
1810
Omnicell
OMCL
$1.61B
$2.96M ﹤0.01%
106,342
+33,656
+46% +$924K
FFBC icon
1811
First Financial Bancorp
FFBC
$3.55B
$2.96M ﹤0.01%
162,916
+115
+0.1% +$1.95K
SAH icon
1812
Sonic Automotive
SAH
$2.89B
$2.96M ﹤0.01%
160,128
+45,267
+39% +$829K
NBTB icon
1813
NBT Bancorp
NBTB
$2.74B
$2.95M ﹤0.01%
109,497
+10,584
+11% +$275K
NXGN
1814
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$2.95M ﹤0.01%
193,503
+11,115
+6% +$169K
NUVA
1815
DELISTED
NuVasive, Inc.
NUVA
$2.94M ﹤0.01%
60,510
-32,086
-35% -$1.46M
TRGP icon
1816
Targa Resources
TRGP
$58B
$2.94M ﹤0.01%
98,491
+69,046
+234% +$1.65M
UNIT
1817
Uniti Group
UNIT
$2.36B
$2.94M ﹤0.01%
132,099
-15,790
-11% -$305K
GFF icon
1818
Griffon
GFF
$3.95B
$2.94M ﹤0.01%
190,121
+20,538
+12% +$311K
SUPN icon
1819
Supernus Pharmaceuticals
SUPN
$2.59B
$2.94M ﹤0.01%
192,621
+154,929
+411% +$2.02M
RAIL icon
1820
FreightCar America
RAIL
$261M
$2.94M ﹤0.01%
+188,388
New +$3.25M
SONC
1821
DELISTED
Sonic Corp
SONC
$2.93M ﹤0.01%
83,461
-14,217
-15% -$425K
CBF
1822
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
$2.93M ﹤0.01%
94,962
+26,307
+38% +$785K
RGP icon
1823
Resources Connection
RGP
$151M
$2.92M ﹤0.01%
187,976
+34,321
+22% +$499K
SGEN
1824
DELISTED
Seagen Inc. Common Stock
SGEN
$2.92M ﹤0.01%
83,206
-32,939
-28% -$1.11M
AIN icon
1825
Albany International
AIN
$2.11B
$2.92M ﹤0.01%
77,633
-2,510
-3% -$88.4K
71 72
73
74 75

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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.