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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
FBRC
1826
DELISTED
FBR & Co. Common Stock
FBRC
$2.92M ﹤0.01%
161,293
+117,386
+267% +$2.08M
MTSI icon
1827
MACOM Technology Solutions
MTSI
$19.2B
$2.92M ﹤0.01%
66,569
+20,284
+44% +$795K
BJRI icon
1828
BJ's Restaurants
BJRI
$1.42B
$2.91M ﹤0.01%
69,955
-9,521
-12% -$407K
MCF
1829
DELISTED
Contango Oil & Gas Co.
MCF
$2.91M ﹤0.01%
246,576
+67,081
+37% +$465K
FNSR
1830
DELISTED
Finisar Corp
FNSR
$2.9M ﹤0.01%
159,153
+75,120
+89% +$1.08M
LOGM
1831
DELISTED
LogMein, Inc.
LOGM
$2.89M ﹤0.01%
57,351
-14,798
-21% -$763K
EGP icon
1832
EastGroup Properties
EGP
$11.2B
$2.89M ﹤0.01%
47,807
-38,884
-45% -$2.11M
CXP
1833
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
$2.88M ﹤0.01%
131,214
-11,053
-8% -$238K
WNC icon
1834
Wabash National
WNC
$512M
$2.88M ﹤0.01%
218,239
+143,704
+193% +$1.68M
HY icon
1835
Hyster-Yale Materials Handling
HY
$599M
$2.87M ﹤0.01%
43,012
-677
-2% -$38.4K
ASTE icon
1836
Astec Industries
ASTE
$1.16B
$2.86M ﹤0.01%
61,366
+14,049
+30% +$563K
MSTR icon
1837
Strategy Inc
MSTR
$34.1B
$2.86M ﹤0.01%
159,240
+4,360
+3% +$70.6K
NSP icon
1838
Insperity
NSP
$1.93B
$2.86M ﹤0.01%
110,590
-41,232
-27% -$970K
W icon
1839
Wayfair
W
$11.2B
$2.86M ﹤0.01%
66,150
+45,605
+222% +$1.89M
LIVN icon
1840
LivaNova
LIVN
$4.4B
$2.86M ﹤0.01%
52,926
+24,606
+87% +$1.37M
DCOM
1841
DELISTED
Dime Community Bancshares
DCOM
$2.86M ﹤0.01%
162,165
+22,016
+16% +$372K
FFIC
1842
DELISTED
Flushing Financial
FFIC
$2.85M ﹤0.01%
131,928
+25,889
+24% +$539K
CBU icon
1843
Community Bank
CBU
$3.41B
$2.84M ﹤0.01%
74,424
+3,993
+6% +$149K
TRS icon
1844
TriMas Corp
TRS
$1.43B
$2.83M ﹤0.01%
161,823
-77,648
-32% -$1.33M
ENSG icon
1845
The Ensign Group
ENSG
$10.4B
$2.83M ﹤0.01%
133,712
+70,329
+111% +$1.38M
DRA
1846
DELISTED
Diversified Real Asset Income Fd
DRA
$2.83M ﹤0.01%
179,269
+99,132
+124% +$1.46M
SN
1847
DELISTED
Sanchez Energy Corporation
SN
$2.83M ﹤0.01%
515,432
+124,423
+32% +$482K
ITGR icon
1848
Integer Holdings
ITGR
$4.12B
$2.83M ﹤0.01%
79,361
-42,156
-35% -$1.49M
PRK icon
1849
Park National Corp
PRK
$3.76B
$2.83M ﹤0.01%
31,421
+964
+3% +$83.1K
BFX
1850
DELISTED
BowFlex Inc.
BFX
$2.83M ﹤0.01%
146,238
+94,978
+185% +$1.78M
72 73
74
75 76

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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.