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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
TMP icon
1926
Tompkins Financial
TMP
$1.43B
$2.56M ﹤0.01%
39,960
+7,001
+21% +$399K
NKTR icon
1927
Nektar Therapeutics
NKTR
$2.39B
$2.55M ﹤0.01%
12,384
+823
+7% +$158K
GTN icon
1928
Gray Television
GTN
$415M
$2.55M ﹤0.01%
217,812
+177,384
+439% +$2.18M
FBR
1929
DELISTED
Fibria Celulose Sa
FBR
$2.55M ﹤0.01%
300,934
+91,230
+44% +$923K
SAFT icon
1930
Safety Insurance
SAFT
$1.52B
$2.55M ﹤0.01%
44,705
-3,048
-6% -$170K
KELYA icon
1931
Kelly Services Class A
KELYA
$514M
$2.55M ﹤0.01%
133,187
+5,798
+5% +$96.5K
ADC icon
1932
Agree Realty
ADC
$9.34B
$2.54M ﹤0.01%
66,157
+39,170
+145% +$1.42M
OB
1933
DELISTED
Onebeacon Insurance Group Ltd
OB
$2.54M ﹤0.01%
199,629
+4,985
+3% +$63.6K
FNFV
1934
DELISTED
Fidelity Natl Financial, Inc.
FNFV
$2.53M ﹤0.01%
233,485
+189,440
+430% +$1.89M
BRX icon
1935
Brixmor Property Group
BRX
$9.67B
$2.53M ﹤0.01%
98,842
+6,765
+7% +$167K
MTGE
1936
DELISTED
MTGE Investment Corp. Common Stock
MTGE
$2.52M ﹤0.01%
171,753
+62,045
+57% +$847K
FRED
1937
DELISTED
Fred's Inc
FRED
$2.51M ﹤0.01%
168,123
+16,982
+11% +$250K
DX
1938
Dynex Capital
DX
$3.15B
$2.51M ﹤0.01%
125,625
+19,905
+19% +$372K
UMBF icon
1939
UMB Financial
UMBF
$11.1B
$2.5M ﹤0.01%
48,522
+25,415
+110% +$1.22M
OLLI icon
1940
Ollie's Bargain Outlet
OLLI
$4.44B
$2.5M ﹤0.01%
106,828
+60,956
+133% +$1.25M
ACAS
1941
DELISTED
American Capital Ltd
ACAS
$2.5M ﹤0.01%
164,237
+85,711
+109% +$1.19M
IIF
1942
Morgan Stanley India Investment Fund
IIF
$217M
$2.5M ﹤0.01%
+100,020
New +$2.34M
WNS
1943
DELISTED
WNS Holdings
WNS
$2.49M ﹤0.01%
81,255
+2,438
+3% +$69.7K
TS icon
1944
Tenaris
TS
$28.9B
$2.49M ﹤0.01%
100,435
-7,317
-7% -$160K
MDR
1945
DELISTED
McDermott International
MDR
$2.49M ﹤0.01%
202,717
-83,145
-29% -$789K
VA
1946
DELISTED
Virgin America Inc.
VA
$2.49M ﹤0.01%
64,502
+48,126
+294% +$1.5M
EGL
1947
DELISTED
Engility Holdings, Inc.
EGL
$2.48M ﹤0.01%
132,323
+103,835
+364% +$1.87M
MPAA icon
1948
Motorcar Parts of America
MPAA
$254M
$2.48M ﹤0.01%
65,315
+49,907
+324% +$1.7M
GTY
1949
Getty Realty Corp
GTY
$2.11B
$2.48M ﹤0.01%
125,037
+15,741
+14% +$284K
UNF icon
1950
Unifirst Corp
UNF
$5.3B
$2.48M ﹤0.01%
22,720
+2,539
+13% +$265K
76 77
78
79 80

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MCM
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PSUF
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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.