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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
OCLR
2101
DELISTED
Oclaro Inc.
OCLR
$1.99M ﹤0.01%
369,343
+353,751
+2,269% +$1.49M
TBBK icon
2102
The Bancorp
TBBK
$2.82B
$1.99M ﹤0.01%
347,971
+224,287
+181% +$1.12M
PTR
2103
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$1.99M ﹤0.01%
29,994
+7,191
+32% +$454K
NVGS icon
2104
Navigator Holdings
NVGS
$1.38B
$1.98M ﹤0.01%
122,441
+84,164
+220% +$1.23M
NPK icon
2105
National Presto Industries
NPK
$869M
$1.97M ﹤0.01%
23,570
+253
+1% +$20.3K
AVX
2106
DELISTED
AVX Corporation
AVX
$1.96M ﹤0.01%
156,213
-14,019
-8% -$163K
SEP
2107
DELISTED
Spectra Engy Parters Lp
SEP
$1.96M ﹤0.01%
40,733
– –
EXAM
2108
DELISTED
EXAMWORKS GROUP INC COM STK (DE)
EXAM
$1.96M ﹤0.01%
66,241
+37,509
+131% +$1.02M
RGR icon
2109
Sturm, Ruger & Co
RGR
$603M
$1.95M ﹤0.01%
28,574
-7,170
-20% -$467K
FDC
2110
DELISTED
First Data Corporation
FDC
$1.95M ﹤0.01%
150,995
+3,428
+2% +$44.1K
MLNX
2111
DELISTED
Mellanox Technologies, Ltd.
MLNX
$1.95M ﹤0.01%
+35,909
New +$1.67M
SHEN icon
2112
Shenandoah Telecom
SHEN
$668M
$1.95M ﹤0.01%
72,903
+11,083
+18% +$255K
AFSI
2113
DELISTED
AmTrust Financial Services, Inc.
AFSI
$1.95M ﹤0.01%
75,349
-9,949
-12% -$264K
MOV icon
2114
Movado Group
MOV
$854M
$1.95M ﹤0.01%
70,802
+672
+1% +$18K
LCII icon
2115
LCI Industries
LCII
$2.48B
$1.95M ﹤0.01%
30,212
+11,859
+65% +$697K
MSEX icon
2116
Middlesex Water
MSEX
$1.07B
$1.95M ﹤0.01%
63,110
+7,080
+13% +$201K
UBA
2117
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
$1.95M ﹤0.01%
92,941
+7,107
+8% +$142K
TECK icon
2118
Teck Resources
TECK
$29.6B
$1.95M ﹤0.01%
255,650
+111,268
+77% +$602K
WOLF icon
2119
Wolfspeed
WOLF
$1.26B
$1.95M ﹤0.01%
66,832
-7,198
-10% -$206K
FNGN
2120
DELISTED
Financial Engines, Inc.
FNGN
$1.94M ﹤0.01%
61,811
+22,477
+57% +$623K
PNC.PRP
2121
DELISTED
THE PNC FINANCIAL SERVICES GROUP, INC.
PNC.PRP
$1.94M ﹤0.01%
66,469
+6,095
+10% +$171K
SBRA icon
2122
Sabra Healthcare REIT
SBRA
$5.35B
$1.93M ﹤0.01%
96,250
+12,564
+15% +$241K
CTBI icon
2123
Community Trust Bancorp
CTBI
$1.43B
$1.93M ﹤0.01%
54,688
+14,368
+36% +$489K
TY icon
2124
TRI-Continental Corp
TY
$1.86B
$1.93M ﹤0.01%
96,756
-4,218
-4% -$79.7K
SP
2125
DELISTED
SP Plus Corporation
SP
$1.93M ﹤0.01%
80,228
+50,931
+174% +$1.18M
83 84
85
86 87

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MCM
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PSUF
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BAM
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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.