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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
OPK icon
2226
Opko Health
OPK
$993M
$1.68M ﹤0.01%
161,601
+55,639
+53% +$508K
MCS icon
2227
Marcus Corp
MCS
$912M
$1.68M ﹤0.01%
88,564
+679
+0.8% +$12.7K
BBAR icon
2228
BBVA Argentina
BBAR
$4.04B
$1.68M ﹤0.01%
83,986
-20,495
-20% -$414K
FRP
2229
DELISTED
Fairpoint Communications, Inc.
FRP
$1.68M ﹤0.01%
112,605
+12,818
+13% +$192K
BSET icon
2230
Bassett Furniture
BSET
$168M
$1.67M ﹤0.01%
52,511
+6,066
+13% +$179K
LZB icon
2231
La-Z-Boy
LZB
$1.61B
$1.67M ﹤0.01%
62,532
-4,800
-7% -$112K
PSMT icon
2232
Pricesmart
PSMT
$5.94B
$1.67M ﹤0.01%
19,772
+508
+3% +$39.4K
RDC
2233
DELISTED
Rowan Companies Plc
RDC
$1.67M ﹤0.01%
103,774
-123,234
-54% -$1.7M
KWR icon
2234
Quaker Houghton
KWR
$2.69B
$1.67M ﹤0.01%
19,669
-167
-0.8% -$12.7K
GLD icon
2235
SPDR Gold Trust
GLD
$133B
$1.67M ﹤0.01%
14,154
-223
-2% -$25.3K
APTS
2236
DELISTED
Preferred Apartment Communities, Inc.
APTS
$1.66M ﹤0.01%
130,987
+10,676
+9% +$127K
FN icon
2237
Fabrinet
FN
$15.7B
$1.66M ﹤0.01%
51,187
+16,407
+47% +$441K
EWT icon
2238
iShares MSCI Taiwan ETF
EWT
$9.6B
$1.65M ﹤0.01%
59,565
-4,686
-7% -$119K
CSS
2239
DELISTED
CSS Industries, Inc.
CSS
$1.65M ﹤0.01%
59,028
+16,254
+38% +$438K
NPTN
2240
DELISTED
NEOPHOTONICS CORP
NPTN
$1.65M ﹤0.01%
+117,349
New +$1.21M
IL
2241
DELISTED
IntraLinks Holdings Inc.
IL
$1.65M ﹤0.01%
209,165
-44,040
-17% -$346K
ENOV icon
2242
Enovis
ENOV
$1.69B
$1.64M ﹤0.01%
33,338
-12,310
-27% -$524K
BUI icon
2243
BlackRock Utilities, Infrastructure & Power Opportunities Trust
BUI
$727M
$1.64M ﹤0.01%
88,508
-53,532
-38% -$919K
ROG icon
2244
Rogers Corp
ROG
$2.18B
$1.64M ﹤0.01%
27,359
+2,703
+11% +$136K
NPKI
2245
NPK International
NPKI
$1.06B
$1.64M ﹤0.01%
379,155
+91,900
+32% +$393K
CRAY
2246
DELISTED
Cray, Inc.
CRAY
$1.64M ﹤0.01%
39,072
+10,092
+35% +$385K
VIA
2247
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
$1.64M ﹤0.01%
36,379
+9,459
+35% +$554K
TEAM icon
2248
Atlassian
TEAM
$24.9B
$1.63M ﹤0.01%
+64,975
New +$1.52M
TILE icon
2249
Interface
TILE
$1.96B
$1.63M ﹤0.01%
87,953
-56,036
-39% -$941K
ARRS
2250
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$1.63M ﹤0.01%
71,097
-93,377
-57% -$2.29M
88 89
90
91 92

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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.