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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
PEGA icon
2301
Pegasystems
PEGA
$4.94B
$1.49M ﹤0.01%
117,486
-27,304
-19% -$328K
AX icon
2302
Axos Financial
AX
$5.6B
$1.49M ﹤0.01%
69,808
-1,278
-2% -$23.2K
EWM icon
2303
iShares MSCI Malaysia ETF
EWM
$312M
$1.49M ﹤0.01%
41,786
+12,770
+44% +$405K
LRN icon
2304
Stride
LRN
$3.53B
$1.49M ﹤0.01%
150,320
+2,145
+1% +$20.3K
NC icon
2305
NACCO Industries
NC
$356M
$1.49M ﹤0.01%
113,391
+4,150
+4% +$46K
MOD icon
2306
Modine Manufacturing
MOD
$10.3B
$1.48M ﹤0.01%
134,748
-817
-0.6% -$6.93K
CBR
2307
DELISTED
CIBER Inc.
CBR
$1.48M ﹤0.01%
702,309
+405,075
+136% +$1.03M
GIMO
2308
DELISTED
Gigamon Inc.
GIMO
$1.48M ﹤0.01%
47,716
-6,496
-12% -$169K
PKD
2309
DELISTED
Parker Drilling Company
PKD
$1.47M ﹤0.01%
46,306
-1,350
-3% -$32K
CVBF icon
2310
CVB Financial
CVBF
$4B
$1.47M ﹤0.01%
84,297
-1,281
-1% -$20.2K
CHUY
2311
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
$1.47M ﹤0.01%
47,331
+26,876
+131% +$870K
WIRE
2312
DELISTED
Encore Wire Corp
WIRE
$1.47M ﹤0.01%
37,727
+4,301
+13% +$156K
WSBF icon
2313
Waterstone Financial
WSBF
$370M
$1.47M ﹤0.01%
107,108
+51,819
+94% +$712K
MLKN icon
2314
MillerKnoll
MLKN
$1.53B
$1.46M ﹤0.01%
47,392
-19,459
-29% -$517K
QSR icon
2315
Restaurant Brands International
QSR
$25.8B
$1.46M ﹤0.01%
+37,606
New +$1.31M
MUS
2316
DELISTED
BLACKROCK MUNIHOLDINGS QUALITY FUND, INC.
MUS
$1.46M ﹤0.01%
103,937
-20,981
-17% -$288K
EPIQ
2317
DELISTED
EPIQ SYSTEMS INC
EPIQ
$1.46M ﹤0.01%
96,874
+5,699
+6% +$73.2K
VCRA
2318
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
$1.45M ﹤0.01%
+113,772
New +$1.58M
STBA icon
2319
S&T Bancorp
STBA
$1.88B
$1.45M ﹤0.01%
56,221
-4,785
-8% -$126K
TREX icon
2320
Trex
TREX
$4.56B
$1.45M ﹤0.01%
120,856
+83,092
+220% +$809K
OIA icon
2321
Invesco Municipal Income Opportunities Trust
OIA
$293M
$1.45M ﹤0.01%
188,413
-140,401
-43% -$1.05M
SSB icon
2322
SouthState Bank Corp
SSB
$10.2B
$1.45M ﹤0.01%
22,504
-272
-1% -$17.5K
CRESY
2323
Cresud
CRESY
$823M
$1.44M ﹤0.01%
139,071
-2,032
-1% -$19.5K
DFRG
2324
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
$1.44M ﹤0.01%
86,533
+64,164
+287% +$1.01M
CVSA
2325
Covista Inc
CVSA
$4.3B
$1.43M ﹤0.01%
82,902
-19,209
-19% -$380K
91 92
93
94 95

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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.