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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
RBCAA icon
2376
Republic Bancorp
RBCAA
$1.93B
$1.33M ﹤0.01%
51,672
+15,181
+42% +$384K
JDD
2377
DELISTED
Nuveen Diversified Dividend and Income Fund
JDD
$1.33M ﹤0.01%
122,038
+20,195
+20% +$206K
STM icon
2378
STMicroelectronics
STM
$47.3B
$1.33M ﹤0.01%
238,445
-2,271
-0.9% -$13.4K
OFIX icon
2379
Orthofix Medical
OFIX
$477M
$1.33M ﹤0.01%
32,038
+16,178
+102% +$634K
XOXO
2380
DELISTED
Xo Group Inc
XOXO
$1.33M ﹤0.01%
82,849
+3,813
+5% +$57.2K
CWST icon
2381
Casella Waste Systems
CWST
$5.69B
$1.33M ﹤0.01%
198,037
-91
-0% -$549
RLJ icon
2382
RLJ Lodging Trust
RLJ
$1.87B
$1.33M ﹤0.01%
58,017
-49,391
-46% -$996K
SHI
2383
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
$1.33M ﹤0.01%
26,318
+8,445
+47% +$360K
PPC icon
2384
Pilgrim's Pride
PPC
$6.98B
$1.32M ﹤0.01%
52,177
+23,313
+81% +$541K
FARO
2385
DELISTED
Faro Technologies
FARO
$1.32M ﹤0.01%
41,099
+13,463
+49% +$376K
MG icon
2386
Mistras Group
MG
$483M
$1.32M ﹤0.01%
53,439
+128
+0.2% +$2.83K
TPH
2387
DELISTED
Tri Pointe Homes
TPH
$1.32M ﹤0.01%
112,354
+270
+0.2% +$2.85K
EGOV
2388
DELISTED
NIC Inc
EGOV
$1.32M ﹤0.01%
73,438
+9,626
+15% +$174K
UGP icon
2389
Ultrapar
UGP
$6.9B
$1.32M ﹤0.01%
137,140
+59,650
+77% +$472K
SMP icon
2390
Standard Motor Products
SMP
$861M
$1.32M ﹤0.01%
38,106
-2,258
-6% -$77.9K
WEB
2391
DELISTED
Web.com Group, Inc.
WEB
$1.32M ﹤0.01%
66,623
+15,869
+31% +$290K
MMYT icon
2392
MakeMyTrip
MMYT
$5.37B
$1.32M ﹤0.01%
+72,796
New +$1.31M
SPWH icon
2393
Sportsman's Warehouse
SPWH
$45.3M
$1.31M ﹤0.01%
104,284
+26,081
+33% +$332K
HIX
2394
Western Asset High Income Fund II
HIX
$350M
$1.31M ﹤0.01%
198,565
-104,303
-34% -$640K
PEN icon
2395
Penumbra
PEN
$12.6B
$1.31M ﹤0.01%
28,505
+13,431
+89% +$628K
SASR
2396
DELISTED
Sandy Spring Bancorp Inc
SASR
$1.31M ﹤0.01%
46,964
+3,231
+7% +$85.5K
SHOR
2397
DELISTED
ShoreTel, Inc.
SHOR
$1.31M ﹤0.01%
175,739
+12,937
+8% +$98.7K
HF
2398
DELISTED
HFF Inc.
HF
$1.31M ﹤0.01%
47,455
+10,775
+29% +$287K
CNXN icon
2399
PC Connection
CNXN
$2.08B
$1.3M ﹤0.01%
50,513
-6,729
-12% -$154K
DAKT icon
2400
Daktronics
DAKT
$941M
$1.3M ﹤0.01%
165,027
+31,184
+23% +$240K
94 95
96
97 98

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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.