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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
TVTY
2476
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$1.18M ﹤0.01%
116,710
-23,519
-17% -$264K
LOCO icon
2477
El Pollo Loco
LOCO
$502M
$1.18M ﹤0.01%
88,196
-17,172
-16% -$216K
HCOM
2478
DELISTED
Hawaiian Telcom Holdco, Inc
HCOM
$1.17M ﹤0.01%
49,694
-2,227
-4% -$50.8K
TU icon
2479
Telus
TU
$16.8B
$1.17M ﹤0.01%
71,886
+34,290
+91% +$493K
LGF
2480
DELISTED
Lions Gate Entertainment
LGF
$1.17M ﹤0.01%
53,521
-16,543
-24% -$395K
PCRX icon
2481
Pacira BioSciences
PCRX
$1.06B
$1.17M ﹤0.01%
22,012
+461
+2% +$27K
HSEB.CL
2482
DELISTED
HSBC Holdings plc
HSEB.CL
$1.17M ﹤0.01%
44,470
+2,083
+5% +$53.9K
CENX icon
2483
Century Aluminum
CENX
$4.44B
$1.16M ﹤0.01%
165,145
+6,996
+4% +$38.7K
MUB icon
2484
iShares National Muni Bond ETF
MUB
$45.2B
$1.16M ﹤0.01%
10,408
+280
+3% +$31.2K
OPB
2485
DELISTED
Opus Bank Common Stock
OPB
$1.16M ﹤0.01%
34,106
+24,964
+273% +$822K
VONG icon
2486
Vanguard Russell 1000 Growth ETF
VONG
$42.5B
$1.16M ﹤0.01%
45,148
+5,560
+14% +$135K
JTD
2487
DELISTED
NUVEEN TAX-ADVANTAGE DIVIDEND GROWTH FUND
JTD
$1.16M ﹤0.01%
84,358
+30,455
+56% +$398K
AGM icon
2488
Federal Agricultural Mortgage
AGM
$2.39B
$1.15M ﹤0.01%
30,597
+17,821
+139% +$578K
MESG
2489
DELISTED
XURA INC COM (DE)
MESG
$1.15M ﹤0.01%
58,657
+2,940
+5% +$60.3K
PFL
2490
PIMCO Income Strategy Fund
PFL
$386M
$1.15M ﹤0.01%
120,377
+35,803
+42% +$332K
INXN
2491
DELISTED
Interxion Holding N.V.
INXN
$1.15M ﹤0.01%
+33,242
New +$1.03M
ORIT
2492
DELISTED
Oritani Financial Corp. New
ORIT
$1.15M ﹤0.01%
67,746
+12,805
+23% +$209K
HOPE icon
2493
Hope Bancorp
HOPE
$1.79B
$1.15M ﹤0.01%
75,471
-9,087
-11% -$136K
LDL
2494
DELISTED
Lydall, Inc.
LDL
$1.14M ﹤0.01%
35,192
-36,205
-51% -$1.06M
PRSU
2495
Pursuit Attractions and Hospitality Inc
PRSU
$1.4B
$1.14M ﹤0.01%
39,201
+304
+0.8% +$8.56K
CAE icon
2496
CAE Inc. Common Shares
CAE
$8.31B
$1.14M ﹤0.01%
98,408
+13,481
+16% +$146K
SMRT
2497
DELISTED
Stein Mart Inc
SMRT
$1.14M ﹤0.01%
155,568
+25,813
+20% +$183K
NNA
2498
DELISTED
Navios Maritime Acquisition Corporation
NNA
$1.14M ﹤0.01%
47,658
-4,999
-9% -$147K
TCS
2499
DELISTED
THE CONTAINER STORE GROUP, INC.
TCS
$1.13M ﹤0.01%
12,862
+4,912
+62% +$388K
EMWP
2500
DELISTED
Eros Media World PLC
EMWP
$1.13M ﹤0.01%
4,914
+761
+18% +$130K
98 99
100
101 102

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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.