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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
XPO icon
2551
XPO
XPO
$23.4B
$1.04M ﹤0.01%
98,024
-9,073
-8% -$79.1K
DBVT
2552
DBV Technologies
DBVT
$813M
$1.04M ﹤0.01%
3,192
+2,325
+268% +$652K
RAS
2553
DELISTED
RAIT Financial Trust
RAS
$1.04M ﹤0.01%
330,566
+187,529
+131% +$480K
BFS
2554
Saul Centers
BFS
$858M
$1.04M ﹤0.01%
19,546
-5,529
-22% -$278K
C.PRK
2555
DELISTED
Citigroup Inc. Depositary Shares, Each Representing a 1/1,000th Interest in a Share of 6.875% Fixed Rate/Floating Rate Noncumulative Preferred Stock, Series K
C.PRK
$1.04M ﹤0.01%
37,863
+1,664
+5% +$44.9K
EMLP icon
2556
First Trust North American Energy Infrastructure Fund
EMLP
$4.1B
$1.03M ﹤0.01%
47,300
-79
-0.2% -$1.6K
JPM.PRD.CL
2557
DELISTED
JPMorgan Chase & Co.
JPM.PRD.CL
$1.03M ﹤0.01%
40,437
+1,931
+5% +$48.5K
PLKI
2558
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
$1.03M ﹤0.01%
19,798
-21,899
-53% -$1.24M
AUB icon
2559
Atlantic Union Bankshares
AUB
$6.05B
$1.03M ﹤0.01%
41,811
+17,992
+76% +$415K
EZPW icon
2560
Ezcorp Inc
EZPW
$1.79B
$1.03M ﹤0.01%
346,384
+36,578
+12% +$114K
VNCE icon
2561
Vince Holding Corp
VNCE
$79.9M
$1.03M ﹤0.01%
16,238
+4,251
+35% +$238K
BSV icon
2562
Vanguard Short-Term Bond ETF
BSV
$44.7B
$1.02M ﹤0.01%
12,715
-10,056
-44% -$806K
JPM.PRF.CL
2563
DELISTED
JPMorgan Chase & Co. Called
JPM.PRF.CL
$1.02M ﹤0.01%
39,128
+1,749
+5% +$45.1K
VCO
2564
DELISTED
Vina Concha Y Toro 50 Shrs
VCO
$1.02M ﹤0.01%
29,638
-314
-1% -$10K
SJR
2565
DELISTED
Shaw Communications Inc.
SJR
$1.02M ﹤0.01%
52,986
+2,266
+4% +$39.7K
BPFH
2566
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
$1.02M ﹤0.01%
89,300
-70,381
-44% -$743K
JGBD
2567
DELISTED
DB 3X INVERSE JAPANESE GOVT BD FUT NT 11/30/2021
JGBD
$1.02M ﹤0.01%
74,825
+18,447
+33% +$256K
UI icon
2568
Ubiquiti
UI
$31.6B
$1.02M ﹤0.01%
30,615
-3,923
-11% -$122K
WWD icon
2569
Woodward
WWD
$23B
$1.02M ﹤0.01%
19,595
+3,419
+21% +$163K
AOSL icon
2570
Alpha and Omega Semiconductor
AOSL
$829M
$1.02M ﹤0.01%
85,923
+5,281
+7% +$55.7K
FTK icon
2571
Flotek Industries
FTK
$789M
$1.02M ﹤0.01%
23,125
+12,600
+120% +$553K
LYTS icon
2572
LSI Industries
LYTS
$834M
$1.02M ﹤0.01%
86,591
+14,638
+20% +$159K
REGI
2573
DELISTED
Renewable Energy Group, Inc.
REGI
$1.02M ﹤0.01%
107,705
-234
-0.2% -$1.8K
ECPG icon
2574
Encore Capital Group
ECPG
$2.01B
$1.02M ﹤0.01%
39,470
+22,957
+139% +$530K
MBI icon
2575
MBIA
MBI
$275M
$1.01M ﹤0.01%
114,543
+7,755
+7% +$56.5K
101 102
103
104 105

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NIPH
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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.