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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
FBNC icon
2651
First Bancorp
FBNC
$2.61B
$902K ﹤0.01%
47,855
+199
+0.4% +$3.71K
OSUR icon
2652
OraSure Technologies
OSUR
$273M
$902K ﹤0.01%
124,751
+39,948
+47% +$254K
ALL.PRE.CL
2653
DELISTED
Allstate Corporation Depositary Shares
ALL.PRE.CL
$900K ﹤0.01%
32,796
+1,501
+5% +$41.3K
BBT.PRG
2654
DELISTED
BB&T Corporation Depositary Shares each representing 1/1,000th interest in a share of Series G Non-C
BBT.PRG
$900K ﹤0.01%
35,485
+1,655
+5% +$41.5K
HL icon
2655
Hecla Mining
HL
$9.49B
$895K ﹤0.01%
322,048
-102,234
-24% -$231K
CONN
2656
DELISTED
Conn's Inc.
CONN
$892K ﹤0.01%
71,628
-4,154
-5% -$65.7K
NRE
2657
DELISTED
NorthStar Realty Europe Corp.
NRE
$892K ﹤0.01%
76,887
+3,418
+5% +$34.5K
VET icon
2658
Vermilion Energy
VET
$1.66B
$888K ﹤0.01%
30,406
+14,650
+93% +$393K
SCD
2659
LMP Capital and Income Fund
SCD
$351M
$884K ﹤0.01%
71,430
+932
+1% +$10.6K
MCHB
2660
Mechanics Bancorp
MCHB
$3.65B
$883K ﹤0.01%
42,409
+5,200
+14% +$104K
COF.PRD.CL
2661
DELISTED
CAPITAL ONE FINANCIAL CORPORATION SERIES D
COF.PRD.CL
$882K ﹤0.01%
32,465
+1,559
+5% +$41.8K
CRMT icon
2662
America's Car Mart
CRMT
$25.9M
$879K ﹤0.01%
35,150
+13,358
+61% +$327K
BANF icon
2663
BancFirst
BANF
$3.81B
$877K ﹤0.01%
30,754
-1,484
-5% -$41.6K
BHR
2664
Braemar Hotels & Resorts
BHR
$163M
$875K ﹤0.01%
75,759
+42,247
+126% +$450K
ACAD icon
2665
Acadia Pharmaceuticals
ACAD
$4.51B
$873K ﹤0.01%
31,222
-9,642
-24% -$210K
EXAC
2666
DELISTED
Exactech Inc
EXAC
$872K ﹤0.01%
43,046
+16,073
+60% +$302K
CCO icon
2667
Clear Channel Outdoor Holdings
CCO
$1.22B
$870K ﹤0.01%
185,185
-8,901
-5% -$39.4K
REV
2668
DELISTED
Revlon, Inc.
REV
$867K ﹤0.01%
23,811
-7,065
-23% -$222K
GLQ
2669
Clough Global Equity Fund
GLQ
$151M
$865K ﹤0.01%
79,549
-2,388
-3% -$25.9K
WFC.PRQ
2670
DELISTED
Wells Fargo & Co.
WFC.PRQ
$865K ﹤0.01%
32,818
+1,493
+5% +$38.4K
ALG icon
2671
Alamo Group
ALG
$1.91B
$864K ﹤0.01%
15,500
+8,670
+127% +$460K
BZH icon
2672
Beazer Homes USA
BZH
$888M
$859K ﹤0.01%
98,553
+57,431
+140% +$477K
MDRX
2673
DELISTED
Veradigm Inc. Common Stock
MDRX
$858K ﹤0.01%
64,919
-22,772
-26% -$299K
LOCK
2674
DELISTED
LifeLock, Inc.
LOCK
$857K ﹤0.01%
70,975
+15,776
+29% +$186K
CBB
2675
DELISTED
Cincinnati Bell Inc.
CBB
$855K ﹤0.01%
44,168
+20,824
+89% +$349K
105 106
107
108 109

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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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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.