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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
BLW icon
2701
BlackRock Limited Duration Income Trust
BLW
$490M
$809K ﹤0.01%
54,742
+1,444
+3% +$20.4K
ININ
2702
DELISTED
Interactive Intelligence Group, inc.
ININ
$807K ﹤0.01%
22,162
+3,470
+19% +$101K
MRD
2703
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
$806K ﹤0.01%
79,157
-27,362
-26% -$324K
BAS
2704
DELISTED
Basis Energy Services, Inc.
BAS
$805K ﹤0.01%
512
-37
-7% -$48.2K
PPBI
2705
DELISTED
Pacific Premier Bancorp
PPBI
$804K ﹤0.01%
37,633
+4,395
+13% +$89.7K
UIS icon
2706
Unisys
UIS
$252M
$803K ﹤0.01%
104,319
-36,669
-26% -$349K
CFNL
2707
DELISTED
Cardinal Financial Corp
CFNL
$803K ﹤0.01%
39,465
-10,406
-21% -$204K
DGI
2708
DELISTED
DigitalGlobe Inc.
DGI
$802K ﹤0.01%
+46,378
New +$691K
ANDX
2709
DELISTED
Andeavor Logistics LP
ANDX
$799K ﹤0.01%
17,494
– –
EEQ
2710
DELISTED
Enbridge Energy Management Llc
EEQ
$798K ﹤0.01%
57,772
+2,601
+5% +$34.3K
CVLG icon
2711
Covenant Logistics
CVLG
$1.04B
$794K ﹤0.01%
65,640
-10,264
-14% -$103K
HAYN
2712
DELISTED
Haynes International, Inc.
HAYN
$791K ﹤0.01%
21,677
-559
-3% -$18.4K
HOLI
2713
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
$791K ﹤0.01%
37,560
+5,184
+16% +$97.1K
RSE
2714
DELISTED
ROUSE PPTYS INC COM (DE)
RSE
$789K ﹤0.01%
42,945
+8,313
+24% +$143K
DHT icon
2715
DHT Holdings
DHT
$2.99B
$788K ﹤0.01%
136,759
-181,918
-57% -$1.08M
MN
2716
DELISTED
MANNING & NAPIER, INC.
MN
$781K ﹤0.01%
96,834
+57,559
+147% +$424K
LQ
2717
DELISTED
La Quinta Holdings Inc.
LQ
$781K ﹤0.01%
62,474
+958
+2% +$10.9K
WIBC
2718
DELISTED
WILSHIRE BANCORP INC
WIBC
$780K ﹤0.01%
75,766
-6,433
-8% -$66K
SPNC
2719
DELISTED
Spectranetics Corp
SPNC
$778K ﹤0.01%
53,563
+36,388
+212% +$504K
DRYS
2720
DELISTED
DryShips Inc. Common Stock
DRYS
$778K ﹤0.01%
1
– –
ELP
2721
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
$777K ﹤0.01%
245,213
+73
+0% +$179
RDUS
2722
DELISTED
Radius Health, Inc.
RDUS
$777K ﹤0.01%
24,704
+20,142
+442% +$697K
GCAP
2723
DELISTED
Gain Capital Holdings, Inc.
GCAP
$777K ﹤0.01%
118,370
+11,926
+11% +$82.6K
CIR
2724
DELISTED
CIRCOR International, Inc
CIR
$775K ﹤0.01%
16,704
-25,532
-60% -$992K
ACWI icon
2725
iShares MSCI ACWI ETF
ACWI
$32B
$772K ﹤0.01%
13,770
-1,043
-7% -$55.3K
107 108
109
110 111

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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.