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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
ENO
2801
Entergy New Orleans First Mortgage Bonds 5.50% Series due Apr 1 2066
ENO
$91.9M
$672K ﹤0.01%
+26,424
New +$676K
ENTA icon
2802
Enanta Pharmaceuticals
ENTA
$362M
$672K ﹤0.01%
22,879
+5,631
+33% +$157K
NYRT
2803
DELISTED
New York REIT, Inc.
NYRT
$672K ﹤0.01%
6,653
-1,610
-19% -$162K
TR icon
2804
Tootsie Roll Industries
TR
$2.97B
$671K ﹤0.01%
25,821
+2,295
+10% +$54.4K
VV icon
2805
Vanguard Morningstar Large-Cap ETF
VV
$51.2B
$671K ﹤0.01%
7,142
+2,142
+43% +$191K
CIVI
2806
DELISTED
Civitas Solutions, Inc.
CIVI
$667K ﹤0.01%
38,246
-10,995
-22% -$226K
OSPN icon
2807
OneSpan
OSPN
$584M
$664K ﹤0.01%
43,149
-11,147
-21% -$165K
NCV
2808
Virtus Convertible & Income Fund
NCV
$372M
$661K ﹤0.01%
29,822
-11,386
-28% -$230K
CBPX
2809
DELISTED
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
$660K ﹤0.01%
35,549
+17,707
+99% +$287K
SSTK icon
2810
Shutterstock
SSTK
$209M
$658K ﹤0.01%
17,911
+8,213
+85% +$266K
GRUB
2811
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$658K ﹤0.01%
+13,094
New +$579K
SPCB icon
2812
SuperCom
SPCB
$64.6M
$657K ﹤0.01%
+826
New +$782K
CNS icon
2813
Cohen & Steers
CNS
$4.2B
$656K ﹤0.01%
16,865
-12,052
-42% -$379K
STC icon
2814
Stewart Information Services
STC
$2.14B
$656K ﹤0.01%
18,087
-6,202
-26% -$210K
DCO icon
2815
Ducommun
DCO
$2.56B
$653K ﹤0.01%
42,844
+6,247
+17% +$90.4K
WPM icon
2816
Wheaton Precious Metals
WPM
$49.7B
$652K ﹤0.01%
39,297
-16,844
-30% -$244K
SEAC
2817
DELISTED
Seachange International Inc
SEAC
$650K ﹤0.01%
5,890
-29
-0.5% -$3.37K
USB.PRM
2818
DELISTED
U.S. Bancorp Depositary Shares, each representing 1/1000th interest in a share of Series F Non-Cumul
USB.PRM
$650K ﹤0.01%
22,080
+1,001
+5% +$28.8K
ARII
2819
DELISTED
American Railcar Industries, Inc.
ARII
$648K ﹤0.01%
15,915
+5,574
+54% +$233K
ESL
2820
DELISTED
Esterline Technologies
ESL
$646K ﹤0.01%
10,078
-9,294
-48% -$612K
PNNT
2821
Pennant Park Investment Corp
PNNT
$220M
$640K ﹤0.01%
+105,578
New +$603K
FLXS icon
2822
Flexsteel Industries
FLXS
$307M
$637K ﹤0.01%
14,581
+332
+2% +$13.9K
PFBC icon
2823
Preferred Bank
PFBC
$1.24B
$637K ﹤0.01%
21,074
+5,288
+33% +$159K
COF.PRC.CL
2824
DELISTED
Capital One Financial Corporation
COF.PRC.CL
$636K ﹤0.01%
24,178
+1,079
+5% +$27.9K
GS.PRI.CL
2825
DELISTED
The Goldman Sachs Group, Inc.
GS.PRI.CL
$636K ﹤0.01%
24,633
+1,080
+5% +$27.6K
111 112
113
114 115

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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.