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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
EPI icon
2851
WisdomTree India Earnings Fund ETF
EPI
$2.04B
$614K ﹤0.01%
+31,461
New +$574K
RNR.PRE
2852
DELISTED
RENAISSANCERE HOLDINGS LTD 5.375% SER E
RNR.PRE
$612K ﹤0.01%
24,207
+4,855
+25% +$122K
DOOR
2853
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
$611K ﹤0.01%
9,325
-7,562
-45% -$427K
HLIO icon
2854
Helios Technologies
HLIO
$2.47B
$608K ﹤0.01%
18,328
-1,362
-7% -$40.1K
ROS
2855
DELISTED
ROSTELEKOM
ROS
$608K ﹤0.01%
68,024
– –
PIV
2856
DELISTED
PWSHS S&P 500 HIGH QTY PORTF S&P HIGH QTY RKGS INDEX
PIV
$608K ﹤0.01%
24,715
-16,001
-39% -$394K
TXMD icon
2857
TherapeuticsMD
TXMD
$23.8M
$605K ﹤0.01%
1,891
+1,280
+209% +$437K
PRTY
2858
DELISTED
Party City Holdco Inc.
PRTY
$599K ﹤0.01%
+39,811
New +$438K
BAC.PRI.CL
2859
DELISTED
Bk Of Amer Corp 6.625% Ser I
BAC.PRI.CL
$597K ﹤0.01%
22,548
+1,094
+5% +$28.9K
MWA icon
2860
Mueller Water Products
MWA
$3.94B
$596K ﹤0.01%
60,334
-37,696
-38% -$322K
CASH icon
2861
Pathward Financial
CASH
$1.88B
$595K ﹤0.01%
+39,135
New +$540K
RNWK
2862
DELISTED
RealNetworks Inc
RNWK
$595K ﹤0.01%
146,459
+392
+0.3% +$1.5K
IRWD icon
2863
Ironwood Pharmaceuticals
IRWD
$586M
$594K ﹤0.01%
64,780
+13,155
+25% +$109K
FNBC
2864
DELISTED
First NBC Bank Holding Company
FNBC
$594K ﹤0.01%
28,839
-4,568
-14% -$121K
PTVCB
2865
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
$593K ﹤0.01%
24,082
-442
-2% -$10.6K
VICR icon
2866
Vicor
VICR
$8.33B
$591K ﹤0.01%
56,347
+4,023
+8% +$34.6K
CUDA
2867
DELISTED
Barracuda Networks, Inc.
CUDA
$591K ﹤0.01%
+38,349
New +$489K
PHX
2868
DELISTED
PHX Minerals
PHX
$589K ﹤0.01%
34,049
+8,828
+35% +$136K
WSBC icon
2869
WesBanco
WSBC
$4.02B
$589K ﹤0.01%
19,821
-25,741
-56% -$735K
RBS.PRE
2870
DELISTED
RBS CAPITAL FUNDING TRUST V 5.9% CUMULATIVE GTD TR PFD SEC
RBS.PRE
$589K ﹤0.01%
24,418
+11,689
+92% +$281K
LMAT icon
2871
LeMaitre Vascular
LMAT
$2.37B
$588K ﹤0.01%
37,857
+23,766
+169% +$341K
CIVI
2872
DELISTED
Civitas Resources
CIVI
$586K ﹤0.01%
3,303
-111
-3% -$29.4K
DXB.CL
2873
DELISTED
Deutsche Bank Contingent Capital Trust II 6.55% Trust Preferred Securities Called
DXB.CL
$586K ﹤0.01%
24,218
-12,065
-33% -$287K
IVE icon
2874
iShares S&P 500 Value ETF
IVE
$49.1B
$585K ﹤0.01%
6,505
-1,577
-20% -$135K
IJR icon
2875
iShares Core S&P Small-Cap ETF
IJR
$109B
$584K ﹤0.01%
10,378
+4,762
+85% +$249K
113 114
115
116 117

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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.