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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
HWKN icon
2876
Hawkins
HWKN
$2.9B
$583K ﹤0.01%
32,290
-6,276
-16% -$108K
LAYN
2877
DELISTED
Layne Christensen Co
LAYN
$583K ﹤0.01%
81,045
+9,187
+13% +$53.6K
QLYS icon
2878
Qualys
QLYS
$4.76B
$582K ﹤0.01%
23,001
+3,986
+21% +$103K
IVW icon
2879
iShares S&P 500 Growth ETF
IVW
$70.5B
$581K ﹤0.01%
20,040
-4,632
-19% -$127K
JTA
2880
DELISTED
Nuveen Tax-Advantaged Total Return Strategy Fund
JTA
$581K ﹤0.01%
+51,452
New +$550K
LGIH icon
2881
LGI Homes
LGIH
$1.35B
$580K ﹤0.01%
23,944
+11,155
+87% +$248K
CHW
2882
Calamos Global Dynamic Income Fund
CHW
$516M
$578K ﹤0.01%
82,188
+796
+1% +$5.21K
USAK
2883
DELISTED
USA Truck Inc
USAK
$578K ﹤0.01%
30,664
+1,625
+6% +$26.2K
ACLS icon
2884
Axcelis
ACLS
$3.44B
$574K ﹤0.01%
51,220
+1,693
+3% +$17.3K
FNLC icon
2885
First Bancorp
FNLC
$401M
$574K ﹤0.01%
29,439
-5,106
-15% -$96.1K
RBS.PRG
2886
DELISTED
RBS CAPITAL FUNDING TRUST VII GTD TR PFD SEC 6.08%
RBS.PRG
$573K ﹤0.01%
+23,772
New +$575K
DWRE
2887
DELISTED
DEMANDWARE INC COM STK (DE)
DWRE
$573K ﹤0.01%
14,666
+703
+5% +$27.3K
VLGEA icon
2888
Village Super Market
VLGEA
$657M
$571K ﹤0.01%
23,628
+402
+2% +$9.96K
PNX
2889
DELISTED
PHOENIX COMPANIES INC. NEW
PNX
$570K ﹤0.01%
15,484
+3,718
+32% +$136K
LIOX
2890
DELISTED
Lionbridge Technologies
LIOX
$569K ﹤0.01%
112,439
+179
+0.2% +$816
QUNR
2891
DELISTED
Qunar Cayman Islands Limited
QUNR
$568K ﹤0.01%
14,300
+7,535
+111% +$290K
PRMW
2892
DELISTED
Primo Water Corporation
PRMW
$565K ﹤0.01%
+55,974
New +$501K
AMPH icon
2893
Amphastar Pharmaceuticals
AMPH
$907M
$561K ﹤0.01%
46,769
+4,731
+11% +$55.8K
XHR
2894
Xenia Hotels & Resorts
XHR
$2.01B
$561K ﹤0.01%
35,939
-28,480
-44% -$421K
SNHNI
2895
DELISTED
SENIOR HOUSING PROPERTIES TRUST 5.625% Senior Notes due 2042
SNHNI
$561K ﹤0.01%
22,424
+4,723
+27% +$117K
NKSH icon
2896
National Bankshares
NKSH
$253M
$560K ﹤0.01%
16,307
-452
-3% -$15.2K
EPOL icon
2897
iShares MSCI Poland ETF
EPOL
$680M
$559K ﹤0.01%
27,658
+16,089
+139% +$285K
AFSD
2898
DELISTED
AFLAC Inc
AFSD
$558K ﹤0.01%
21,650
+4,858
+29% +$125K
AOI
2899
DELISTED
Alliance One International
AOI
$556K ﹤0.01%
31,636
+1,233
+4% +$15.1K
JMBA
2900
DELISTED
Jamba, Inc.
JMBA
$555K ﹤0.01%
44,873
-1,676
-4% -$21.3K
114 115
116
117 118

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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.