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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
TIP icon
2901
iShares TIPS Bond ETF
TIP
$14.5B
$553K ﹤0.01%
4,820
+192
+4% +$21.4K
OPY icon
2902
Oppenheimer Holdings
OPY
$1.18B
$552K ﹤0.01%
34,971
+12,668
+57% +$189K
ELRC
2903
DELISTED
ELECTRO RENT CORP
ELRC
$551K ﹤0.01%
59,544
-3,271
-5% -$29.5K
XRM
2904
DELISTED
Xerium Technologies Inc (new)
XRM
$550K ﹤0.01%
105,348
-17,632
-14% -$143K
BFIN
2905
DELISTED
BankFinancial
BFIN
$548K ﹤0.01%
46,353
+31,968
+222% +$386K
AUTO
2906
DELISTED
AutoWeb, Inc. Common Stock
AUTO
$548K ﹤0.01%
+31,544
New +$565K
RBS.PRS.CL
2907
DELISTED
The Royal Bank Of Scotland Group
RBS.PRS.CL
$546K ﹤0.01%
21,945
+6,582
+43% +$162K
TRQ
2908
DELISTED
Turquoise Hill Resources Ltd
TRQ
$541K ﹤0.01%
21,291
+8,509
+67% +$192K
PAHC icon
2909
Phibro Animal Health
PAHC
$1.5B
$536K ﹤0.01%
19,811
+6,461
+48% +$185K
WINA icon
2910
Winmark
WINA
$1.2B
$535K ﹤0.01%
+5,461
New +$522K
INF
2911
DELISTED
BROOKFIELD GLOBAL LISTED INFRASTRUCTURE INCOME FUND INC.
INF
$535K ﹤0.01%
47,153
+20,912
+80% +$216K
PSA.PRT.CL
2912
DELISTED
Public Storage
PSA.PRT.CL
$535K ﹤0.01%
20,392
+948
+5% +$24.4K
WGO icon
2913
Winnebago Industries
WGO
$900M
$534K ﹤0.01%
23,799
-13
-0.1% -$245
RF.PRB
2914
DELISTED
REGIONS FINANCIAL CORPORATION
RF.PRB
$534K ﹤0.01%
19,760
+905
+5% +$23.9K
MEOH icon
2915
Methanex
MEOH
$4.23B
$532K ﹤0.01%
16,567
-6,846
-29% -$204K
TRVN
2916
DELISTED
Trevena, Inc.
TRVN
$531K ﹤0.01%
103
+66
+178% +$332K
AIMT
2917
DELISTED
Aimmune Therapeutics
AIMT
$530K ﹤0.01%
39,114
+22,837
+140% +$356K
FORM icon
2918
FormFactor
FORM
$6.51B
$529K ﹤0.01%
72,807
+4,651
+7% +$35.3K
EMCI
2919
DELISTED
EMC INS Group Inc
EMCI
$526K ﹤0.01%
20,518
+671
+3% +$16.2K
IRBT
2920
DELISTED
iRobot
IRBT
$523K ﹤0.01%
14,829
+1,951
+15% +$63.5K
MFL
2921
DELISTED
BLACKROCK MUNIHOLDINGS INVESTMENT QUALITY FUND
MFL
$521K ﹤0.01%
34,368
-66,779
-66% -$995K
TMHC
2922
DELISTED
Taylor Morrison
TMHC
$520K ﹤0.01%
36,801
-12,716
-26% -$168K
GHDX
2923
DELISTED
Genomic Health, Inc.
GHDX
$519K ﹤0.01%
20,968
+3,251
+18% +$89.2K
YELL
2924
DELISTED
Yellow Corporation Common Stock
YELL
$519K ﹤0.01%
55,681
+2,052
+4% +$19.5K
FTF
2925
Franklin Limited Duration Income Trust
FTF
$231M
$518K ﹤0.01%
45,688
+1,177
+3% +$12.7K
115 116
117
118 119

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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.