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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
IYR icon
3001
iShares US Real Estate ETF
IYR
$4.75B
$442K ﹤0.01%
5,680
-35
-0.6% -$2.54K
BCA
3002
DELISTED
CORPBANCA SPONSORED ADR REPSTG (1-1,500)COM STK
BCA
$442K ﹤0.01%
32,163
-16,620
-34% -$199K
BBSI icon
3003
Barrett Business Services
BBSI
$1.01B
$441K ﹤0.01%
61,420
-57,512
-48% -$495K
FC icon
3004
Franklin Covey
FC
$239M
$440K ﹤0.01%
24,988
+378
+2% +$6.46K
NS
3005
DELISTED
NuStar Energy L.P.
NS
$439K ﹤0.01%
10,856
– –
AKO.A icon
3006
Embotelladora Andina Series A
AKO.A
$3.53B
$437K ﹤0.01%
25,740
-18
-0.1% -$276
BIV icon
3007
Vanguard Intermediate-Term Bond ETF
BIV
$28.9B
$434K ﹤0.01%
5,030
-4,464
-47% -$378K
EVF
3008
Eaton Vance Senior Income Trust
EVF
$90.1M
$434K ﹤0.01%
74,878
+4,946
+7% +$27.3K
THD icon
3009
iShares MSCI Thailand ETF
THD
$361M
$434K ﹤0.01%
+6,434
New +$400K
EEMS icon
3010
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$341M
$433K ﹤0.01%
+10,506
New +$405K
HZN
3011
DELISTED
Horizon Global Corporation
HZN
$432K ﹤0.01%
34,316
-17,017
-33% -$169K
MRLN
3012
DELISTED
Marlin Business Services Corp
MRLN
$430K ﹤0.01%
30,044
-20
-0.1% -$286
PJH
3013
DELISTED
PRUDENTIAL FINANCIAL, INC. 5.75% Junior Subordinated Notes due 2052
PJH
$430K ﹤0.01%
16,403
+781
+5% +$20.4K
CRVL icon
3014
CorVel
CRVL
$3.18B
$429K ﹤0.01%
32,679
+8,004
+32% +$113K
ARIA
3015
DELISTED
Ariad Pharmaceuticals Inc
ARIA
$429K ﹤0.01%
67,094
-37,901
-36% -$212K
FLY
3016
DELISTED
Fly Leasing Limited
FLY
$428K ﹤0.01%
33,688
-7,387
-18% -$91K
OKSB
3017
DELISTED
Southwest Bancorp Inc/OK
OKSB
$428K ﹤0.01%
28,422
+1,451
+5% +$22.8K
AP icon
3018
Ampco-Pittsburgh
AP
$163M
$427K ﹤0.01%
30,680
+1,214
+4% +$13.7K
FSS icon
3019
Federal Signal
FSS
$6.82B
$427K ﹤0.01%
32,165
-11,862
-27% -$163K
ATHM icon
3020
Autohome
ATHM
$2.62B
$426K ﹤0.01%
15,231
+5,753
+61% +$151K
ESGR
3021
DELISTED
Enstar Group
ESGR
$426K ﹤0.01%
2,621
+481
+22% +$74.4K
HIL
3022
DELISTED
Hill International, Inc. Common Stock
HIL
$425K ﹤0.01%
126,031
+100
+0.1% +$326
BSBR icon
3023
Santander
BSBR
$38.2B
$424K ﹤0.01%
95,276
+41,037
+76% +$149K
NEE.PRI
3024
DELISTED
NEXTERA ENERGY CAPITAL HOLDINGS, INC. Series I Junior Subordinated Debentures due November 15, 2072
NEE.PRI
$422K ﹤0.01%
16,559
+754
+5% +$18.9K
FSYS
3025
DELISTED
FUEL SYSTEMS SOLUTIONS INC COM STK
FSYS
$421K ﹤0.01%
76,088
-1,612
-2% -$7.39K
119 120
121
122 123

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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.