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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
KIM.PRK.CL
3026
DELISTED
KIMCO REALTY CORPORATION Class K Depositary Shares, each of which represents a one-one thousandth fr
KIM.PRK.CL
$418K ﹤0.01%
16,381
+4,304
+36% +$109K
KANG
3027
DELISTED
iKang Healthcare Group, Inc.
KANG
$418K ﹤0.01%
+19,101
New +$398K
COB
3028
DELISTED
CommunityOne Bancorp
COB
$416K ﹤0.01%
31,345
+2,289
+8% +$29.5K
AY
3029
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
$413K ﹤0.01%
23,212
-21,023
-48% -$355K
PSV
3030
DELISTED
Hermitage Offshore Services Ltd.
PSV
$413K ﹤0.01%
9,222
-676
-7% -$29.6K
AXS.PRC.CL
3031
DELISTED
Axis Capital Holdings Ltd
AXS.PRC.CL
$412K ﹤0.01%
15,928
+760
+5% +$19.9K
NVAX icon
3032
Novavax
NVAX
$1.21B
$411K ﹤0.01%
3,980
+672
+20% +$72.1K
TERP
3033
DELISTED
TerraForm Power, Inc
TERP
$411K ﹤0.01%
47,551
-6,536
-12% -$60.9K
SQI
3034
DELISTED
SCIQUEST, INC. COMMON STOCK
SQI
$411K ﹤0.01%
+29,593
New +$373K
VT icon
3035
Vanguard Total World Stock ETF
VT
$75.3B
$409K ﹤0.01%
7,093
-68,361
-91% -$3.73M
WMAR
3036
DELISTED
West Marine Inc
WMAR
$407K ﹤0.01%
44,777
+4,377
+11% +$37.5K
AAIC
3037
DELISTED
Arlington Asset Investment Corp.
AAIC
$406K ﹤0.01%
32,438
+12,597
+63% +$152K
MBB icon
3038
iShares MBS ETF
MBB
$39.1B
$405K ﹤0.01%
3,701
– –
NEE.PRJ
3039
DELISTED
NEXTERA ENERGY CAPITAL HOLDINGS, INC.
NEE.PRJ
$404K ﹤0.01%
15,877
+785
+5% +$19.6K
HTWR
3040
DELISTED
HEARTWARE INTERNATIONAL INC COM STK (DE)
HTWR
$403K ﹤0.01%
12,821
+1,599
+14% +$54.1K
RMT
3041
Royce Micro-Cap Trust
RMT
$718M
$402K ﹤0.01%
+57,483
New +$381K
LTXB
3042
DELISTED
LegacyTexas Financial Group Inc
LTXB
$402K ﹤0.01%
20,483
-17,417
-46% -$340K
RVNC
3043
DELISTED
Revance Therapeutics, Inc.
RVNC
$400K ﹤0.01%
+22,924
New +$467K
XCO
3044
DELISTED
Exco Resources
XCO
$400K ﹤0.01%
26,937
-596
-2% -$9.88K
CSCD
3045
DELISTED
CASCADE MICROTECH, INC.
CSCD
$399K ﹤0.01%
19,339
+8,714
+82% +$162K
CSLT
3046
DELISTED
CASTLIGHT HEALTH, INC.
CSLT
$398K ﹤0.01%
119,423
+87,280
+272% +$287K
NNN.PRD.CL
3047
DELISTED
National Retail Properties Inc
NNN.PRD.CL
$398K ﹤0.01%
15,250
+689
+5% +$17.9K
EWA icon
3048
iShares MSCI Australia ETF
EWA
$1.38B
$397K ﹤0.01%
+20,543
New +$370K
ZAYO
3049
DELISTED
Zayo Group Holdings, Inc.
ZAYO
$395K ﹤0.01%
16,305
+637
+4% +$15.5K
PHIIK
3050
DELISTED
PHI, Inc. Non-Voting Common Stock
PHIIK
$395K ﹤0.01%
20,917
+1,060
+5% +$18.7K
120 121
122
123 124

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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.