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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
SHOS
3076
DELISTED
Sears Hometown and Outlet Stores, Inc.
SHOS
$376K ﹤0.01%
58,630
-2,989
-5% -$20K
MPG
3077
DELISTED
Metaldyne Performance Group Inc.
MPG
$376K ﹤0.01%
22,381
-338
-1% -$4.72K
MRNS
3078
DELISTED
Marinus Pharmaceuticals, Inc
MRNS
$372K ﹤0.01%
+17,275
New +$366K
SUBC
3079
DELISTED
SUBSEA 7 S A SPONSORED ADR
SUBC
$370K ﹤0.01%
48,746
-25,101
-34% -$191K
TCF.PRB.CL
3080
DELISTED
TCF Financial Corporation
TCF.PRB.CL
$370K ﹤0.01%
13,956
+693
+5% +$18.2K
DLR.PRH.CL
3081
DELISTED
Digital Realty Trust, Inc.
DLR.PRH.CL
$369K ﹤0.01%
13,288
+667
+5% +$18.2K
EGIO
3082
DELISTED
Edgio, Inc. Common Stock
EGIO
$367K ﹤0.01%
5,069
+993
+24% +$56.7K
WUBA
3083
DELISTED
58.com Inc
WUBA
$367K ﹤0.01%
6,601
-1,224
-16% -$67.6K
LCUT icon
3084
Lifetime Brands
LCUT
$192M
$366K ﹤0.01%
24,279
-1,213
-5% -$15K
GDF
3085
DELISTED
WESTERN ASSET GLB PARTNERS INCM FUND INC. COM
GDF
$366K ﹤0.01%
45,609
+1,695
+4% +$12.8K
AMJ
3086
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$365K ﹤0.01%
13,461
-36,582
-73% -$923K
NEWR
3087
DELISTED
New Relic, Inc.
NEWR
$365K ﹤0.01%
+13,979
New +$387K
ESSA
3088
DELISTED
ESSA Bancorp
ESSA
$364K ﹤0.01%
27,004
+717
+3% +$9.65K
C.PRJ
3089
DELISTED
CITIGROUP INC. Depositary Shares, Each Representing a 1/1,000th Interest in a Share of 7.125% Fixed Rate / Floating Rate Noncumulative Preferred Stock, Series J
C.PRJ
$363K ﹤0.01%
13,285
+611
+5% +$16.5K
LOXO
3090
DELISTED
Loxo Oncology, Inc
LOXO
$362K ﹤0.01%
+13,235
New +$277K
HPTRP
3091
DELISTED
HOSPITALITY PROPERTIES TRUST 7.125% Series D Cumulative Redeemable Preferred Shares,
HPTRP
$362K ﹤0.01%
13,835
+681
+5% +$17.6K
CEMP
3092
DELISTED
Cempra, Inc.
CEMP
$361K ﹤0.01%
20,621
+3,439
+20% +$62.4K
MBUU icon
3093
Malibu Boats
MBUU
$548M
$359K ﹤0.01%
+21,869
New +$319K
RYZ
3094
Ryerson Holding Corp
RYZ
$1.49B
$358K ﹤0.01%
64,439
-1,972
-3% -$7.68K
GABC icon
3095
German American Bancorp
GABC
$1.93B
$356K ﹤0.01%
16,577
+621
+4% +$13.1K
IIIN icon
3096
Insteel Industries
IIIN
$592M
$356K ﹤0.01%
+11,631
New +$290K
SB icon
3097
Safe Bulkers
SB
$772M
$356K ﹤0.01%
443,145
+128,264
+41% +$75.7K
UTI icon
3098
Universal Technical Institute
UTI
$2.26B
$356K ﹤0.01%
82,573
-4,896
-6% -$19.1K
CPSS icon
3099
Consumer Portfolio Services
CPSS
$209M
$354K ﹤0.01%
83,570
+1,839
+2% +$7.88K
VATE icon
3100
INNOVATE Corp
VATE
$106M
$353K ﹤0.01%
9,238
+1,806
+24% +$69.3K
122 123
124
125 126

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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.