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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
EWJ icon
3101
iShares MSCI Japan ETF
EWJ
$21.2B
$352K ﹤0.01%
7,721
+101
+1% +$4.54K
MLAB icon
3102
Mesa Laboratories
MLAB
$551M
$352K ﹤0.01%
+3,649
New +$329K
CPXX
3103
DELISTED
CELATOR PHARMACEUTICALS INC. COMMON STOCK
CPXX
$350K ﹤0.01%
+31,713
New +$104K
LADR
3104
Ladder Capital
LADR
$1.24B
$349K ﹤0.01%
+28,257
New +$313K
BMI icon
3105
Badger Meter
BMI
$3.87B
$348K ﹤0.01%
10,472
-16,598
-61% -$513K
VOE icon
3106
Vanguard Mid-Cap Value ETF
VOE
$23.9B
$348K ﹤0.01%
4,000
-76
-2% -$6.2K
JCAP
3107
DELISTED
Jernigan Capital, Inc.
JCAP
$348K ﹤0.01%
+22,295
New +$331K
SGY
3108
DELISTED
Stone Energy
SGY
$348K ﹤0.01%
7,749
-5,923
-43% -$766K
ARAV
3109
DELISTED
Aravive, Inc. Common Stock
ARAV
$347K ﹤0.01%
+7,211
New +$382K
AEK.CL
3110
DELISTED
Aegon NV
AEK.CL
$347K ﹤0.01%
12,844
+639
+5% +$17.4K
PSTB
3111
DELISTED
Park Sterling Corp.
PSTB
$347K ﹤0.01%
52,036
-11,133
-18% -$74.6K
BSRR icon
3112
Sierra Bancorp
BSRR
$532M
$343K ﹤0.01%
18,920
+337
+2% +$6.02K
ALR
3113
DELISTED
AlerisLife Inc
ALR
$342K ﹤0.01%
14,937
-1,109
-7% -$27.2K
WRB.PRB
3114
DELISTED
W.R. BERKLEY CORPORATION 5.625% Subordinated Debentures due 2053
WRB.PRB
$341K ﹤0.01%
13,589
+604
+5% +$15.2K
JHI
3115
John Hancock Investors Trust
JHI
$114M
$340K ﹤0.01%
22,011
+343
+2% +$4.93K
CORR
3116
DELISTED
CorEnergy Infrastructure Trust, Inc.
CORR
$339K ﹤0.01%
+16,841
New +$254K
MBVT
3117
DELISTED
Merchants Bancshares Inc
MBVT
$339K ﹤0.01%
11,393
-3,564
-24% -$103K
SMI
3118
DELISTED
Semiconductor Manufacturing Intl
SMI
$339K ﹤0.01%
76,074
+19,365
+34% +$85.2K
PFIG icon
3119
Invesco Fundamental Investment Grade Corporate Bond ETF
PFIG
$115M
$338K ﹤0.01%
+13,215
New +$332K
IWR icon
3120
iShares Russell Mid-Cap ETF
IWR
$55.9B
$337K ﹤0.01%
8,268
-35,968
-81% -$1.37M
TOTL icon
3121
State Street DoubleLine Total Return Tactical ETF
TOTL
$4.1B
$337K ﹤0.01%
+6,815
New +$334K
TPST icon
3122
Tempest Therapeutics
TPST
$14.3M
$336K ﹤0.01%
12
+3
+33% +$63.4K
NRC icon
3123
NRC Health Common Stock
NRC
$412M
$335K ﹤0.01%
+21,520
New +$315K
ADUS icon
3124
Addus HomeCare
ADUS
$2.22B
$334K ﹤0.01%
19,407
-282
-1% -$5.83K
LGTY
3125
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
$334K ﹤0.01%
37,112
+4,289
+13% +$39.8K
123 124
125
126 127

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MCM
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PSUF
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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.