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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
HMHC
3126
DELISTED
Houghton Mifflin Harcourt Company
HMHC
$332K ﹤0.01%
16,630
-45,470
-73% -$837K
ADPT
3127
DELISTED
Adeptus Health Inc
ADPT
$332K ﹤0.01%
+5,986
New +$310K
GIFI
3128
DELISTED
Gulf Island Fabrication
GIFI
$331K ﹤0.01%
42,132
-14,595
-26% -$128K
DSGX icon
3129
Descartes Systems
DSGX
$6.68B
$330K ﹤0.01%
+16,935
New +$298K
FXO icon
3130
First Trust Financials AlphaDEX Fund
FXO
$1.14B
$330K ﹤0.01%
14,615
-3,362
-19% -$72.2K
DEX
3131
DELISTED
DELAWARE ENHANCED GLOBAL DIVIDEND & INCOME FUND
DEX
$330K ﹤0.01%
36,012
-653
-2% -$5.67K
HOS
3132
DELISTED
Hornbeck Offshore Services, Inc.
HOS
$330K ﹤0.01%
33,279
-50,569
-60% -$425K
EFT
3133
Eaton Vance Floating-Rate Income Trust
EFT
$283M
$329K ﹤0.01%
25,023
+398
+2% +$4.91K
FENX
3134
DELISTED
Fenix Parts, Inc.
FENX
$329K ﹤0.01%
+71,625
New +$365K
EEM icon
3135
PUT
iShares MSCI Emerging Markets ETF
EEM
$27.5B
$327K ﹤0.01%
1,729
-5,118
-75% -$159K
PL.PRC.CL
3136
DELISTED
Protective Life Corp
PL.PRC.CL
$327K ﹤0.01%
12,476
+574
+5% +$15K
NDRM
3137
DELISTED
NeuroDerm Ltd. Ordinary Shares
NDRM
$326K ﹤0.01%
+23,089
New +$312K
COLL icon
3138
Collegium Pharmaceutical
COLL
$1.18B
$325K ﹤0.01%
+17,927
New +$326K
VNO.PRK
3139
DELISTED
VORNADO REALTY TRUST 5.70% Series K Cumulative Redeemable Preferred Shares of Beneficial Interest
VNO.PRK
$322K ﹤0.01%
12,580
+575
+5% +$14.6K
VIG icon
3140
Vanguard Dividend Appreciation ETF
VIG
$111B
$321K ﹤0.01%
+3,949
New +$303K
RKUS
3141
DELISTED
RUCKUS WIRELESS INC COM STK (DE)
RKUS
$321K ﹤0.01%
32,727
-18,087
-36% -$167K
SAAS
3142
DELISTED
inContact, Inc.
SAAS
$320K ﹤0.01%
35,995
+9,095
+34% +$80.2K
ODC icon
3143
Oil-Dri
ODC
$1.43B
$319K ﹤0.01%
+18,884
New +$339K
DEST
3144
DELISTED
Destination Maternity Corporation
DEST
$319K ﹤0.01%
46,607
-22,670
-33% -$170K
SDY icon
3145
State Street SPDR S&P Dividend ETF
SDY
$22.1B
$317K ﹤0.01%
+3,970
New +$294K
ATRI
3146
DELISTED
Atrion Corp
ATRI
$317K ﹤0.01%
803
-48
-6% -$18.2K
AMNB
3147
DELISTED
American National Bankshares Inc
AMNB
$316K ﹤0.01%
12,475
-3,088
-20% -$76.3K
DBKO
3148
DELISTED
Xtrackers MSCI South Korea Hedged Equity ETF
DBKO
$315K ﹤0.01%
13,585
-10,943
-45% -$243K
ABCB icon
3149
Ameris Bancorp
ABCB
$5.89B
$314K ﹤0.01%
10,618
-11,740
-53% -$332K
LPG icon
3150
Dorian LPG
LPG
$1.96B
$314K ﹤0.01%
33,421
+6,213
+23% +$64.1K
124 125
126
127 128

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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.