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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
WSR
3151
DELISTED
Whitestone REIT
WSR
$314K ﹤0.01%
25,004
-23,728
-49% -$266K
FIVN icon
3152
FIVE9
FIVN
$2.08B
$312K ﹤0.01%
+35,050
New +$275K
PSA.PRR
3153
DELISTED
PUBLIC STORAGE DEPOSITORY SH REPSTG 1/1000TH PFD SER R
PSA.PRR
$312K ﹤0.01%
12,167
+555
+5% +$14.3K
TTGT icon
3154
TechTarget
TTGT
$327M
$311K ﹤0.01%
41,850
-1,081
-3% -$8.03K
AFGE.CL
3155
DELISTED
American Financial Group, Inc 6 % Subordinated Debentures due 2054 Called for Redemption
AFGE.CL
$311K ﹤0.01%
+11,703
New +$306K
MTA
3156
DELISTED
MAGYAR TELEKOM TELECOMMUNICATIONS PLC SPON ADR
MTA
$310K ﹤0.01%
37,804
– –
LPCN icon
3157
Lipocine
LPCN
$17.1M
$308K ﹤0.01%
+1,783
New +$304K
JMG
3158
DELISTED
JOURNAL MEDIA GROUP INC COM
JMG
$308K ﹤0.01%
25,779
+13,459
+109% +$161K
AIQ
3159
DELISTED
Alliance Healthcare Services
AIQ
$308K ﹤0.01%
42,883
+2,440
+6% +$17.8K
AEB
3160
DELISTED
Aegon NV 5.29964% Floating Rate Perpetual Capital Securities
AEB
$307K ﹤0.01%
13,599
+610
+5% +$13.9K
REG.PRF.CL
3161
DELISTED
Regency Centers Corporation
REG.PRF.CL
$307K ﹤0.01%
11,807
+563
+5% +$14.7K
TESS
3162
DELISTED
Tessco Technologies Inc
TESS
$306K ﹤0.01%
18,394
-332
-2% -$5.78K
OIBR
3163
DELISTED
OI S A SPONSORED ADR REPSTG PFD NEW (BRA)
OIBR
$306K ﹤0.01%
939,782
– –
MGR.CL
3164
DELISTED
Affiliated Managers Group Inc
MGR.CL
$306K ﹤0.01%
11,670
+624
+6% +$16.2K
AXDX
3165
DELISTED
Accelerate Diagnostics
AXDX
$305K ﹤0.01%
+2,123
New +$300K
QNST icon
3166
QuinStreet
QNST
$927M
$305K ﹤0.01%
89,172
-6,661
-7% -$22.6K
AXS.PRD.CL
3167
DELISTED
AXIS CAPITAL HOLDINGS LIMITED 5.50% SERIES D Called for Redemption
AXS.PRD.CL
$305K ﹤0.01%
11,999
+450
+4% +$11.3K
GSJ.CL
3168
DELISTED
The Goldman Sachs Group Inc
GSJ.CL
$303K ﹤0.01%
11,587
-9,897
-46% -$258K
CTX.CL
3169
DELISTED
Qwest Corporation
CTX.CL
$302K ﹤0.01%
11,828
+598
+5% +$15.3K
AMRI
3170
DELISTED
Albany Molecular Research Inc
AMRI
$302K ﹤0.01%
19,772
+2,220
+13% +$34.8K
RDI icon
3171
Reading International Class A
RDI
$32.5M
$301K ﹤0.01%
25,096
-13,483
-35% -$148K
CERS icon
3172
Cerus
CERS
$575M
$299K ﹤0.01%
50,402
+1,277
+3% +$7.07K
ZNH
3173
DELISTED
China Southern Airlines Company Limited
ZNH
$299K ﹤0.01%
+9,586
New +$288K
HALO icon
3174
Halozyme
HALO
$9.88B
$298K ﹤0.01%
31,482
+7,600
+32% +$71.5K
NSM
3175
DELISTED
Nationstar Mortgage Holdings
NSM
$298K ﹤0.01%
+30,058
New +$320K
125 126
127
128 129

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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.