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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
ERII icon
3176
Energy Recovery
ERII
$420M
$297K ﹤0.01%
+28,762
New +$210K
PSB.PRS.CL
3177
DELISTED
PS Business Parks Inc
PSB.PRS.CL
$297K ﹤0.01%
11,516
+542
+5% +$14K
MNTA
3178
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
$296K ﹤0.01%
32,074
-3,869
-11% -$41.6K
PSB.PRU.CL
3179
DELISTED
PS Business Parks, Inc. Depositary Shares Each Representing 1/1000 of a Share of 5.75% Cumulative Pr
PSB.PRU.CL
$296K ﹤0.01%
11,647
+468
+4% +$11.8K
ONCE
3180
DELISTED
Spark Therapeutics, Inc. Common Stock
ONCE
$296K ﹤0.01%
+10,046
New +$317K
SSNI
3181
DELISTED
Silver Spring Networks, Inc.
SSNI
$296K ﹤0.01%
20,040
-667
-3% -$8.32K
HBNC icon
3182
Horizon Bancorp
HBNC
$1.06B
$295K ﹤0.01%
26,890
+1,427
+6% +$15.8K
TCBK icon
3183
TriCo Bancshares
TCBK
$1.85B
$294K ﹤0.01%
+11,595
New +$294K
TA
3184
DELISTED
TravelCenters of America LLC
TA
$292K ﹤0.01%
8,618
+677
+9% +$26.2K
JONE
3185
DELISTED
Jones Energy, Inc.
JONE
$292K ﹤0.01%
4,775
+1,458
+44% +$65.2K
ADAM
3186
Adamas Trust
ADAM
$777M
$290K ﹤0.01%
15,285
-9,534
-38% -$179K
UBNK
3187
DELISTED
United Financial Bancorp, Inc.
UBNK
$290K ﹤0.01%
23,057
-3,400
-13% -$40.1K
IHC
3188
DELISTED
Independence Holding Company
IHC
$289K ﹤0.01%
18,182
+6,042
+50% +$93.7K
INGN icon
3189
Inogen
INGN
$174M
$287K ﹤0.01%
+6,371
New +$227K
RJD.CL
3190
DELISTED
Raymond James Financial Inc
RJD.CL
$287K ﹤0.01%
10,950
+499
+5% +$13.3K
CTY
3191
DELISTED
QWEST CORPORATION 6.125% NOTES DUE 2053
CTY
$285K ﹤0.01%
11,652
+409
+4% +$9.96K
SPP
3192
DELISTED
SAPPI LTD ADS(RP 1 0RD SH)
SPP
$283K ﹤0.01%
63,138
– –
HTHT icon
3193
Huazhu Hotels Group
HTHT
$13.3B
$281K ﹤0.01%
29,412
-7,248
-20% -$53.3K
PCW
3194
DELISTED
PCCW LIMITED ADS (10 ORD) (NEW)
PCW
$281K ﹤0.01%
43,263
-1,993
-4% -$12.9K
ZIXI
3195
DELISTED
Zix Corporation
ZIXI
$279K ﹤0.01%
70,938
-53,504
-43% -$223K
PACEU
3196
DELISTED
Pace Holdings Corp.
PACEU
$279K ﹤0.01%
+27,968
New +$279K
COF.PRF
3197
DELISTED
Capital One Financial Corporation
COF.PRF
$278K ﹤0.01%
10,699
+560
+6% +$14.4K
HNRG icon
3198
Hallador Energy
HNRG
$646M
$277K ﹤0.01%
60,514
+5,848
+11% +$28.2K
XLI icon
3199
State Street Industrial Select Sector SPDR ETF
XLI
$32.2B
$277K ﹤0.01%
5,000
-2,755
-36% -$142K
IMN
3200
DELISTED
Imation
IMN
$277K ﹤0.01%
178,544
-6,738
-4% -$7.33K
126 127
128
129 130

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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.