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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
JUNO
3201
DELISTED
Juno Therapeutics, Inc.
JUNO
$276K ﹤0.01%
7,240
-5,465
-43% -$190K
CSII
3202
DELISTED
Cardiovascular Systems, Inc.
CSII
$274K ﹤0.01%
26,414
+3,911
+17% +$39.6K
DEL
3203
DELISTED
Deltic Timber
DEL
$274K ﹤0.01%
4,549
-1,904
-30% -$107K
ANIP icon
3204
ANI Pharmaceuticals
ANIP
$1.86B
$273K ﹤0.01%
+8,125
New +$276K
QMCO icon
3205
Quantum Corp
QMCO
$411M
$272K ﹤0.01%
2,787
-12
-0.4% -$1.15K
ITCI
3206
DELISTED
Intra-Cellular Therapies Inc.
ITCI
$271K ﹤0.01%
9,763
+5,220
+115% +$174K
DMRC icon
3207
Digimarc Corp
DMRC
$143M
$270K ﹤0.01%
8,909
+191
+2% +$6.09K
VNO.PRJ
3208
DELISTED
VORNADO RLTY TR PFD 6.875% CUMULATIVE RED SER J % (MD)
VNO.PRJ
$270K ﹤0.01%
10,691
+555
+5% +$14.1K
ATRO icon
3209
Astronics
ATRO
$3.21B
$268K ﹤0.01%
+11,150
New +$236K
CSFL
3210
DELISTED
CenterState Bank Corporation Common Stock
CSFL
$268K ﹤0.01%
17,980
-60
-0.3% -$865
ISF.CL
3211
DELISTED
ING Groep NV
ISF.CL
$267K ﹤0.01%
10,382
+515
+5% +$13K
IRE
3212
DELISTED
GOVERNOR-BK OF IRELND ADS NEW
IRE
$267K ﹤0.01%
23,250
-229,012
-91% -$2.63M
CTW.CL
3213
DELISTED
Qwest Corporation
CTW.CL
$265K ﹤0.01%
10,312
+452
+5% +$11.6K
WIX icon
3214
WIX.com
WIX
$2.56B
$263K ﹤0.01%
12,976
-1,065
-8% -$21.3K
ATCO
3215
DELISTED
Atlas Corp.
ATCO
$263K ﹤0.01%
14,361
-1,139
-7% -$19K
RIGL icon
3216
Rigel Pharmaceuticals
RIGL
$723M
$262K ﹤0.01%
12,577
-373
-3% -$9.2K
VNO.PRL icon
3217
Vornado Realty Trust 5.40% Series L Preferred Shares
VNO.PRL
$210M
$261K ﹤0.01%
10,441
+440
+4% +$10.9K
PSA.PRW
3218
DELISTED
Public Storage Depositary Shares, Each Representing 1/1,000 of a 5.20% Cumulative Preferred Share of
PSA.PRW
$261K ﹤0.01%
10,210
+466
+5% +$11.8K
CVEO icon
3219
Civeo
CVEO
$356M
$260K ﹤0.01%
17,600
-15,729
-47% -$209K
MODN
3220
DELISTED
MODEL N, INC.
MODN
$260K ﹤0.01%
24,172
-2,825
-10% -$29.5K
TVPT
3221
DELISTED
Travelport Worldwide Limited
TVPT
$260K ﹤0.01%
19,067
-56,359
-75% -$677K
IRT icon
3222
Independence Realty Trust
IRT
$3.98B
$259K ﹤0.01%
36,377
+9,978
+38% +$67.1K
WEYS icon
3223
Weyco Group
WEYS
$377M
$256K ﹤0.01%
9,629
-2,742
-22% -$70.6K
ASPS icon
3224
Altisource Portfolio Solutions
ASPS
$57.6M
$255K ﹤0.01%
1,322
-947
-42% -$201K
EZT
3225
DELISTED
Entergy Texas, Inc. First Mortgage Bonds, 5.625% Series due June 1, 2064
EZT
$255K ﹤0.01%
9,542
+368
+4% +$9.91K
127 128
129
130 131

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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.