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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
GST
3576
DELISTED
Gastar Exploration Inc.
GST
– –
-17,580
Closed -$23K
LCM
3577
DELISTED
Advent/Claymore Enhanced Gth & F
LCM
– –
-20,284
Closed -$168K
GNRT
3578
DELISTED
Gener8 Maritime, Inc.
GNRT
– –
-17,853
Closed -$169K
WG
3579
DELISTED
Willbros Group
WG
– –
-115,519
Closed -$311K
CASC
3580
DELISTED
Cascadian Therapeutics, Inc.
CASC
– –
-2,475
Closed -$33K
TMK.PRB.CL
3581
DELISTED
Torchmark Corporation
TMK.PRB.CL
– –
-9,770
Closed -$252K
CACQ
3582
DELISTED
Caesars Acquisition Company
CACQ
– –
-16,241
Closed -$111K
NEFF
3583
DELISTED
Neff Corporation
NEFF
– –
-17,627
Closed -$135K
PWE
3584
DELISTED
Penn West Energy Petroleum Ltd
PWE
– –
-187,889
Closed -$157K
IRG
3585
DELISTED
Ignite Restaurant Group, Inc.
IRG
– –
-10,360
Closed -$44K
HGG
3586
DELISTED
hhgregg Inc.
HGG
– –
-83,742
Closed -$306K
WCIC
3587
DELISTED
WCI Communities, Inc.
WCIC
– –
-12,127
Closed -$270K
VTAE
3588
DELISTED
VITAE PHARMACEUTICALS INC COMMON STOCK
VTAE
– –
-10,550
Closed -$191K
XNPT
3589
DELISTED
XENOPORT, INC.
XNPT
– –
-10,045
Closed -$55K
JGW
3590
DELISTED
J G WENTWORTH CO CL A COM STK (DE)
JGW
– –
-119,864
Closed -$216K
SZYM
3591
DELISTED
SOLAZYME INC COM STK (DE)
SZYM
– –
-40,617
Closed -$101K
ARO
3592
DELISTED
Aeropostale Inc
ARO
– –
-62,343
Closed -$17K
ORIG
3593
DELISTED
Ocean Rig UDW Inc. Class A Common Shares
ORIG
– –
-5
Closed -$74K
PSUN
3594
DELISTED
PACIFIC SUNWEAR OF CAL. INC
PSUN
– –
-231,307
Closed -$56K
HNT
3595
DELISTED
HEALTH NET INC
HNT
– –
-298,691
Closed -$20.4M
RLD
3596
DELISTED
REALD INC COM STK
RLD
– –
-49,640
Closed -$524K
PRE
3597
DELISTED
PARTNERRE LTD
PRE
– –
-190,404
Closed -$26.6M
SFG
3598
DELISTED
STANCORP FINL GRP
SFG
– –
-49,016
Closed -$5.58M
GMCR
3599
DELISTED
KEURIG GREEN MTN INC
GMCR
– –
-170,924
Closed -$15.4M
MR
3600
DELISTED
MINDRAY MED INTL LTD SPONSORED ADR REPSTG CL A
MR
– –
-360,026
Closed -$9.76M
142 143
144
145 146

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PSUF
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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.