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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
SLH
3601
DELISTED
SOLERA HOLDINGS, INC. COM
SLH
– –
-53,817
Closed -$2.95M
CCG
3602
DELISTED
CAMPUS CREST COMMUNITIES INC COM STK (MD)
CCG
– –
-149,444
Closed -$1.02M
ARPI
3603
DELISTED
AMERICAN RESIDENTIAL PPTYS INC COM
ARPI
– –
-30,772
Closed -$582K
DMND
3604
DELISTED
DIAMOND FOODS, INC.
DMND
– –
-12,838
Closed -$495K
SIRO
3605
DELISTED
SIRONA DENTAL SYSTEMS INC COM STK
SIRO
– –
-150,019
Closed -$16.4M
FRM
3606
DELISTED
FURMANITE CORPORATION COM
FRM
– –
-17,517
Closed -$117K
ALU
3607
DELISTED
Alcatel-Lucent
ALU
– –
-948,485
Closed -$3.63M
TSYS
3608
DELISTED
TELECOMMUNICATIONS SYS INC "A"
TSYS
– –
-151,178
Closed -$751K
KING
3609
DELISTED
KING DIGITAL ENTMT PLC ORD SHS (IRL)
KING
– –
-68,860
Closed -$1.23M
PCL
3610
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
– –
-269,653
Closed -$12.9M
NGLS
3611
DELISTED
TARGA RESOURCES PARTNERS LP COM UTS REPTG LTD PARTERSHIP INT
NGLS
– –
-426,082
Closed -$7.04M
METR
3612
DELISTED
METRO BANCORP, INC COMMON STOCK
METR
– –
-30,235
Closed -$949K
ZINC
3613
DELISTED
HORSEHEAD HLDG CORP COM STK (DE)
ZINC
– –
-47,433
Closed -$97K
CTCT
3614
DELISTED
CONSTANT CONTACT, INC COM
CTCT
– –
-47,167
Closed -$1.38M
POZN
3615
DELISTED
POZEN INC
POZN
– –
-11,141
Closed -$76K
SWI
3616
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
– –
-36,589
Closed -$2.15M
PBY
3617
DELISTED
PEP BOYS MANNY MOE& JACK
PBY
– –
-312,895
Closed -$5.76M
BRCM
3618
DELISTED
BROADCOM CORP CL-A
BRCM
– –
-843,151
Closed -$48.8M
SYA
3619
DELISTED
SYMETRA FINANCIAL CORPORATION COMMON STOCK
SYA
– –
-74,616
Closed -$2.37M
RENT
3620
DELISTED
RENTRAK CORP
RENT
– –
-4,805
Closed -$228K
PCP
3621
DELISTED
PRECISION CASTPARTS CORP
PCP
– –
-220,593
Closed -$51.2M
MW
3622
DELISTED
THE MENS WAREHOUSE INC
MW
– –
-93,361
Closed -$1.37M
OVTI
3623
DELISTED
OMNIVISION TECHNOLOGIES INC
OVTI
– –
-271,361
Closed -$7.88M
BMR
3624
DELISTED
BIOMED REALTY TRUST INC
BMR
– –
-156,141
Closed -$3.7M
MDAS
3625
DELISTED
MEDASSETS INC COM STK (DE)
MDAS
– –
-245,882
Closed -$7.61M
143 144
145
146 147

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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.