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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
DYAX
3626
DELISTED
DYAX CORPORATION
DYAX
– –
-35,543
Closed -$1.34M
UTIW
3627
DELISTED
UTI WORLDWIDE INC
UTIW
– –
-443,911
Closed -$3.12M
WPP
3628
DELISTED
WAUSAU PAPER CORP.
WPP
– –
-113,924
Closed -$1.17M
NES
3629
DELISTED
NUVERRA ENVIRONMENTAL INC NEW COM STK (DE)
NES
– –
-38,246
Closed -$20K
PMCS
3630
DELISTED
P M C SIERRA INC
PMCS
– –
-503,516
Closed -$5.85M
BDBD
3631
DELISTED
BOULDER BRANDS INC
BDBD
– –
-13,595
Closed -$149K
PVA
3632
DELISTED
PENN VIRGINIA CORP
PVA
– –
-131,782
Closed -$40K
SD
3633
DELISTED
SANDRIDGE ENERGY, INC.
SD
– –
-195,434
Closed -$39K
TW
3634
DELISTED
TOWERS WATSON & CO COM STK CL A (DE)
TW
– –
-89,681
Closed -$11.5M
ISH
3635
DELISTED
INTL SHIPHOLDING CORP
ISH
– –
-10,227
Closed -$15K
KCLI
3636
DELISTED
KANSAS CITY LIFE INS CO NEW (MO)
KCLI
– –
-20,538
Closed -$786K
GMK
3637
DELISTED
GRUMA SAB DE C V ADS(RP 4 B SHS
GMK
– –
-4,689
Closed -$261K
GFIG
3638
DELISTED
GFI GROUP INC
GFIG
– –
-271,366
Closed -$1.66M
TSRX
3639
DELISTED
TRIUS THERAPEUTICS INC COM STK (DE)
TSRX
$0 ﹤0.01%
+56,174
New –
EGLE
3640
DELISTED
Eagle Bulk Shipping Inc.
EGLE
– –
-297
Closed -$146K
MESA
3641
DELISTED
MESA AIR GROUP INC (NEV)
MESA
$0 ﹤0.01%
20,200
– –
ADVNB
3642
DELISTED
Advanta Corp Class B
ADVNB
$0 ﹤0.01%
12,265
– –
HTR
3643
DELISTED
Brookfield Total Return Fund Inc
HTR
– –
-125,493
Closed -$2.75M
ITY
3644
DELISTED
IMPERIAL TOBACCO GRP ADS(RP 2
ITY
– –
-148,829
Closed -$15.7M
BRG
3645
DELISTED
BG GROUP PLC ADS(RP 5 ORD SHS)
BRG
– –
-1,191,176
Closed -$17.3M
IRC
3646
DELISTED
INLAND REAL ESTATE CORP
IRC
– –
-79,807
Closed -$848K
NID
3647
DELISTED
NUVEEN INTERMEDIATE DURATION MUNICIPAL TERM FUND
NID
– –
-68,978
Closed -$887K
HEWY
3648
DELISTED
iShares Currency Hedged MSCI South Korea ETF
HEWY
– –
-10,661
Closed -$248K
UDF
3649
DELISTED
UNITED DEV FDG IV COM SHS OF BENE INT (TX)
UDF
$0 ﹤0.01%
60,650
+19,393
+47% +$173K
CAS
3650
DELISTED
A M Castle & Co
CAS
– –
-11,735
Closed -$19K
143 144 145
146
147

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PSUF
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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.