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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
PZZA icon
1501
Papa John's
PZZA
$986M
$4.36M 0.01%
80,537
-1,372
-2% -$72.1K
BRSS
1502
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
$4.36M 0.01%
174,548
+33,294
+24% +$732K
PLAB icon
1503
Photronics
PLAB
$1.8B
$4.35M 0.01%
417,639
+84,256
+25% +$910K
EGN
1504
DELISTED
Energen
EGN
$4.35M 0.01%
118,832
+32,518
+38% +$1.01M
IPCC
1505
DELISTED
Infinity Property & Casualty C
IPCC
$4.35M 0.01%
54,016
-225
-0.4% -$17.6K
NEU icon
1506
NewMarket
NEU
$7.76B
$4.34M 0.01%
10,952
-923
-8% -$339K
SINA
1507
DELISTED
Sina Corp
SINA
$4.34M 0.01%
91,581
-4,935
-5% -$222K
ASX icon
1508
ASE Group
ASX
$78.2B
$4.33M 0.01%
740,657
+26,644
+4% +$145K
IPHS
1509
DELISTED
Innophos Holdings, Inc.
IPHS
$4.33M 0.01%
139,990
+57,481
+70% +$1.58M
RLI icon
1510
RLI Corp
RLI
$5.63B
$4.32M 0.01%
129,138
-2,144
-2% -$67.4K
AAN.A
1511
DELISTED
The Aaron's Company Inc Class A
AAN.A
$4.32M 0.01%
171,942
-600
-0.3% -$15.1K
AWR icon
1512
American States Water
AWR
$3.38B
$4.32M 0.01%
109,623
-7,649
-7% -$324K
DSX icon
1513
Diana Shipping
DSX
$300M
$4.31M 0.01%
2,309,613
+636,949
+38% +$1.17M
LTRPA
1514
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
$4.31M 0.01%
194,399
+8,458
+5% +$186K
AIRM
1515
DELISTED
Air Methods Corp
AIRM
$4.3M 0.01%
118,826
+63,994
+117% +$2.43M
AYR
1516
DELISTED
Aircastle Ltd
AYR
$4.3M 0.01%
193,239
+64,527
+50% +$1.25M
DCH
1517
Dauch Corp
DCH
$1.34B
$4.3M 0.01%
279,228
+66,143
+31% +$953K
KB icon
1518
KB Financial Group
KB
$41.5B
$4.3M 0.01%
155,746
+7,900
+5% +$202K
CAB
1519
DELISTED
Cabela's Inc
CAB
$4.29M 0.01%
88,142
-28,498
-24% -$1.28M
COHR icon
1520
Coherent
COHR
$51.8B
$4.29M 0.01%
197,598
+37,866
+24% +$752K
TBI
1521
Trueblue
TBI
$217M
$4.29M 0.01%
163,904
+48,849
+42% +$1.13M
MUE
1522
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
$4.28M 0.01%
305,419
-24,231
-7% -$334K
NNN icon
1523
NNN REIT
NNN
$8.99B
$4.28M 0.01%
92,684
+5,931
+7% +$258K
WLL
1524
DELISTED
Whiting Petroleum Corporation
WLL
$4.26M 0.01%
1,781
+589
+49% +$1.16M
SAVE
1525
DELISTED
Spirit Airlines, Inc.
SAVE
$4.26M 0.01%
88,755
+38,541
+77% +$1.72M
59 60
61
62 63

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AF
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MCM
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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.