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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
XXIA
1526
DELISTED
Ixia
XXIA
$4.26M 0.01%
341,711
-10,330
-3% -$109K
NJR icon
1527
New Jersey Resources
NJR
$5.84B
$4.25M 0.01%
116,790
+10,992
+10% +$381K
WEX icon
1528
WEX
WEX
$6.37B
$4.25M 0.01%
50,969
+3,743
+8% +$271K
VIAV icon
1529
Viavi Solutions
VIAV
$9.12B
$4.24M 0.01%
617,861
+240,999
+64% +$1.45M
ATI icon
1530
ATI
ATI
$25.6B
$4.23M 0.01%
259,676
-11,584
-4% -$141K
MATV icon
1531
Mativ Holdings
MATV
$481M
$4.23M 0.01%
134,356
+65,608
+95% +$2.35M
ARR
1532
Armour Residential REIT
ARR
$2.33B
$4.22M 0.01%
39,162
+8,544
+28% +$847K
FUL icon
1533
H.B. Fuller
FUL
$2.97B
$4.21M 0.01%
99,098
+10,538
+12% +$394K
GOLD
1534
DELISTED
Randgold Resources Ltd
GOLD
$4.2M 0.01%
46,226
+7,195
+18% +$578K
NIO
1535
DELISTED
NUVEEN MUNICIPAL OPPORTUNITY FUND INC
NIO
$4.19M 0.01%
284,878
-568,236
-67% -$8.28M
HLX icon
1536
Helix Energy Solutions
HLX
$1.4B
$4.18M 0.01%
746,852
-26,460
-3% -$112K
CATO icon
1537
Cato Corp
CATO
$68.3M
$4.18M 0.01%
108,458
-5,984
-5% -$220K
PLXS icon
1538
Plexus
PLXS
$6.72B
$4.18M 0.01%
105,789
-3,718
-3% -$132K
RGS icon
1539
Regis Corp
RGS
$68.4M
$4.18M 0.01%
13,760
+1,606
+13% +$465K
NIE
1540
Virtus Equity & Convertible Income Fund
NIE
$719M
$4.18M 0.01%
229,687
-9,337
-4% -$160K
PIPR icon
1541
Piper Sandler
PIPR
$5.12B
$4.18M 0.01%
337,192
+107,200
+47% +$1.09M
SXC icon
1542
SunCoke Energy
SXC
$720M
$4.18M 0.01%
642,575
+121,642
+23% +$517K
WABC icon
1543
Westamerica Bancorp
WABC
$1.38B
$4.18M 0.01%
85,762
+50,721
+145% +$2.31M
JJSF icon
1544
J&J Snack Foods
JJSF
$1.43B
$4.18M 0.01%
38,563
-11,007
-22% -$1.19M
PMC
1545
DELISTED
PharMerica Corporation
PMC
$4.17M 0.01%
188,527
+29,383
+18% +$782K
MT icon
1546
ArcelorMittal
MT
$52.9B
$4.17M 0.01%
303,206
+84,107
+38% +$812K
PLCM
1547
DELISTED
POLYCOM INC
PLCM
$4.15M 0.01%
371,807
-13,606
-4% -$143K
ARAY icon
1548
Accuray
ARAY
$32M
$4.14M 0.01%
717,099
+654,973
+1,054% +$3.63M
AKR icon
1549
Acadia Realty Trust
AKR
$3.09B
$4.13M 0.01%
117,642
-1,552
-1% -$51.6K
CVA
1550
DELISTED
Covanta Holding Corporation
CVA
$4.13M 0.01%
244,779
+48,009
+24% +$708K
60 61
62
63 64

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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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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.