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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
SPN
1551
DELISTED
Superior Energy Services, Inc.
SPN
$4.11M 0.01%
30,714
+16,343
+114% +$1.78M
WPX
1552
DELISTED
WPX Energy, Inc.
WPX
$4.1M 0.01%
586,760
+83,729
+17% +$427K
TCF
1553
DELISTED
TCF Financial Corporation Common Stock
TCF
$4.09M 0.01%
114,711
+55,439
+94% +$1.85M
FIBK icon
1554
First Interstate BancSystem
FIBK
$3.7B
$4.09M 0.01%
145,414
+77,194
+113% +$2.09M
APOL
1555
DELISTED
Apollo Education Group Inc Class A
APOL
$4.09M 0.01%
497,909
+3,619
+0.7% +$28.8K
PDCE
1556
DELISTED
PDC Energy, Inc.
PDCE
$4.08M 0.01%
68,709
-26,568
-28% -$1.39M
MKTO
1557
DELISTED
MARKETO INC COM STK (DE)
MKTO
$4.08M 0.01%
+208,254
New +$3.95M
USA icon
1558
Liberty All-Star Equity Fund
USA
$1.8B
$4.06M 0.01%
816,335
+374,031
+85% +$1.77M
ASB icon
1559
Associated Banc-Corp
ASB
$5.83B
$4.05M 0.01%
225,603
+45,022
+25% +$788K
EVG
1560
Eaton Vance Short Duration Diversified Income Fund
EVG
$142M
$4.05M 0.01%
303,360
-20,528
-6% -$268K
XOP icon
1561
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.64B
$4.04M 0.01%
33,320
– –
OXM icon
1562
Oxford Industries
OXM
$571M
$4.04M 0.01%
60,041
+5,223
+10% +$356K
MANT
1563
DELISTED
Mantech International Corp
MANT
$4.03M 0.01%
126,005
+16,318
+15% +$476K
CVI icon
1564
CVR Energy
CVI
$3.58B
$4.03M 0.01%
154,275
+20,472
+15% +$597K
NAD icon
1565
Nuveen Quality Municipal Income Fund
NAD
$2.73B
$4.02M 0.01%
272,394
-96,312
-26% -$1.41M
TYPE
1566
DELISTED
Monotype Imaging Holdings Inc.
TYPE
$4.02M 0.01%
168,016
+118,907
+242% +$2.77M
WW
1567
DELISTED
WW International
WW
$4.02M 0.01%
276,435
+19,297
+8% +$262K
ATSG
1568
DELISTED
Air Transport Services Group
ATSG
$4.01M 0.01%
261,034
+99,963
+62% +$1.15M
NVRO
1569
DELISTED
NEVRO CORP.
NVRO
$4.01M 0.01%
71,373
+50,382
+240% +$2.97M
VTLE
1570
DELISTED
Vital Energy
VTLE
$4.01M 0.01%
25,268
+5,289
+26% +$719K
UPM
1571
DELISTED
UPM-KYMMRME ADR (REPR ORD SHS)
UPM
$4.01M 0.01%
220,613
+39,207
+22% +$712K
CMO
1572
DELISTED
Capstead Mortgage Corp.
CMO
$4.01M 0.01%
405,006
+120,594
+42% +$1.12M
HUBS icon
1573
HubSpot
HUBS
$12.1B
$4M 0.01%
91,690
+62,865
+218% +$2.7M
ENR icon
1574
Energizer
ENR
$1.43B
$4M 0.01%
98,722
+14,835
+18% +$543K
DO
1575
DELISTED
Diamond Offshore Drilling
DO
$4M 0.01%
184,039
-9,856
-5% -$194K
61 62
63
64 65

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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.