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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
NTLS
1701
DELISTED
NTELOS HLDGS CORP COM
NTLS
$3.48M 0.01%
377,972
+29,973
+9% +$275K
CNA icon
1702
CNA Financial
CNA
$14.2B
$3.47M 0.01%
107,911
-18,957
-15% -$597K
BLOX
1703
DELISTED
Infoblox Inc
BLOX
$3.47M 0.01%
203,067
+93,114
+85% +$1.49M
ADEA icon
1704
Adeia
ADEA
$2.94B
$3.45M 0.01%
420,589
-12,591
-3% -$96K
DATA
1705
DELISTED
Tableau Software, Inc.
DATA
$3.44M 0.01%
75,018
+37,554
+100% +$2.18M
BOKF icon
1706
BOK Financial
BOKF
$8.58B
$3.44M 0.01%
62,989
+9,069
+17% +$474K
PCTY icon
1707
Paylocity
PCTY
$7.38B
$3.43M 0.01%
104,663
+88,305
+540% +$2.75M
CNMD icon
1708
CONMED
CNMD
$1.39B
$3.42M 0.01%
81,573
-6,479
-7% -$254K
UE icon
1709
Urban Edge Properties
UE
$2.86B
$3.42M 0.01%
132,397
+5,314
+4% +$128K
EXAR
1710
DELISTED
Exar Corporation
EXAR
$3.42M 0.01%
594,387
+581,277
+4,434% +$3.14M
TRP icon
1711
TC Energy
TRP
$70.2B
$3.41M 0.01%
86,758
+1,952
+2% +$68.3K
ANH
1712
DELISTED
Anworth Mortgage Asset Corporation
ANH
$3.41M 0.01%
731,493
+216,028
+42% +$966K
RVT icon
1713
Royce Value Trust
RVT
$2.21B
$3.41M 0.01%
290,901
+183,378
+171% +$1.97M
TREE icon
1714
LendingTree
TREE
$447M
$3.4M 0.01%
34,801
+12,599
+57% +$984K
WSTC
1715
DELISTED
West Corporation
WSTC
$3.4M 0.01%
148,874
+30,740
+26% +$640K
AMAG
1716
DELISTED
AMAG Pharmaceuticals
AMAG
$3.39M 0.01%
145,031
+97,639
+206% +$2.32M
FMBI
1717
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$3.39M 0.01%
188,312
-3,955
-2% -$68K
FCH
1718
DELISTED
Felcor Lodging Trust
FCH
$3.39M 0.01%
417,898
+222,144
+113% +$1.59M
CLW icon
1719
Clearwater Paper
CLW
$339M
$3.39M 0.01%
69,824
+13,854
+25% +$578K
ABG icon
1720
Asbury Automotive
ABG
$4.31B
$3.38M 0.01%
56,551
+7,427
+15% +$404K
GNCMA
1721
DELISTED
GCI Liberty, Inc. Class A-1 Common Stock
GNCMA
$3.38M 0.01%
184,571
+27,637
+18% +$506K
RJF icon
1722
Raymond James Financial
RJF
$33.8B
$3.38M 0.01%
106,467
-10,412
-9% -$320K
MUI
1723
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$3.37M 0.01%
230,018
+125,842
+121% +$1.83M
PFS icon
1724
Provident Financial Services
PFS
$3.22B
$3.36M 0.01%
166,562
+1,446
+0.9% +$27.5K
SIR
1725
DELISTED
SELECT INCOME REIT
SIR
$3.36M 0.01%
331,879
+98,359
+42% +$874K
67 68
69
70 71

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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.