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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
ANW
1776
DELISTED
Aegean Marine Petroleum Network
ANW
$3.13M 0.01%
413,067
-8,782
-2% -$62.2K
EDP
1777
DELISTED
EDP-ELECT DE PORTUGAL S A (REPTG 10 ORD)
EDP
$3.13M 0.01%
88,102
-4,541
-5% -$161K
AFFX
1778
DELISTED
Affymetrix Inc
AFFX
$3.12M 0.01%
222,955
-7,305
-3% -$100K
CTT
1779
DELISTED
CATCHMARK TIMBER TRUST, INC.
CTT
$3.1M 0.01%
+286,498
New +$3.07M
CNL
1780
DELISTED
CLECO CRP (HOLDING CO)
CNL
$3.1M 0.01%
56,199
-1,022
-2% -$52K
CONE
1781
DELISTED
CyrusOne Inc Common Stock
CONE
$3.1M 0.01%
67,883
-6,255
-8% -$239K
AWF
1782
AllianceBernstein Global High Income Fund
AWF
$870M
$3.1M 0.01%
265,537
+2,577
+1% +$28.3K
KAI icon
1783
Kadant
KAI
$3.63B
$3.09M 0.01%
68,435
+13,058
+24% +$518K
AEIS icon
1784
Advanced Energy
AEIS
$11.6B
$3.09M 0.01%
88,779
+9,277
+12% +$271K
ZOES
1785
DELISTED
Zoe's Kitchen, Inc.
ZOES
$3.08M 0.01%
79,093
+49,163
+164% +$1.55M
WIT icon
1786
Wipro
WIT
$19.6B
$3.08M 0.01%
1,306,859
+269,152
+26% +$587K
KMT icon
1787
Kennametal
KMT
$2.59B
$3.08M 0.01%
137,043
-663
-0.5% -$12.9K
VRA icon
1788
Vera Bradley
VRA
$97M
$3.08M 0.01%
151,228
+31,105
+26% +$509K
JSD
1789
DELISTED
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND
JSD
$3.07M 0.01%
202,845
+59,871
+42% +$863K
CKP
1790
DELISTED
CHECKPOINT SYSTEMS INC
CKP
$3.06M ﹤0.01%
302,068
+122,967
+69% +$939K
NXDT
1791
NexPoint Diversified Real Estate Trust
NXDT
$234M
$3.06M ﹤0.01%
169,301
-161,898
-49% -$2.94M
WF icon
1792
Woori Financial
WF
$16.7B
$3.05M ﹤0.01%
122,373
+33,962
+38% +$758K
PIM
1793
Franklin Master Intermediate Income Trust
PIM
$150M
$3.05M ﹤0.01%
693,336
-25,969
-4% -$111K
TFM
1794
DELISTED
THE FRESH MARKET, INC COM STK
TFM
$3.04M ﹤0.01%
106,592
+43,287
+68% +$990K
BDC icon
1795
Belden
BDC
$4.83B
$3.03M ﹤0.01%
49,361
-27,480
-36% -$1.36M
JBSS icon
1796
John B. Sanfilippo & Son
JBSS
$967M
$3.03M ﹤0.01%
43,818
+26,286
+150% +$1.64M
PSA.PRS.CL
1797
DELISTED
Public Storage
PSA.PRS.CL
$3.03M ﹤0.01%
117,428
+5,710
+5% +$147K
TTSH
1798
DELISTED
Tile Shop Holdings
TTSH
$3.01M ﹤0.01%
201,916
+120,302
+147% +$1.71M
TLMR
1799
DELISTED
TALMER BANCORP INC (MI)
TLMR
$3M ﹤0.01%
165,761
+68,741
+71% +$1.16M
BLT
1800
DELISTED
BLOUNT INTERNATIONAL (NEW)
BLT
$3M ﹤0.01%
300,173
+12,051
+4% +$116K
70 71
72
73 74

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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.