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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
NPBC
1901
DELISTED
NATL PENN BANCSHARES INC
NPBC
$2.63M ﹤0.01%
247,594
-26,856
-10% -$305K
VMW
1902
DELISTED
VMware, Inc
VMW
$2.63M ﹤0.01%
50,338
+14,736
+41% +$730K
INN
1903
Summit Hotel Properties
INN
$746M
$2.63M ﹤0.01%
219,679
+100,048
+84% +$1.07M
ECOL
1904
DELISTED
US Ecology, Inc.
ECOL
$2.63M ﹤0.01%
59,488
+3,493
+6% +$126K
SLF icon
1905
Sun Life Financial
SLF
$46B
$2.62M ﹤0.01%
81,171
-2,179
-3% -$64K
CMTL icon
1906
Comtech Telecommunications
CMTL
$50.3M
$2.62M ﹤0.01%
112,033
+25,033
+29% +$512K
PDFS icon
1907
PDF Solutions
PDFS
$1.93B
$2.62M ﹤0.01%
+195,684
New +$2.14M
PLNT icon
1908
Planet Fitness
PLNT
$4.42B
$2.62M ﹤0.01%
161,214
+102,738
+176% +$1.52M
TLRD
1909
DELISTED
Tailored Brands, Inc.
TLRD
$2.61M ﹤0.01%
+145,744
New +$2.25M
LMNX
1910
DELISTED
Luminex Corp
LMNX
$2.61M ﹤0.01%
134,431
+39,705
+42% +$756K
Z icon
1911
Zillow
Z
$7.79B
$2.61M ﹤0.01%
109,860
+9,113
+9% +$191K
LCI
1912
DELISTED
Lannett Company, Inc.
LCI
$2.61M ﹤0.01%
36,345
+28,647
+372% +$3.03M
KOP icon
1913
Koppers
KOP
$943M
$2.6M ﹤0.01%
115,841
-9,769
-8% -$174K
ETD icon
1914
Ethan Allen Interiors
ETD
$570M
$2.6M ﹤0.01%
81,762
-41,368
-34% -$1.16M
ANK
1915
DELISTED
ATLANTIC TELE-NETWORK,INC
ANK
$2.6M ﹤0.01%
34,306
+3,076
+10% +$233K
SSL icon
1916
Sasol
SSL
$7.5B
$2.59M ﹤0.01%
87,750
+16,481
+23% +$448K
BXMT icon
1917
Blackstone Mortgage Trust
BXMT
$2.45B
$2.59M ﹤0.01%
96,392
-62,699
-39% -$1.58M
MTH icon
1918
Meritage Homes
MTH
$4.58B
$2.58M ﹤0.01%
141,770
+53,146
+60% +$846K
ISLE
1919
DELISTED
Isle of Capri Casinos Inc
ISLE
$2.58M ﹤0.01%
184,461
-16,311
-8% -$201K
GOV
1920
DELISTED
Government Properties Income Trust
GOV
$2.58M ﹤0.01%
144,386
-66,893
-32% -$990K
BDSI
1921
DELISTED
BioDelivery Sciences International, Inc.
BDSI
$2.58M ﹤0.01%
797,370
+781,186
+4,827% +$2.89M
MAGN
1922
Magnera Corp
MAGN
$472M
$2.57M ﹤0.01%
9,536
+890
+10% +$202K
ECHO
1923
DELISTED
Echo Global Logistics, Inc.
ECHO
$2.57M ﹤0.01%
94,621
+42,829
+83% +$1.02M
DXPE icon
1924
DXP Enterprises
DXPE
$2.43B
$2.56M ﹤0.01%
145,772
+21,616
+17% +$354K
S
1925
DELISTED
Sprint Corporation
S
$2.56M ﹤0.01%
735,434
+417,296
+131% +$1.33M
75 76
77
78 79

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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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ACI
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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.