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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
LNCE
2026
DELISTED
Snyders-Lance, Inc.
LNCE
$2.22M ﹤0.01%
70,576
-13,568
-16% -$434K
BRSL
2027
Brightstar Lottery PLC
BRSL
$1.84B
$2.22M ﹤0.01%
121,675
+62,872
+107% +$957K
ANAC
2028
DELISTED
ANACOR PHARMACEUTICALS INC COM
ANAC
$2.22M ﹤0.01%
41,550
+12,248
+42% +$904K
WMK icon
2029
Weis Markets
WMK
$1.92B
$2.22M ﹤0.01%
49,249
+971
+2% +$40K
OLN icon
2030
Olin
OLN
$2.12B
$2.22M ﹤0.01%
127,659
-60,544
-32% -$937K
FCFS icon
2031
FirstCash
FCFS
$8.88B
$2.21M ﹤0.01%
47,946
+11,444
+31% +$462K
PNK
2032
DELISTED
Pinnacle Entertainment Inc.
PNK
$2.21M ﹤0.01%
62,856
-51,619
-45% -$1.56M
PETS icon
2033
PetMed Express
PETS
$42.1M
$2.21M ﹤0.01%
123,137
+9,735
+9% +$167K
LYV icon
2034
Live Nation Entertainment
LYV
$40.6B
$2.2M ﹤0.01%
98,754
-32,803
-25% -$717K
CLR
2035
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$2.19M ﹤0.01%
72,292
-238,868
-77% -$5.4M
EPAY
2036
DELISTED
Bottomline Technologies Inc
EPAY
$2.19M ﹤0.01%
71,788
+9,751
+16% +$279K
OSG
2037
Octave Specialty Group
OSG
$242M
$2.19M ﹤0.01%
138,495
+18,370
+15% +$266K
LFC
2038
DELISTED
China Life Insurance Company Ltd.
LFC
$2.18M ﹤0.01%
177,487
-18,004
-9% -$217K
SPOK icon
2039
Spok Holdings
SPOK
$226M
$2.17M ﹤0.01%
123,844
+9,389
+8% +$160K
PFN
2040
PIMCO Income Strategy Fund II
PFN
$695M
$2.16M ﹤0.01%
247,307
+87,941
+55% +$737K
AHT
2041
Ashford Hospitality Trust
AHT
$20.9M
$2.16M ﹤0.01%
343
+114
+50% +$618K
ROIC
2042
DELISTED
Retail Opportunity Investments Corp.
ROIC
$2.16M ﹤0.01%
107,311
+5,132
+5% +$95K
WMC
2043
DELISTED
Western Asset Mortgage Capital Corporation
WMC
$2.16M ﹤0.01%
21,482
+8,804
+69% +$880K
QUAD icon
2044
Quad
QUAD
$530M
$2.15M ﹤0.01%
166,523
+74,288
+81% +$804K
ENS icon
2045
EnerSys
ENS
$6.82B
$2.15M ﹤0.01%
38,655
+3,796
+11% +$196K
SNR
2046
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
$2.15M ﹤0.01%
209,034
+41,536
+25% +$389K
FTD
2047
DELISTED
FTD Companies, Inc. Common Stock
FTD
$2.15M ﹤0.01%
82,033
+11,088
+16% +$269K
SNP
2048
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$2.15M ﹤0.01%
32,975
+11,376
+53% +$656K
TI.A
2049
DELISTED
Telecom Italia 10 Svg
TI.A
$2.14M ﹤0.01%
243,138
-15,523
-6% -$135K
PNFP icon
2050
Pinnacle Financial Partners Inc
PNFP
$15.9B
$2.14M ﹤0.01%
43,631
+3,181
+8% +$152K
80 81
82
83 84

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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.