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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
MTOR
2051
DELISTED
MERITOR, Inc.
MTOR
$2.14M ﹤0.01%
265,219
+171,570
+183% +$1.25M
AMCC
2052
DELISTED
Applied Micro Circuits Corporation New
AMCC
$2.14M ﹤0.01%
330,857
+211,758
+178% +$1.22M
INFN
2053
DELISTED
Infinera Corporation Common Stock
INFN
$2.14M ﹤0.01%
133,007
-55,408
-29% -$850K
RRGB icon
2054
Red Robin
RRGB
$144M
$2.13M ﹤0.01%
33,081
-6,949
-17% -$433K
IMS
2055
DELISTED
IMS HEALTH HLDGS INC COM STK (DE)
IMS
$2.13M ﹤0.01%
80,215
+64,835
+422% +$1.61M
PGRE
2056
DELISTED
Paramount Group
PGRE
$2.13M ﹤0.01%
133,384
+56,836
+74% +$908K
ORN icon
2057
Orion Group Holdings
ORN
$401M
$2.13M ﹤0.01%
410,349
+332,580
+428% +$1.31M
HQY icon
2058
HealthEquity
HQY
$8.4B
$2.12M ﹤0.01%
86,094
+72,534
+535% +$1.55M
ASNA
2059
DELISTED
Ascena Retail Group, Inc.
ASNA
$2.12M ﹤0.01%
9,603
+3,952
+70% +$697K
HIO
2060
Western Asset High Income Opportunity Fund
HIO
$335M
$2.12M ﹤0.01%
452,414
+12,865
+3% +$58.2K
GHI
2061
DELISTED
GLOBAL HIGH INCOME FUND INC.
GHI
$2.12M ﹤0.01%
244,081
-102,057
-29% -$870K
MITT
2062
TPG Mortgage Investment Trust
MITT
$222M
$2.12M ﹤0.01%
54,058
+13,085
+32% +$477K
DBI icon
2063
Designer Brands
DBI
$307M
$2.12M ﹤0.01%
76,660
-260,931
-77% -$6.53M
PLUS icon
2064
ePlus
PLUS
$2.41B
$2.12M ﹤0.01%
105,256
-16,808
-14% -$347K
TRST
2065
Trustco Bank Corp NY
TRST
$971M
$2.12M ﹤0.01%
69,903
+9,626
+16% +$275K
ESND
2066
DELISTED
Essendant Inc.
ESND
$2.11M ﹤0.01%
66,074
+12,109
+22% +$356K
RMBS icon
2067
Rambus
RMBS
$9.98B
$2.11M ﹤0.01%
153,283
+8,594
+6% +$107K
VISN
2068
Vistance Networks Inc
VISN
$2.65B
$2.11M ﹤0.01%
75,440
-62,454
-45% -$1.52M
PRAA icon
2069
PRA Group
PRAA
$661M
$2.11M ﹤0.01%
71,657
+30,680
+75% +$883K
APEI icon
2070
American Public Education
APEI
$891M
$2.1M ﹤0.01%
101,975
+29,380
+40% +$516K
GOOD
2071
Gladstone Commercial Corp
GOOD
$605M
$2.1M ﹤0.01%
127,951
+35,670
+39% +$525K
AGR
2072
DELISTED
Avangrid, Inc.
AGR
$2.1M ﹤0.01%
52,229
-56,781
-52% -$2.22M
PBA icon
2073
Pembina Pipeline
PBA
$28.4B
$2.09M ﹤0.01%
77,609
+17,000
+28% +$396K
EPAM icon
2074
EPAM Systems
EPAM
$5.5B
$2.09M ﹤0.01%
27,990
-10,815
-28% -$747K
PHH
2075
DELISTED
PHH Corporation
PHH
$2.08M ﹤0.01%
166,198
-9,129
-5% -$109K
81 82
83
84 85

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
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.