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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
PERY
2151
DELISTED
Perry Ellis International Inc
PERY
$1.86M ﹤0.01%
101,247
+3,775
+4% +$68.9K
IPAR icon
2152
Interparfums
IPAR
$3.98B
$1.86M ﹤0.01%
60,161
+10,212
+20% +$267K
WTI icon
2153
W&T Offshore
WTI
$521M
$1.86M ﹤0.01%
848,303
+22,261
+3% +$45.2K
SRCE icon
2154
1st Source
SRCE
$2.15B
$1.85M ﹤0.01%
58,206
+16,344
+39% +$497K
INDB icon
2155
Independent Bank
INDB
$3.98B
$1.85M ﹤0.01%
40,185
-1,342
-3% -$59.9K
TWI icon
2156
Titan International
TWI
$476M
$1.85M ﹤0.01%
343,293
-40,678
-11% -$169K
AFT
2157
DELISTED
Apollo Senior Floating Rate Fund Inc.
AFT
$1.85M ﹤0.01%
121,465
-14
-0% -$203
DOC
2158
DELISTED
PHYSICIANS REALTY TRUST
DOC
$1.84M ﹤0.01%
98,972
+27,518
+39% +$474K
IVH
2159
DELISTED
Delaware Ivy High Income Opportunities Fund
IVH
$1.83M ﹤0.01%
144,114
-4,001
-3% -$47.3K
RDUS
2160
DELISTED
Radius Recycling
RDUS
$1.83M ﹤0.01%
99,412
+38,486
+63% +$568K
AIMC
2161
DELISTED
Altra Industrial Motion Corp
AIMC
$1.83M ﹤0.01%
65,728
-52,852
-45% -$1.26M
PMT
2162
PennyMac Mortgage Investment
PMT
$809M
$1.82M ﹤0.01%
133,772
-40,445
-23% -$536K
SMCI icon
2163
Super Micro Computer
SMCI
$17.9B
$1.82M ﹤0.01%
535,430
+149,750
+39% +$448K
AMD icon
2164
Advanced Micro Devices
AMD
$798B
$1.82M ﹤0.01%
640,153
+40,092
+7% +$91.1K
ALTO icon
2165
Alto Ingredients
ALTO
$359M
$1.82M ﹤0.01%
388,493
+374,492
+2,675% +$1.47M
ATML
2166
DELISTED
ATMEL CORP
ATML
$1.81M ﹤0.01%
223,387
+10,899
+5% +$88K
CTRN icon
2167
Citi Trends
CTRN
$555M
$1.81M ﹤0.01%
101,576
+5,383
+6% +$101K
AXTA icon
2168
Axalta
AXTA
$7.63B
$1.81M ﹤0.01%
61,989
+1,638
+3% +$41.6K
TCBI icon
2169
Texas Capital Bancshares
TCBI
$4.3B
$1.81M ﹤0.01%
47,126
+7,312
+18% +$271K
EXG icon
2170
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
EXG
$2.99B
$1.81M ﹤0.01%
205,781
+4,162
+2% +$34.2K
NHC icon
2171
National Healthcare
NHC
$3.5B
$1.81M ﹤0.01%
28,993
+2,970
+11% +$185K
TOWR
2172
DELISTED
Tower International, Inc.
TOWR
$1.81M ﹤0.01%
66,389
-28,710
-30% -$669K
ENT
2173
DELISTED
Global Eagle Entertainment Inc.
ENT
$1.8M ﹤0.01%
8,476
-2,288
-21% -$534K
SM icon
2174
SM Energy
SM
$7.63B
$1.8M ﹤0.01%
96,274
+18,199
+23% +$251K
XCRA
2175
DELISTED
Xcerra Corporation
XCRA
$1.8M ﹤0.01%
276,730
+204,268
+282% +$1.14M
85 86
87
88 89

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NIPH
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AF
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MCM
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PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
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.