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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
GBX icon
2251
The Greenbrier Companies
GBX
$1.52B
$1.63M ﹤0.01%
58,873
+42,324
+256% +$1.09M
PEB icon
2252
Pebblebrook Hotel Trust
PEB
$2.1B
$1.63M ﹤0.01%
55,918
-28,976
-34% -$750K
BAC.PRW.CL
2253
DELISTED
Bank of America Corporation Depositary Shares, each representing a 1/1000 th interest in a share of
BAC.PRW.CL
$1.62M ﹤0.01%
60,623
+2,606
+4% +$68.5K
CUZ icon
2254
Cousins Properties
CUZ
$5.25B
$1.62M ﹤0.01%
55,396
+14,687
+36% +$374K
GTS
2255
DELISTED
Triple-S Management Corporation
GTS
$1.62M ﹤0.01%
68,484
+52,191
+320% +$1.17M
CHFN
2256
DELISTED
Charter Financial Corp
CHFN
$1.62M ﹤0.01%
120,006
+42,047
+54% +$561K
CGNX icon
2257
Cognex
CGNX
$10.4B
$1.62M ﹤0.01%
83,106
+2,598
+3% +$45.3K
KIO
2258
KKR Income Opportunities Fund
KIO
$454M
$1.62M ﹤0.01%
112,187
+81,643
+267% +$1.09M
BUSE icon
2259
First Busey Corp
BUSE
$2.6B
$1.61M ﹤0.01%
78,760
+20,009
+34% +$390K
AHRT
2260
AH Realty Trust
AHRT
$536M
$1.61M ﹤0.01%
142,792
+89,117
+166% +$951K
SAIA icon
2261
Saia
SAIA
$9.33B
$1.6M ﹤0.01%
57,032
+1,264
+2% +$31.2K
CCP
2262
DELISTED
Care Capital Properties, Inc.
CCP
$1.6M ﹤0.01%
59,811
-50,962
-46% -$1.41M
RSPP
2263
DELISTED
RSP Permian, Inc.
RSPP
$1.6M ﹤0.01%
55,025
+14,844
+37% +$349K
WFC.PRR
2264
DELISTED
WELLS FARGO & COMPANY Depositary Shares, each representing a 1/1,000th interest in a share of 6.625% Fixed-to-Floating Rate Non-Cumulative Perpetual Class A Preferred Stock, Series R
WFC.PRR
$1.59M ﹤0.01%
54,345
+5,743
+12% +$165K
IVC
2265
DELISTED
Invacare Corporation
IVC
$1.59M ﹤0.01%
120,845
-7,895
-6% -$112K
HPP
2266
Hudson Pacific Properties
HPP
$766M
$1.59M ﹤0.01%
7,859
+2,927
+59% +$532K
CSR
2267
Centerspace
CSR
$941M
$1.59M ﹤0.01%
21,880
-10,021
-31% -$658K
DK icon
2268
Delek US
DK
$4.15B
$1.59M ﹤0.01%
104,125
-13,490
-11% -$218K
HTGC icon
2269
Hercules Capital
HTGC
$2.98B
$1.59M ﹤0.01%
132,051
-17,961
-12% -$200K
DWA
2270
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
$1.58M ﹤0.01%
63,531
+17,308
+37% +$426K
WT icon
2271
WisdomTree
WT
$2.88B
$1.57M ﹤0.01%
137,704
+81,927
+147% +$983K
CUB
2272
DELISTED
Cubic Corporation
CUB
$1.57M ﹤0.01%
39,324
-3,107
-7% -$120K
RBBN icon
2273
Ribbon Communications
RBBN
$373M
$1.57M ﹤0.01%
208,355
+80,665
+63% +$539K
AMSF icon
2274
AMERISAFE
AMSF
$549M
$1.57M ﹤0.01%
29,817
+6,156
+26% +$310K
RPXC
2275
DELISTED
RPX Corporation
RPXC
$1.56M ﹤0.01%
138,767
+23,239
+20% +$247K
89 90
91
92 93

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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.