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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
ACOR
2351
DELISTED
Acorda Therapeutics
ACOR
$1.39M ﹤0.01%
437
+2
+0.5% +$8.3K
JRVR icon
2352
James River Group Holdings
JRVR
$207M
$1.38M ﹤0.01%
42,902
+25
+0.1% +$801
ACP
2353
abrdn Income Credit Strategies Fund
ACP
$636M
$1.38M ﹤0.01%
130,351
+39,146
+43% +$393K
BLUE
2354
DELISTED
bluebird bio
BLUE
$1.38M ﹤0.01%
2,510
+1,395
+125% +$857K
UNTD
2355
DELISTED
UNITED ONLINE INC COM NEW
UNTD
$1.38M ﹤0.01%
119,735
+5,378
+5% +$60.3K
TISI icon
2356
Team
TISI
$79.8M
$1.38M ﹤0.01%
4,541
-1,336
-23% -$343K
SRI icon
2357
Stoneridge
SRI
$200M
$1.37M ﹤0.01%
94,392
+27,680
+41% +$348K
UNVR
2358
DELISTED
Univar Solutions Inc.
UNVR
$1.37M ﹤0.01%
79,750
+40,390
+103% +$591K
P
2359
DELISTED
Pandora Media Inc
P
$1.37M ﹤0.01%
153,112
+54,633
+55% +$536K
GOVT icon
2360
iShares US Treasury Bond ETF
GOVT
$43.7B
$1.37M ﹤0.01%
53,000
+2,900
+6% +$74.2K
GG
2361
DELISTED
Goldcorp Inc
GG
$1.37M ﹤0.01%
84,245
+20,468
+32% +$284K
MRTN icon
2362
Marten Transport
MRTN
$1.21B
$1.36M ﹤0.01%
182,210
+10,822
+6% +$74.3K
AVAV icon
2363
AeroVironment
AVAV
$7.42B
$1.36M ﹤0.01%
48,088
+17,075
+55% +$445K
SYNT
2364
DELISTED
Syntel Inc
SYNT
$1.36M ﹤0.01%
27,169
-5,139
-16% -$235K
INVA icon
2365
Innoviva
INVA
$1.57B
$1.36M ﹤0.01%
107,725
+5,875
+6% +$64.5K
NVRI icon
2366
Enviri
NVRI
$624M
$1.35M ﹤0.01%
248,577
+90,977
+58% +$525K
FSD
2367
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$1.35M ﹤0.01%
92,682
-15,890
-15% -$221K
USG
2368
DELISTED
Usg
USG
$1.35M ﹤0.01%
54,457
-568
-1% -$11.8K
IDT icon
2369
IDT Corp
IDT
$1.64B
$1.35M ﹤0.01%
122,632
+5,063
+4% +$45.8K
UNT
2370
DELISTED
UNIT Corporation
UNT
$1.35M ﹤0.01%
153,269
-27,653
-15% -$237K
LSCC icon
2371
Lattice Semiconductor
LSCC
$17.7B
$1.35M ﹤0.01%
237,568
-27,767
-10% -$150K
SNCR
2372
DELISTED
Synchronoss Technologies
SNCR
$1.35M ﹤0.01%
4,629
+317
+7% +$82.6K
BTA
2373
DELISTED
BlackRock Long-Term Municipal Advantage Trust
BTA
$1.34M ﹤0.01%
112,571
+14,436
+15% +$169K
DBEU icon
2374
Xtrackers MSCI Europe Hedged Equity ETF
DBEU
$775M
$1.34M ﹤0.01%
54,282
-624,265
-92% -$15.1M
SIGM
2375
DELISTED
Sigma Designs Inc
SIGM
$1.34M ﹤0.01%
196,914
+9,131
+5% +$60.3K
93 94
95
96 97

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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.