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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
HEI.A icon
2401
HEICO Corp Class A
HEI.A
$35.8B
$1.3M ﹤0.01%
+53,510
New +$1.23M
MHY
2402
DELISTED
WESTERN ASSET MANAGED HIGH INCOM FD INC. COM
MHY
$1.3M ﹤0.01%
294,223
-6,255
-2% -$27.1K
BRW
2403
Saba Capital Income & Opportunities Fund
BRW
$342M
$1.3M ﹤0.01%
128,821
+1,942
+2% +$18.7K
FCPT icon
2404
Four Corners Property Trust
FCPT
$2.8B
$1.3M ﹤0.01%
72,365
-54,709
-43% -$916K
TSE
2405
DELISTED
Trinseo
TSE
$1.3M ﹤0.01%
35,255
+3,519
+11% +$100K
EHTH icon
2406
eHealth
EHTH
$43.8M
$1.3M ﹤0.01%
138,175
+5,497
+4% +$54.6K
ILG
2407
DELISTED
ILG, Inc Common Stock
ILG
$1.3M ﹤0.01%
89,819
+13,412
+18% +$174K
SALE
2408
DELISTED
RetailMeNot, Inc. Series 1
SALE
$1.29M ﹤0.01%
161,668
+64,366
+66% +$524K
CAA
2409
DELISTED
CalAtlantic Group, Inc.
CAA
$1.29M ﹤0.01%
38,575
-3,736
-9% -$117K
FCBC icon
2410
First Community Bankshares
FCBC
$899M
$1.29M ﹤0.01%
64,824
+25,315
+64% +$461K
LNN icon
2411
Lindsay Corp
LNN
$1.12B
$1.28M ﹤0.01%
17,935
+1,398
+8% +$100K
MYE icon
2412
Myers Industries
MYE
$1.24B
$1.28M ﹤0.01%
99,757
+5,904
+6% +$69.6K
RYAM icon
2413
Rayonier Advanced Materials
RYAM
$604M
$1.28M ﹤0.01%
134,741
+28,426
+27% +$224K
CBD
2414
DELISTED
Companhia Brasileira de Distribuicao
CBD
$1.28M ﹤0.01%
92,002
+22,689
+33% +$247K
INWK
2415
DELISTED
InnerWorkings, Inc.
INWK
$1.28M ﹤0.01%
160,701
+89,680
+126% +$630K
IMPV
2416
DELISTED
Imperva, Inc.
IMPV
$1.28M ﹤0.01%
25,311
-15
-0.1% -$722
ZUMZ icon
2417
Zumiez
ZUMZ
$334M
$1.27M ﹤0.01%
63,929
+11,437
+22% +$215K
CLDT
2418
Chatham Lodging
CLDT
$622M
$1.27M ﹤0.01%
59,342
+28,592
+93% +$569K
RRTS
2419
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
$1.27M ﹤0.01%
4,085
+2,477
+154% +$647K
FOR icon
2420
Forestar Group
FOR
$1.47B
$1.27M ﹤0.01%
97,382
+33,061
+51% +$333K
LQDT icon
2421
Liquidity Services
LQDT
$1.19B
$1.27M ﹤0.01%
245,148
+17,284
+8% +$92.3K
ERF
2422
DELISTED
Enerplus Corporation
ERF
$1.27M ﹤0.01%
322,907
-107,649
-25% -$334K
SSP icon
2423
E.W. Scripps
SSP
$259M
$1.27M ﹤0.01%
81,326
-4,271
-5% -$75.1K
RBA icon
2424
RB Global
RBA
$20.5B
$1.27M ﹤0.01%
46,784
+17,444
+59% +$412K
AZZ icon
2425
AZZ Inc
AZZ
$4.36B
$1.26M ﹤0.01%
22,207
+1,760
+9% +$91.4K
95 96
97
98 99

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PSUF
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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.