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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
HWCC
3226
DELISTED
Houston Wire & Cable Company
HWCC
$253K ﹤0.01%
36,218
+3,610
+11% +$20.9K
MFIC icon
3227
MidCap Financial Investment
MFIC
$801M
$251K ﹤0.01%
15,102
-284
-2% -$4.38K
CTRE icon
3228
CareTrust REIT
CTRE
$10B
$249K ﹤0.01%
19,587
+5,110
+35% +$56.6K
PAMT
3229
PAMT Corp
PAMT
$360M
$249K ﹤0.01%
32,356
-1,600
-5% -$11K
CHGG icon
3230
Chegg
CHGG
$116M
$248K ﹤0.01%
55,536
-12,452
-18% -$63.2K
SGNT
3231
DELISTED
SAGENT PHARMACEUTICALS INC COM STK (DE)
SGNT
$248K ﹤0.01%
20,383
-4,303
-17% -$60.3K
ABCW
3232
DELISTED
ANCHOR BANCORP WISCONSIN INC COMMON STOCK
ABCW
$248K ﹤0.01%
5,502
-15,399
-74% -$656K
BWX icon
3233
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.31B
$247K ﹤0.01%
8,864
– –
ACHN
3234
DELISTED
Achillion Pharmaceuticals
ACHN
$246K ﹤0.01%
31,850
-15,202
-32% -$111K
ATEN icon
3235
A10 Networks
ATEN
$2.07B
$245K ﹤0.01%
41,354
+24,964
+152% +$149K
EVC icon
3236
Entravision Communication
EVC
$1.02B
$245K ﹤0.01%
32,989
+15,599
+90% +$115K
IEI icon
3237
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
$244K ﹤0.01%
+1,940
New +$242K
PEBO icon
3238
Peoples Bancorp
PEBO
$1.51B
$244K ﹤0.01%
12,482
-12,063
-49% -$219K
UUUU icon
3239
Energy Fuels
UUUU
$2.68B
$244K ﹤0.01%
110,587
-19,258
-15% -$44.7K
BKLN icon
3240
Invesco Senior Loan ETF
BKLN
$6.96B
$243K ﹤0.01%
10,697
-3,914
-27% -$87.1K
TPCO
3241
DELISTED
Tribune Publishing Company Common Stock
TPCO
$243K ﹤0.01%
31,473
+18,461
+142% +$149K
TDAY
3242
USA Today Co
TDAY
$1.29B
$241K ﹤0.01%
14,503
-1,362
-9% -$22.2K
DLR.PRF.CL
3243
DELISTED
Digital Realty Trust Inc
DLR.PRF.CL
$240K ﹤0.01%
9,040
+492
+6% +$12.9K
STCN
3244
DELISTED
Steel Connect, Inc. Common Stock
STCN
$238K ﹤0.01%
17,382
+850
+5% +$15.3K
EJ
3245
DELISTED
E HOUSE (CHINA) HOLDINGS LIMITED
EJ
$238K ﹤0.01%
38,303
-241
-0.6% -$1.43K
ACTA
3246
DELISTED
Actua Corp
ACTA
$237K ﹤0.01%
26,238
+5,858
+29% +$52.3K
ACET
3247
DELISTED
Aceto Corp
ACET
$236K ﹤0.01%
10,008
+50
+0.5% +$1.11K
BNCN
3248
DELISTED
BNC Bancorp
BNCN
$236K ﹤0.01%
+11,167
New +$241K
DLN icon
3249
WisdomTree US LargeCap Dividend Fund
DLN
$6.21B
$235K ﹤0.01%
6,398
– –
PTLA
3250
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
$235K ﹤0.01%
11,528
-14,613
-56% -$464K
128 129
130
131 132

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AF
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MCM
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PSUF
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BAM
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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.