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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
ADXS
3276
DELISTED
Advaxis Inc
ADXS
$214K ﹤0.01%
1,577
+854
+118% +$94.5K
STRP
3277
DELISTED
Straight Path Communications Inc.
STRP
$210K ﹤0.01%
+6,770
New +$169K
CVGI icon
3278
Commercial Vehicle Group
CVGI
$151M
$209K ﹤0.01%
79,014
+18,308
+30% +$47.6K
LNW
3279
DELISTED
Light & Wonder
LNW
$209K ﹤0.01%
22,204
-24,484
-52% -$183K
PFSI icon
3280
PennyMac Financial
PFSI
$4.52B
$207K ﹤0.01%
17,596
+147
+0.8% +$1.77K
INSY
3281
DELISTED
Insys Therapeutics, Inc.
INSY
$206K ﹤0.01%
12,869
-29,597
-70% -$562K
TBPH icon
3282
Theravance Biopharma
TBPH
$874M
$203K ﹤0.01%
10,788
-524
-5% -$8.57K
NHTC icon
3283
Natural Health Trends
NHTC
$14.8M
$202K ﹤0.01%
+6,082
New +$165K
SNBC
3284
DELISTED
Sun Bancorp Inc
SNBC
$202K ﹤0.01%
+9,756
New +$202K
PSB.PRV.CL
3285
DELISTED
PS Business Parks, Inc. Depositary Shares Each Representing 1/1,000 of a Share of 5.70% Cumulative P
PSB.PRV.CL
$201K ﹤0.01%
+7,816
New +$198K
ARRY
3286
DELISTED
Array Biopharma Inc
ARRY
$201K ﹤0.01%
68,059
-445
-0.6% -$1.33K
PCBK
3287
DELISTED
Pacific Continental Corp
PCBK
$200K ﹤0.01%
+12,420
New +$190K
KODK icon
3288
Kodak
KODK
$813M
$198K ﹤0.01%
+18,208
New +$178K
SPNT icon
3289
SiriusPoint
SPNT
$3.04B
$197K ﹤0.01%
17,321
-17,074
-50% -$194K
GLUU
3290
DELISTED
Glu Mobile Inc.
GLUU
$197K ﹤0.01%
70,026
+33,570
+92% +$96.1K
TIER
3291
DELISTED
TIER REIT, Inc.
TIER
$197K ﹤0.01%
+14,690
New +$207K
OTE
3292
DELISTED
HELLENIC TELECOMM ORG ADS(RP1/
OTE
$196K ﹤0.01%
45,091
+4,244
+10% +$18.4K
AKH
3293
DELISTED
AIR France-KLM
AKH
$196K ﹤0.01%
20,466
+4,097
+25% +$39.2K
ORC
3294
Orchid Island Capital
ORC
$1.32B
$194K ﹤0.01%
3,743
-428
-10% -$20.3K
SCMP
3295
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
$193K ﹤0.01%
17,676
-3,548
-17% -$44.8K
BOOM icon
3296
DMC Global
BOOM
$111M
$192K ﹤0.01%
29,623
+59
+0.2% +$360
XENT
3297
DELISTED
Intersect ENT, Inc
XENT
$192K ﹤0.01%
10,101
+673
+7% +$12.2K
KRO icon
3298
KRONOS Worldwide
KRO
$712M
$191K ﹤0.01%
33,452
+16,134
+93% +$84.1K
MERC icon
3299
Mercer International
MERC
$41.3M
$191K ﹤0.01%
20,182
-3,890
-16% -$31.4K
CBK
3300
DELISTED
Christopher & Banks Corporation
CBK
$191K ﹤0.01%
80,033
-203,866
-72% -$365K
130 131
132
133 134

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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.